Document Actions

Research Interests

Research Interests at our department

Empirical Macroeconomics

  • Forecasting Macroeconomic Variables with Non-Linear Time-Series Models (SEEK - ZEW)
  • Optimal combination of forecasts in case of missing observations
  • Application of Interval-Data-Modeling in Forecasting; (supported by DAAD-PPP 2012 – 2013) 

Financial Markets, Risk Management

  • Econometric Estimation of Agent-Based-Models
  • Explaining the Complexity of Agent-Based-Models
  • Robust Methods in Portfolio Optimization
  • Comparing Point- and Interval-Estimators for Volatility-Forecasts (supported by DAAD-PPP 2012-2013)
  • Macroeconomic Convergence of the Economic Community Of West African States (ECOWAS)

Heuristic Optimization in Econometrics and Statistics

  • Estimation of Smooth Transition-Models with Heuristic Methods (supported by ZEW SEEK Project 2012-2013)
  • Determining Bootstrap-Confidence Intervals for VAR-Forecasts and IRFs (supported by DAAD-PPP 2013-2014)


  • Solar energy partnership with Africa (SEPA)
  • Identification of Falsification in Surveys (DFG – SPP 1292, supported by DFG 2011-2014)
  • Application of Multivariate Time-Series Methods in Psychosomatic Medicine
  • Regional Economic Effects of the Justus-Liebig-University and analysis of the professional career of graduates

For further questions regarding our current, past and future research activities, feel free to contact us.