My research currently focuses on causal inference and identification in structural vector autoregressive (SVAR) models from both the frequentist and bayesian perspectives. I am also interested in other topics in time series analysis, such as integrations and co-integrations, stochastic volatilities et cetera.
- Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US (with H. Herwartz and H. Rohloff)
Work in Progress
- Proxy-SVAR identification of shocks with low relative signal strength and an application to US. monetary policy and asset valuation (with H. Herwartz and H. Rohloff)
- Panel SVAR identification via independent component analysis (with H. Herwartz)
- WiSe 2020/21: Applied Econometrics (Master)
- SoSe 2021: Introduction to Time Series Analysis (Master)