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Personal Profile

Current position

Assistant Professor 
School of Business and Economics, Freie Universität Berlin.

Principal investigator (PI)

  • ARC Discovery Project: High-frequency Estimation of Term Structure Models. link 

Faculty member

  • Berlin School of Economics, BDPEMS. link
  • Statistics Master Program Berlin. link
  • DIW Graduate center. link

Associate Researcher

  • Berlin Economics Reserach Associates (BERA). 

Academic career

Ph.D. in Economics (Dr. rer. pol.), Freie Universität Berlin, 2013, Diss. committee: Dieter Nautz, Markus Reiß, Helmut Lütkepohl, Jürgen Wolters. Ph.D. Program in Quantitative Economics and Finance, University of Konstanz, 2008-2009.

Master (Diplom) in Economics, Freie Universität Berlin, 2008.

Previous positions

Doctoral student/Postdoc, Collaborative Research Center 649: Economic Risk (2013-2016). Lecturer/Teaching Assistant, Institut für Statistik und Ökonometrie, Freie Universität Berlin (2009-2013). Teaching and Research Assistant, Chair of Statistics and Econometrics, University of Konstanz (2008-2009). Intern, Deutsche Bundesbank, Research Centre, Diploma Thesis, Frankfurt (2008). Apprenticeship, Deutsche Bank AG, Company-Linked Program (2002-2005).

Referee services

Advances in Statistical Analysis, European Economic Review, International Journal of Forecasting, Journal of Banking and Finance, Journal of Econometrics, Journal of International Money and Finance, Journal of Money Credit and Banking, Journal of the American Statistical Association, Macroeconomic Dynamics, Management Science, Quantitative Finance.

Research visits

Melbourne Business School, University of Melbourne (2023). Institute of Mathematics, Universität Würzburg (2021). Research Department, Federal Reserve Bank of St. Louis (2019). Department of Economics, Deakin University (2018). Research Department, Federal Reserve Bank of St. Louis (2017). Department of Econometrics and Business Statistics, Monash University Melbourne (2016). Department of Economics, University of Melbourne (2014). Monetary policy strategy devision, European Central Bank (2012). Research Centre, Deutsche Bundesbank (2008).

Conference and seminar presentations

2023 15th Annual Conference Society for Financial Econometrics, SKKU, Seoul. MBS Seminar, University of Melbourne. 2022 33rd (EC)ˆ2 Conference, European Conferences of the Econom[etr]ics Community, ESSEC Business School Paris. Annual Congress Verein für Socialpolitik, University of Basel. 14th Annual Conference Society for Financial Econometrics (SoFiE), University of Cambridge. 8th Annual Conference of the International Association for Applied Econometrics (IAAE), King’s College London. Vienna-Copenhagen Conference on Financial Econometrics (VieCo), University of Copenhagen. 2021 Annual Congress Verein für Socialpolitik, University of Regensburg (virtual). 7th IAAE Annual Conference, Erasmus University Rotterdam (virtual). 2020 13th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2020), virtual conference. 2019 Annual Congress Verein für Socialpolitik, Leipzig University. North American Summer Meeting of the Econometric Society, University of Washington. Statistics and stochastic seminar, Humboldt-Universität Berlin. DAGStat, Ludvig-Maximilian Universität München. 2018 Research School of Economics Seminar, Australian National University. Humboldt-Aarhus-Xiamen Conference, Xiamen University. 2017 Econometrics Colloquium, University of Queensland. Econometrics Seminar, University of Melbourne. Digital Economy & Decision Analytics Conference, Xiamen University. German Statistical Society, Statistische Woche, University of Rostock. 70th European meeting of the Econometric Society, University of Lisbon. 10th Annual SoFiE Conference, New York University Stern. Brown Bag Seminar, Federal Reserve Bank of St. Louis. Seminar on Macroeconomics and Financial Markets, DIW Berlin. VIECO17 Conference on Financial Econometrics, University of Vienna. Humboldt-Aarhus-Xiamen Conference, Aarhus University. 2016 10th International Conference on Computational and Financial Econometrics, University of Seville, IAAE Annual Conference, University of Milano-Bicocca. Economics & Finance Seminar Series, University of Tasmania. Seminar Monash University Melbourne. 2015 Invited Speaker Seminar European Central Bank, ECB Frankfurt. 8th Nordic Econometric Meeting, University of Helsinki. Seminar, IÉSEG School of Management Lille. 8th Annual Society for Financial Econometrics (SoFiE) Conference, Aarhus University. Annual Conference Verein für Socialpolitik, Westfälische Wilhelms-Universität Münster. 2014 12th INFINITI Conference on International Finance, Monash University Prato. Uncertainty and Probabilistic Forecasting during the Financial and Economic Crisis, Workshop, Universität Heidelberg. 5th Conference on Recent Developments in Macroeconomics, ZEW Mannheim. Annual Meeting, German Statistical Society, Statistische Woche, Leibniz Universität Hannover. Research Seminar, Deutsche Bundesbank, Frankfurt. Workshop on Recent Advances in High-Frequency Statistics, WIAS Berlin. Seminar Macquarie University Sydney. 1st Conference on Recent Developments in Financial Econometrics and Applications, Deakin University Australia. Seminar Monash University Melbourne. 2013 3rd Humboldt–Copenhagen Conference on Financial Econometrics, Humboldt-Universität zu Berlin. Invited Speaker Seminar European Central Bank, ECB Frankfurt. 28th Annual Congress of the European Economic Association, University of Gothenburg. Annual Congress Verein für Socialpolitik, Heinrich Heine University Düsseldorf. Annual Meeting, German Statistical Society, Statistische Woche, Freie Universität Berlin. IWH Workshop on Central Bank Communication and Decision Making, IWH Halle. 7th International Conference on Computational and Financial Econometrics, University of London. 2012 The Role of Expectations in Financial Markets, ZEW Mannheim. Annual Meeting, German Statistical Society, Statistische Woche, Vienna University of Technology. 23rd European Conferences of the Econometrics Community (EC)², Maastricht University. 2011 18th Forecasting Financial Markets Conference, Université Aix-Marseille II. 9th INFINITI Conference on International Finance, Trinity College Dublin. 26th Annual Congress of the European Economic Association, University of Oslo. Macro and Financial Econometrics Conference, Universität Heidelberg. 2010 Macroeconometric Workshop, DIW Berlin.