Forschung an der Professur für Ökonometrie

Research Interests:

  • Time Series Econometrics
  • Empirical Macroeconomics
  • Monetary Policy

Research Projects:

Recent Publications and Discussion Papers

  • Nautz, D., Hachula, M. (2017): The dynamic impact of macroeconomic news on long-term inflation expectations. PDF

  • Nautz, D., Netsunajew, A., Strohsal, T. (2017): The Anchoring of Inflation Expectationss in the Short and in the Long Run, Macroeconomic Dynamics (forthcoming). PDF
  • Nautz, D., Pagenhardt, L., D., Strohsal, T. (2017): The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area, North American Journal of Economics and Finance, 40, 103-115. PDF

  • Strohsal, T., Melnick, R., Nautz, D. (2016): The Time-Varying Degree of Inflation Expectations Anchoring, Journal of Macroeconomics, Volume 48, 62 - 71. PDF

  • Chen, W., Netsunajev, A.: On the Long-run Neutrality of Demand Shocks, Economics Letters, Volume 139, February 2016, Pages 57–60. link

iso1
bdpems
diw_gc logo 2012
sfb649
fustat