Dr. Till Strohsal

Strohsal

Freie Universität Berlin

Fachbereich Wirtschaftswissenschaft

Professur für Ökonometrie

Wissenschaftlicher Mitarbeiter

Adresse Boltzmannstraße 20
Raum 323a
14195 Berlin
Telefon +49 (0)30 838-53399
Fax +49 (0)30 838-54142
E-Mail till.strohsal@fu-berlin.de

Sprechstunde

Nach Vereinbarung

 


Curriculum Vitae

Education

 

2013

Ph.D. in Economics (Dr. rer. pol.)
Freie Universität Berlin

Doctoral Committee: Dieter Nautz, Helmut Lütkepohl, Enzo Weber, Jürgen Wolters

  2010 - 2013 Doctoral Student in Economics

Freie Universität Berlin

  2009 - 2010 Doctoral Student in Economics

Universität Regensburg

  2005 - 2009 Master (Diplom) in Economics

Freie Universität Berlin

  2006 - 2007 Graduate Studies in Economics

Université Pierre Mendès France

  2003 - 2005 Undergraduate Studies in Business Administration

Freie Universität Berlin

 Work Experience

  October 2015 - present

Economist
Federal Ministry for Economic Affairs and Energy,
Division: Monitoring, Analysis and Projection of Macroeconomic Development

  January 2014 - present

Postdoctoral Research Fellow
Department of Economics, Freie Universität Berlin

  October 2010 - present Research Project

Expectations Management of Central Banks (CRC 649: Economic Risk, Project Area C14)

  October 2010 - December 2013 Teaching and Research Assistant

Institute for Statistics and Econometrics, Freie Universität Berlin

  March 2012 - July 2012 Traineeship

European Central Bank, Monetary Policy Strategy Division

  October 2009 - September 2010 Teaching and Research Assistant

Department of Economics, Universität Regensburg

  March 2009 - September 2009 Guest Researcher

CRC 649: Economic Risk, Humboldt-Universität zu Berlin

  October 2007 - September 2009 Student Teaching Assistant

Institute for Statistics and Econometrics, Freie Universität Berlin

  June 2007 - July 2007 Intern

Federal Ministry of Finance

Fields of Interest

 
  • Time Series Analysis and Frequency Domain Analysis
  • Inflation Expectations Anchoring
  • Term Structure of Interest Rates
  • Financial Cycle and Business Cycle

Publications

 
  • Strohsal, T., Melnick, R., Nautz, D. (2016): The Time-Varying Degree of Inflation Expectations Anchoring, Journal of Macroeconomics, 48, 62-71. link
  • Strohsal, T., Winkelmann, L. (2015): Assessing the Anchoring of Inflation Expectations, Journal of International Money and Finance, 50, 33-48. link
  • Nautz, D., Strohsal, T. (2015): Are US Inflation Expectations Re-Anchored?, Economics Letters, 127, 6-9. link
  • Strohsal, T., Weber, E. (2015): Time-Varying International Stock Market Interaction and the Identification of Volatility Signals, Journal of Banking & Finance, 56, 28-36. link
  • Strohsal, T., Weber, E. (2014): Mean-Variance Cointegration and the Expectations Hypothesis, Quantitative Finance, 16(3), 1983-1997. link

Discussion Paper

 
  • Melnick, R., Strohsal, T. (2016): Disinflation and the Phillips Curve: Israel 1986-2015, Available at SSRN. PDF
  • Nautz, D., Netsunajev A., Strohsal, T. (2016): The Anchoring of Inflation Expectations in the Short and in the Long Run, SFB 649 Discussion Paper 2016-015. PDF
  • Pagenhardt, L., Nautz, D., Strohsal, T. (2015): The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area, SFB 649 Discussion Paper 2015-044. PDF
  • Strohsal, T., Proaño, C.R., Wolters, J. (2015): How Do Financial Cycles Interact? Evidence for the US and the UK, SFB 649 Discussion Paper 2015-024. PDF
  • Strohsal, T., Proaño, C.R., Wolters, J. (2015): Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis, Discussion Paper, Deutsche Bundesbank, No 22/2015. PDF Replication File
  • Strohsal, T. (2013): Testing the Preferred-Habitat Theory: The Role of Time-Varying Risk Aversion, SFB 649 Discussion Paper 2013-043. PDF

Presentations

 
  • 2016
Asian Meeting of the Econometric Society, Kyoto. 14th INFINITI Conference on International Finance, Dublin. 36th International Symposium on Forecasting, Santander.
 
  • 2015
Potsdam Research Seminar in Economics. IWH Research Seminar in Economics, Halle (Saale). 35th International Symposium on Forecasting, Riverside, California. Annual Meeting, CRC 649: Economic Risk, Motzen. Annual Conference, Verein für Socialpolitik, Münster. 9th International Conference on Computational and Financial Econometrics, London.
 
  • 2014
8th International Conference on Computational and Financial Econometrics, Pisa. 6th IFABS Conference on Alternative Futures for Global Banking, Lisbon. 12th INFINITI Conference on International Finance, Prato.
 
  • 2013
7th International Conference on Computational and Financial Econometrics, London. IWH Workshop on Central Bank Communication and Decision Making, Halle (Saale). 3rd Humboldt-Copenhagen Conference on Financial Econometrics, Berlin.
 
  • 2012
Annual Meeting, German Statistical Society, Vienna. Annual Conference, Verein für Socialpolitik, Göttingen. 66th European Meeting of the Econometric Society, Málaga. 10th INFINITI Conference on International Finance, Dublin. Research Seminar, Deutsche Bundesbank, Frankfurt. Annual Meeting, CRC 649: Economic Risk, Motzen. Jour Fixe, CRC 649: Economic Risk, Berlin.
 
  • 2011
Macroeconometric Workshop, DIW Berlin. Annual Conference, Verein für Socialpolitik, Frankfurt. 18th Forecasting Financial Markets Conference, Marseille. 2nd Humboldt-Copenhagen Conference on Financial Econometrics, Copenhagen. Annual Meeting, CRC 649: Economic Risk, Motzen.
 
  • 2010
11th IWH-CIREQ Macroeconometric Workshop: Causation, Forecasting and Macroeconomics, Halle (Saale). Macroeconometric Workshop, DIW Berlin.