Dr. Lars Winkelmann

Winkelmann

Freie Universität Berlin

Fachbereich Wirtschaftswissenschaft

Professur für Ökonometrie

Wissenschaftlicher Mitarbeiter

Adresse Boltzmannstraße 20
Raum 302
14195 Berlin
Telefon +49 (0)30 838-52295
Fax +49 (0)30 838-54142
E-Mail lars.winkelmann@fu-berlin.de

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Curriculum Vitae

Education

  2013 Ph.D. in Economics (Dr. rer. pol.)

Freie Universität Berlin

Diss. committee: Dieter Nautz, Markus Reiß, Helmut Lütkepohl, Jürgen Wolters

  2008 - 2009 Ph.D. Program in Quantitative Economics and Finance

University of Konstanz

  2008 Master (Diplom) in Economics

Freie Universität Berlin

  2005 Bachelor (Diplom (Ba)) in Business Administration

Berlin School of Economics

Work Experience

  June 2013 - present Post-doctoral Research Fellow

Collaborative Research Center 649: Economic Risk, Project Area C14

  Apr 2009 - present Lectureship/Teaching Assistant

Institut für Statistik und Ökonometrie, Freie Universität Berlin

  April 2016 Visiting Researcher

Monash University Melbourne, Department of Econometrics and Business Statistics

  Nov 2014 - Dec 2014 Visiting Researcher

University of Melbourne, Department of Economics

  Apr 2009 - June 2013 Doctoral Student

Collaborative Research Center 649: Economic Risk, Project Area C14

  Oct 2012 - Dec 2012 Visiting Researcher

European Central Bank, Monetary Policy Strategy Division

  Aug 2008 - Mar 2009 Teaching and Research Assistant

Chair of Statistics and Econometrics, University of Konstanz

  Jan 2008 - Mar 2008 Intern

Deutsche Bundesbank, Research Centre, Diploma Thesis, Frankfurt

  Aug 2002 - Aug 2005 Apprenticeship

Deutsche Bank AG, Company-Linked Program

Fields of Interest

 
  • Applied Econometrics: Macro-Finance, Monetary Policy, Fiscal Policy
  • Time Series Analysis: Econometrics of High-Frequency Data, Structural VARs

Publications

 
  • Winkelmann, L., Bibinger, T., Linzert, T. (2016) ECB monetary policy surprises: identification through cojumps in interest rates, Journal of Applied Econometrics, 31,pages 613-629. PDF
  • Winkelmann, L. (2016) Forward guidance and the predictability of monetary policy - a wavelet based jump detection approach, Journal of the Royal Statistical Society: Series C, 65, pages 299-314. PDF
  • Bibinger, M., Winkelmann, L. (2015) Econometrics of cojumps in high-frequency data with noise, Journal of Econometrics, 184(2), pages 361-378. PDF
  • Strohsal, T., Winkelmann, L. (2015) Assessing the Anchoring of Inflation Expectations, Journal of International Money and Finance, 50, pages 33-48. PDF

Discussion Paper

 
  • Netsunajev, A., Winkelmann, L. (2016) International dynamics of Inflation Expectations. SFB Working Paper 2016-019. PDF
  • Bibinger, M., Winkelmann, L. (2014) Common price and volatility jumps in noisy high-frequency data. preprint. PDF 
  • Winkelmann, L. (2008) Der Zusammenhang von Inflation und Geldmengenwachstum an verschiedenen Frequenzen - eine Analyse für den Euroraum, Diploma Thesis. PDF

Presentations

 
  • 2016
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.