Forschung an der Professur für Ökonometrie

Research Interests:

  • Time Series Econometrics
  • Empirical Macroeconomics
  • Monetary Policy

Individual Research Profiles:

Recent Publications and Discussion Papers

  • Hanoma, A., Nautz, D. (2019): The Information Content of Inflation Swap Rates for the Long-Term Inflation Expectations of Professionals: Evidence from a MIDAS Analysis. Applied Economics (forthcoming) PDF
  • Nautz, D., Netsunajew, A., Strohsal, T. (2019): The Anchoring of Inflation Expectationss in the Short and in the Long Run, Macroeconomic Dynamics, Volume 23, Issue 5, July 2019, pp. 1959 - 1977. PDF (Matlab Code)
  • Hachula, M., Nautz. D. (2018): The dynamic impact of macroeconomic news on long-term inflation expectations. Economics Letters, 165, 39-43. 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
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