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Forschung an der Professur für Ökonometrie

Research Interests:

  • Time Series Econometrics
  • Empirical Macroeconomics
  • Monetary Policy

Recent Publications and Discussion Papers

  • Brill, M., Nautz, D., Sieckmann, L. (2020): Divisia Monetary Aggregates for a Heterogeneous Euro Area, Empirica 48, 2021, pp 247-278. PDF
  • Diegel, M., Nautz, D. (2021): Long-Term Inflation Expectations and the Transmission of Monetary Policy Shocks: Evidence from a SVAR Analysis. Journal of Economic Dynamics and Control, Volume 130, September 2021, 104192. PDF
  • Coleman, W., Nautz, D. (2021): Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany, Freie Universität Berlin, Discussion Paper. PDF
  • 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, Volume 51, Issue 51, pp. 5623 - 5636. 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
Forschungsschwerpunkt Statistik und Ökonometrie
Graduate Center of DIW Berlin