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Forschung an der Professur für Ökonometrie

Research Interests:

  • Time Series Econometrics
  • Empirical Macroeconomics
  • Monetary Policy

Recent Publications and Discussion Papers

  • Coleman, W., Nautz, D. (2023): Inflation Target Credibility in Times of High Inflation, Economic Letters, 110930, Data
  • Coleman, W., Nautz, D. (2023): Inflation Expectations, Inflation Target Credibility and the COVID-19 Pandemic: New Evidence from Germany, forthcoming in Journal of Money, Credit and Banking. PDF
  • Wolf, E. (2022): Estimating growth at risk with skewed stochastic volatility models, Freie Universität Berlin, Discussion Paper. PDF
  • Brill, M., Nautz, D., Sieckmann, L. (2021): 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
Forschungsschwerpunkt Statistik und Ökonometrie
Graduate Center of DIW Berlin