Research Fields:
Non- and Semiparametric Statistics, Time Series Analysis, Financial Econometrics (more info on research)

About myself:
I am a PhD candidate at the Department of Economics of the University of Mannheim. Before coming to Mannheim I completed my MA in Economics at the Ludwig-Maximilian University in Munich, having previously obtained my BSc in Econometrics and Mathematical Economics at the LSE in London.

Full CV

Job Market Paper

Estimating Nonlinear Additive Models with Nonstationarities and Correlated Errors. (with Michael Vogt) PDF and Technical Report 

Brief Synopsis:
This paper considers the additive decomposition of a univariate time series into a deterministic time trend component, a seasonal component with a known seasonal period as well as various component functions of stochastic regressors and an autoregressive error term. An estimation procedure is introduced and its asymptotic properties are derived.

Contact Details:

Christopher Walsh
Room 104
L7, 3-5
68163 Mannheim

Tel.:     +49-621-181-1843
Email:  cwalsh@mail.uni-mannheim.de