Matthias R. Fengler
Matthias R. Fengler
Professor of Econometrics
University of St.Gallen
School of Economics and Political ScienceRosenbergstrasse 229000 St. GallenSwitzerlandEmail: [first].[last]@unisg.ch
I am a Professor of Econometrics at the School of Economics and Political Science at the University of St. Gallen (HSG) and a faculty member of the Swiss Finance Institute.
My area of specialization is Financial Econometrics. I work in asset pricing, volatility modeling, and the analysis of financial text data.
Recently, I began working with consumer card transaction data. Together with colleagues from academia and industry, I started the project Monitoring Consumption Switzerland in 2020. In 2025, we launched the Consumer Spending Index for Switzerland.
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