Research
Research Interests
Fiscal Policy, Uncertainty, Business Cycles, Empirical Macroeconomics
Working Papers
Mr. Keynes meets the Classics: Government Spending and the Real Exchange Rate (with Benjamin Born, Francesco D'Ascanio, and Gernot Müller); forthcoming at the Journal of Political Economy
Uncertainty shocks in currency unions (with Benjamin Born and Gernot J. Müller)
Different no more: Country spreads in advanced and emerging economies (with Benjamin Born, Gernot Müller, and Susanne Wellmann)
Macroeconomic Effects of Financial Shocks: Comment, replication files
Terms of trade uncertainty and business cycle fluctuations (with Benjamin Born and Gernot Müller), this version: March 2012
Publications
Uncertainty-driven business cycles: assessing the markup channel (with Benjamin Born), Quantitative Economics, 2021, Vol. 12(2), pp. 587-623, appendix, replication files (2GB)
Does austerity pay off? (with Benjamin Born and Gernot Müller); Review of Economics and Statistics, 2020, Vol. 102(2), pp. 323-338, shock and spread series, replication files, ungated version
The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg (with Benjamin Born); Macroeconomic Dynamics, 2020. Vol. 24(55), pp. 1017-1041
Risk Matters: Comment (with Benjamin Born), American Economic Review, 2014, 104(12): 4231-39, replication files
Policy Risk and the Business Cycle (with Benjamin Born), Journal of Monetary Economics, 2014, Vol. 68, p. 68-85; webappendix, particle filter sample code, ungated version
Fiscal News and Macroeconomic Volatility (with Benjamin Born and Alexandra Peter), Journal of Economic Dynamics and Control, 2013, Vol. 37(12), pp. 2582-2601; webappendix
Parkinson subtype-specific Granger-causal coupling and coherence frequency in the subthalamic area (with Esther Florin, Veerle Visser-Vandewalle, Alfons Schnitzler, and Lars Timmermann), Neuroscience, 2016, Vol. 332, p. 170-180
Subthalamic stimulation modulates self-estimation of Parkinson patients and induces risk-seeking behavior (with Esther Florin, Désirée Müller, Michael T. Barbe, Gereon R. Fink, and Lars Timmermann), Brain, 2013, Vol. 136 (11), pp. 3271-3281.
Statistical pitfalls in the comparison of multivariate causality measures for effective causality, (with Esther Florin), Computers in Biology and Medicine, 2014, Vol. 43/2, pp.131-134
Reliability of Multivariate Causality Measures for Neural Data, (with Esther Florin, Joachim Gross, Gereon R. Fink, and Lars Timmermann), Journal of Neuroscience Methods, 2011, Vol. 198/2, pp. 344-358
The Effect of Filtering on Granger Causality based Multivariate Causality Measures (with Esther Florin, Joachim Gross, Gereon R. Fink, and Lars Timmermann), NeuroImage, 2010, Vol. 50/2, pp. 577-588
Other
Die Finanzmarktaufsicht Italiens: Eine Analyse ihres Entwicklungspfades und ihres Versagens im Parmalat-Skandal, Regem Analysis No. 18, August 2008, University Trier