Publications

Measuring Macroeconomic Uncertainty: A Cross-Country Analysis, with Andreas Dibiasi,

European Economic Review, forthcoming. Click here to download our data.

Can GDP Measurement Be Further Improved? Data Revision and Reconciliation, with Jan Jacobs, Jan-Egbert Sturm and Simon van Norden,

Journal of Business & Economic Statistics, 2022, 40, 423-431.

Identification of Financial Factors in Economic Fluctuations, with Francesco Furlanetto and Francesco Ravazzolo,

The Economic Journal, 2019, 129, 311-337.

Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries, with Martin Kliem and Alexander Kriwoluzky,

European Economic Review, 2016, 88, pp.158-184.

The U.S. Business Cycle, 1867-2006: A Dynamic Factor Approach, with Albrecht Ritschl and Martin Uebele,

The Review of Economics and Statistics, 2016, 98(1), pp. 159–172.

On the Low-Frequency Relationship Between Public Deficits and Inflation, with Martin Kliem and Alexander Kriwoluzky,

Journal of Applied Econometrics, 2016, 31(3), pp.566–58.

Currency vs. Banking in the Financial Crisis of 1931, with Albrecht Ritschl,

International Economic Review, 2014, 55(2), pp. 349–373.

Tracking Down Germany’s Pre-World War I Business Cycle: A Dynamic Factor Model for 1820-1913, with Martin Uebele,

Explorations in Economic History, 2009, 46(3), pp. 368–387.

Working Papers

Uncertainty and Information Acquisition: Evidence from Firms and Households, with Heiner Mikosch, Chris Roth and Johannes Wohlfahrt,

Conditionally accepted, American Economic Journal: Macroeconomics.

Ex-Post Identification of Trends and Cycles in Large Datasets, with Florian Eckert,

Revise and Resubmit, Journal of Applied Econometrics.

Uncertainty Shocks, Adjustment Costs and Firm Beliefs: Evidence From a Representative Survey, with Andreas Dibiasi and Heiner Mikosch.

Revise and Resubmit, American Economic Journal: Macroeconomics.

What Do Firm Managers Tell Us About the Transmission Channels of Oil Price Shocks?, with Matthias Bannert, Dirk Drechsel and Heiner Mikosch.

Older Working Papers

Macro and Micro Level Impulse Responses: A Survey Experimental Identification Procedure, with Matthias Bannert, Dirk Drechsel and Heiner Mikosch.

How are Firms Affected by Exchange Rate Shocks? Evidence From Survey Based Impulse Responses, with Matthias Bannert, Dirk Drechsel and Heiner Mikosch.

Malthus and the Industrial Revolution: Evidence from a Time-Varying VAR, with Alexander Rathke.

Updating Inflation Expectations, with Michael Lamla.

Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach, with Wolfgang Reichmuth.

The Influence of the Business Cycle on Mortality, with Wolfgang Reichmuth.