I am an Economist in the Economic Risk Analysis Section at the European Stability Mechanism in Luxemburg working on Risk Analysis and Forecasting using Econometrics and Machine Learning Methods.
I hold a a PhD in Economics from the Freie Universität Berlin and was a Postdoctoral Research Fellow in the Statistics Group of the Insitute of Finance and Statistics at the University of Bonn. I also worked at Policy Modelling and Forecasting Division of the ECB and the Research Centre of the Deutsche Bundesbank and the and was a visiting researcher at the Econometrics Group of the University of Pennsylvania.
Besides my research, I teach courses in Econometrics and Time Series Analysis at the Bachelor, Master and PhD Level.
Research Interests: (Time Series) Econometrics, Machine Learning, Macro-Finance, Asset Pricing
Please feel free to contact me at:
e.wolf@esm.europa.eu