Martin Iseringhausen
European Stability Mechanism (ESM)
6a Circuit de la Foire Internationale, L-1347 Luxembourg
About me
I am an Economist at the European Stability Mechanism (ESM). Previously, I was a Postdoctoral Researcher in the Macroeconomics, Policy and Econometrics Research Group at Ghent University, Belgium.
I completed my PhD in economics at Ghent University in November 2019. During my PhD, I was a PhD Trainee at the European Central Bank and a Summer Intern at the International Monetary Fund. Before, I studied economics at the University of Münster, Germany. My CV is available here.
My research fields are Empirical Macroeconomics, (Bayesian) Econometrics, and Macro-Finance.
This is my personal website. All views expressed are my own and do not necessarily reflect those of the European Stability Mechanism.
Publications
Aggregate Skewness and the Business Cycle (with Ivan Petrella and Konstantinos Theodoridis)
Review of Economics and Statistics (forthcoming), September 2023. [Online appendix] [Replication files] [Skewness index] [SUERF Policy Brief]
[Earlier WP Version]: European Stability Mechanism Working Papers, No. 53, July 2022. Other versions: [CEPR DP] and [Cardiff Economics WP]
International Journal of Forecasting, 40(1), 229-246, January 2024. [Online appendix]
[Earlier WP Version] European Stability Mechanism Working Papers, No. 49, June 2021.
Monetary Policy and US Housing Expansions: The Case of Time-Varying Supply Elasticities (with Bruno Albuquerque and Frederic Opitz)
Economics Letters, 195, October 2020. [Online appendix] [VoxEU column and Bank Underground blog]
Journal of Empirical Finance, 58, 275-292, September 2020. [Online appendix] [MATLAB code]
[WP Version]: Working Papers of Faculty of Economics and Business Administration, No. 944, Ghent University, June 2020.
Oxford Bulletin of Economics and Statistics, 81(4), 849-867, August 2019. [Online appendix]
[Earlier WP version]: European Economy Discussion Papers, No. 075, European Commission, January 2018.
Measuring the International Dimension of Output Volatility (with Gerdie Everaert)
Journal of International Money and Finance, 81, 20-39, March 2018. [Online appendix]
[WP version]: Working Papers of Faculty of Economics and Business Administration, No. 928, Ghent University, August 2017.
Working papers
The Housing Supply Channel of Monetary Policy (with Bruno Albuquerque and Frederic Opitz)
European Stability Mechanism Working Papers, No. 59, February 2024. Other versions: [IMF WP] and [SSRN] [SUERF Policy Brief]
Repeated Use of IMF-Supported Programs: Determinants and Forecasting (with Mwanza Nkusu and Wellian Wiranto)
IMF Working Papers, No. 19/245, November 2019.
Work in progress
Financial Market Interdependence, Contagion and Jumpy Risk Exposure (with Gerdie Everaert).
Short policy articles
Housing in the monetary crosshairs: a tale of regional supply constraints (with Bruno Albuquerque and Frederic Opitz), SUERF Policy Brief, March 2024.
Financial stability and risks to growth in the euro area: where do we stand? (with Pilar Castrillo and Rolf Strauch), ESM blog, April 2023.
Unbalanced macroeconomic risks over the business cycle (with Ivan Petrella and Konstantinos Theodoridis), SUERF Policy Brief, August 2022.
Monetary policy and US housing expansions: What we can expect for the post-COVID-19 housing recovery (with Bruno Albuquerque and Frederic Opitz), VoxEU column, June 2020. Also available on Bank Underground blog.