MM

About Me

I am a researcher and post-doc at the University of Hohenheim.

My research interests are centered on, among others, business cycle analysis, forecasting, and outlier detection. Currently, I am also interested in global value chains and their implications for business cycles. My great passion is programming - I love developing statistical toolboxes as well as web applications.

You can find my CV here.

For additional information about me, please visit:

Publications

A Class of Periodic Trend Models for Seasonal Time Series (with Tommaso Proietti and Gian Luigi Mazzi). Journal of Forecasting, 38, 106–121, 2019.

Illuminating the World Cup Effect: Night Lights Evidence from South Africa (with Gregor Pfeifer and Fabian Wahl). Journal of Regional Science, 58(5), 887–920, 2018.

  1. Companion document: List of projects in South Africa 2004 - 2013
  2. Media coverage:

A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models (with Tommaso Proietti and Stefano Grassi). Econometrics and Statistics, 5, 107-123, 2018.

EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area (with Tommaso Proietti and Gian Luigi Mazzi). Journal of Applied Econometrics, 32, 683-703, 2017.

Monthly Business Cycle Indicators: A New Multivariate Approach Based on a Band-Pass Filter (with Víctor Gómez). Empirical Economics, 52, 1379-1408, 2017.

Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective (with Thomas Beissinger). Applied Economics Letters, 23(18), 1305-1311, 2016.

Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach (with Tommaso Proietti). International Journal of Forecasting, 32(1), 180–202, 2016.

Cyclicality of Real Wages in the USA and Germany: New Insights from Wavelet Analysis (with Víctor Gómez). Economic Modelling, 47, 40–52, 2015.

Real Wages and the Business Cycle in Germany (with Thomas Beissinger). Empirical Economics, 44, 469–490, 2013.

Working Papers and Other

Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany? (with Thomas Beissinger and Joel Hellier). IZA Discussion Paper No. 13538, 2020.

Competitiveness at the Country-Sector Level: New Measures Based on Global Value Chains (with Thomas Beissinger). IZA Discussion Paper No. 11499, 2018.

SPECTRAN, a Set of Matlab Programs for Spectral Analysis (with Víctor Gómez). FZID Discussion Paper No. 60, 2012.

Maßnahmen zur Förderung der Chancengleichheit sowie Frauen in Führungspositionen in baden-württembergischen Betrieben (with Günther Klee). IAW-Kurzbericht No. 5, December 2009.

Spectran

This Matlab toolbox provides a collection of functions for spectral analysis. The special feature of SPECTRAN is its user-friendliness.

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