Zum Inhalt springen

About me

I am a postdoctoral researcher in Econometrics and Statistics at the Institute for Finance and Statistics at the University of Bonn. I received my PhD at the University of Cologne in 2019.

My research is in the field of econometrics and statistics and focuses on time series econometrics. A large part of my research deals with the analysis of structural changes in time series data. Furthermore, I study the problem of unit root testing in the presence of nonlinear trends. Another part of my research focuses on functional data analysis and the development of methods for time series of functions. In particular, I am interested in factor models for functional time series and their application to applied econometric problems such as modeling of yield curves.

My CV can be found here.

For more information please check my university webpage.

Current working papers

  • Backward CUSUM for Testing and Monitoring Structural Change (with Jörg Breitung). preprint, R-package
  • A Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (with Narazii Salish)

Publications

  • Unit Root Testing with Slowly Varying Trends, forthcoming in Journal of Time Series Analysis. paper, preprint, R-package
  • Testing and Dating Structural Changes in Copula-based Dependence Measures (with Florian Stark), forthcoming in Journal of Applied Statistics. paper, preprint

Software

  • urtrend: R-package accompanying the paper „Unit Root Testing with Slowly Varying Trends“.
  • backCUSUM: R-package accompanying the paper „Backward CUSUM for Testing and Monitoring Structural Change“.