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          • Projects | Professor Dr. Bernd Wilfling
 
Professor Dr. Bernd Wilfling
Professor

Chair of Empirical Economics

Am Stadtgraben 9
48143 Münster


Phone: +49 251 83-25040
Fax: +49 251 83-25042
bernd.wilfling@wiwi.uni-muenster.de
www1.wiwi.uni-muenster.de/oeew/

  • About
  • Publications
  • Projects
  • Courses
  • in progress

    New approaches to forecasting economic and financial time series


    Project status in progress
    Project time since 01.01.2020
    Keywords Econometrics; time series analysis; forecasting; forecast combinations; forecast- error modeling; multifractal structures

     

    Modeling and forecasting financial-market volatility


    Project status in progress
    Project time since 01.01.2020
    Keywords Econometrics; time series analysis; stochastic volatility; conditional heteroscedasticity

     

    Bubbles in financial markets


    Project status in progress
    Project time since 01.01.2020
    Keywords Econometrics; time series analysis; speculative bubbles; international fnancial markets

     

    Agricultural Commodity Markets

    The Chair of Monetary Economics has recently started to focus on price dynamics in agricultural markets. The chair publishes and holds talks to empirical results concerning speculative bubbles, price discovery and the relevance of financial investors in agricultural commodity markets. International cooperations are used to investigate markets that have been neglected in scientific studies, such as European, Brazilian and New Zealand futures markets. Although these markets are relatively young, their importance for producers, processors and financial investors is growing. The specific characteristics of the price dynamics in particular challenge the application of empirical methods. A further core of the research is the transfer of the empirical results to practical use.


    Project status in progress
    Project time since 30.06.2011
    Website https://www.wiwi.uni-muenster.de/me/de/forschung/forschungsschwerpunkt-agrarrohstoffmaerkte-0
    Keywords Agrarrohstoffe; Spekulation; Indexfonds; Spekulative Blasen

     

  • definitely finished

    Modeling nonlinear dynamics of speculative bubbles in financial markets


    Project status definitely finished
    Project time 01.01.2010- 31.12.2019
    Keywords Present-valuation models; rational bubbles; bubble dynamics; state-space modeling; particle-filter algorithms

     

    Estimation and econometric inference of financial market data


    Project status definitely finished
    Project time 01.01.2010- 31.12.2019
    Keywords Markov-switching GARCH modeling; dynamics of financial returns; volatility forecasting; density prediction for asset prices

     

    Conference Windows to Complexity 2013 "Nonlinear Dynamics of Speculative Bubbles in Financial Markets"


    Project status definitely finished
    Project time 09.09.2013- 09.09.2013
    Website http://www.uni-muenster.de/CeNoS/Veranstaltungen/Tagungsarchiv/WTC2013II.html
    Keywords Nonlinear Science; financial markets; speculative Bubbles

     

  • Events
    04.
    Jun.
    2025

    Lecture by Katarzyna Bilicka, Utah State University

    16:15 - 18:00
    Authored by CQE
     
    Economic Research Seminar
    18.
    Jun.
    2025

    Lecture by Itay Saporta Eksten, Tel Aviv University, Israel

    16:15 - 18:00
    Authored by CQE
     
    Economic Research Seminar
    02.
    Jul.
    2025

    Lecture by Galina Zudenkova, TU Dortmund University

    16:15 - 18:00
    Authored by CQE
     
    Economic Research Seminar
  • Top-Links

    Chair of Monetary Economics

    Institute for International Economics

    Institute for Economic and Social History

    Institute for Econometrics and Economics Statistics

    Chair of Empirical Economics

    School of Business and Economics

Contact

Center for Quantitative Economics

Am Stadtgraben 9
48143 Münster
Germany

Tel.: +49 251 83 - 25041
Fax: +49 251 83 - 25042
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