Dr. Willi Mutschler
DFG Project: Identification and Estimation of Dynamic Stochastic General Equilibrium Models: Skewness Matter
Institute of Econometrics and Economic Statistics
Am Stadtgraben 9
- Macroeconometrics: DSGE and (S)VAR models
- Generalized Method of Moments
- Bayesian MCMC
- Skewed Kalman filter
- Skewed distributions
- Cumulants and Polyspectra
- Time-varying risk premia
- Rare disaster
- Fiscal policy
- Dr. rer. pol. in Economics, University Münster
- Master of Science in Economics, University Münster
- Bachelor of Science in Economics, University Bonn
- Interim Professor, Institute of Econometrics and Economic Statistics, University Münster
- Postdoc, Econometrics and Statistics, TU Dortmund
- Postdoc, Collaborative Research Centre 823 "Statistical Modelling of nonlinear dynamic processes", TU Dortmund
- PhD Trainee, Fiscal Policies Division, European Central Bank
- Research Associate, Institute of Econometrics and Economic Statistics, University Münster
- Dissertation prize of the economic faculty, University Münster
- Presentation grant of the Swiss Nationalbank
- Best student of the economic faculty, University Münster
- Ivashchenko, S., Mutschler, W. (2019): "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models", Economic Modelling, forthcoming, doi.
- Mutschler, W. (2018): "Higher-order statistics for DSGE models", Econometrics and Statistics, Vol. 6, pp. 44-56, doi.
- Mutschler, W. (2016): “Local identification of nonlinear and non-Gaussian DSGE models”, Wissenschaftliche Schriften der WWU Münster, Reihe IV, Band 10, Full Access.
- Mutschler, W. (2015): “Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning”, Journal of Economic Dynamics and Control, Vol. 56, pp. 34-54, doi.