The team of the Institute for Econometrics and Economic Statistics as well as the Chair of Empirical Economics conduct research in the fields of econometric modelling, financial market econometrics and empirical capital market research.
 

Financial Market Econometrics

• Volatility modelling of asset prices
• Speculative bubbles in financial markets

• Joint distribution of returns

• Forecasting methods

Econometric modelling

• Models with unobservable variables
• Bayesian procedures
• Income dynamics and uncertainty
• Labour market econometrics