Matthias Hartermann, M.Sc.
Institute of Economic and Social History
Fürstenberghaus R. 333
Tel.: +49(0)251-83 25452
- 2010 Bachelor of Arts in Theology and Economics
- 2010 Bachelor of Science in Economics; Bachelor's thesis: Informal Institutions and their Consideration in Economic Policy Decissions
- 2010-2012 Student research assistant at the Institute of Economic and Social History (Focus: Processes of market convergence)
- 2011 Studies at the University of Zurich (Focus: Empirical models of monetary policy and methods of dynamic optimization)
- 2012 Master of Science in Economics; Master's thesis: Interwar Central Bank Cooperation: A Bayesian Vector Autoregression Approach
- Since 2013 Research assistant at the Institute of Economic and Social History
- Quantitative Economic History (Bachelor)
- Advanced Quantitative Economic History (Master) with Prof. Ulrich Pfister
- Methods of Dynamic Macroeconomics: Control Theory (Bachelor)
- Dynamic Macroeconomics : Economic Growth (Master) with Prof. Ulrich Pfister
Current Research Topics:
- Multinomial choice in structural vector autoregressive models
- Bayesian estimation methods in structural vector autoregressive models
- Monetary policy in small open economies
- Competitive Storage Models
Working Papers and Computer Codes:
- The R code and the data for the working paper 'The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis' by Rohe and Hartermann: monetary_shocks_Colombia_Brazil.zip. The code is based on the procedure of 'Waggoner, D. and Zha, T. (2003). A Gibbs sampler for structural vector autoregressions. Journal of Economic Dynamics & Control, 28:349-366' and incorporates some exclusively written auxilliary functions which are part of the zip file.
- The Mathematica code used in the working paper 'The role of external shocks for monetary policy in Colombia and Brazil: A Bayesian SVAR analysis' by Rohe and Hartermann to prove global identification of a structural model: check_global_identification.zip. The code is based on the procedure of Rubio-Ramirez, J., Waggoner, D. and Zha, T. (2010). Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference. The Review of Economic Studies, 77:665-696.