publications

working papers

• Demographic Aging and Long-Run Economic Growth in Germany, with L. Other, E. Thiel and C. Zuber [German Potential Output Estimates] [Technical Appendix]

• How Do Credit Supply Conditions Transmit Across the Globe?, with H. Herwartz and H. Rohloff, R&R

• Robust Real-Time Estimates of the German Output Gap based on a Multivariate Trend-Cycle Decomposition, with T. Berger, R&R

• Do Global Public and Private Credit Shocks Distinctly Impact the Business Cycle? Evidence from 38 Advanced and Emerging Economies, with H. Herwartz and H. Rohloff

publication (peer-reviewed)

• Energy efficiency of residential buildings in the European Union – An exploratory analysis of cross-country consumption patterns, with A. Thonipara, P. Runst and K. Bizer, in: Energy Policy, 129(6), pp. 1156-1167, 2019.

policy publications

• Germany’s foreign direct investment in times of geopolitical fragmentation, with K. Fletcher, V. Grimm, T. Kroeger, A. Mineshima, A. Presbitero, P. Schmidt-Engelbertz, and J. Zhou, in: IMF Working Papers, forthcoming.

• Wege aus der Wachstumsschwäche, with V. Grimm and T. Kroeger, in: Wirtschaftsdienst, 104 (3), 180–186, 2024. 

• The US Inflation Reduction Act: How the EU is affected and how it should react, with M. Fajeau, N. Garnadt, V. Grimm, S. Jean, T. Kroeger, C. Landais, U. Malmendier, H. Paris, T. Philippon, A. Saussay, M. Schnitzer, A. Truger and M. Werding, in: VoxEU columns, 17 Oct 2023.

• Die Konjunkturbereinigung der Schuldenbremse: ein Plädoyer für methodische Reformen, with C. Zuber, in: Wirtschaftsdienst 102 (11), 822–825, 2022. 

software

• R-packages: 

  • dḗmos - Simulation of Population Dynamics in R, available on Github soon

  • btsm - Bayesian Time Series Simulation, Estimation and Prediction of Trend-Cycle Decompositions and ARMAX(p,q,n) processes with stochastic volatility and time-varying parameters in R, available on Github in late 2024

  • varmas - Bayesian Estimation and Identification of Structural Vector-Autoregressive Vector-Moving-Average Models, available on Github in late 2024

 The views expressed on this website are my own and do not necessarily coincide with the views of the German Council of Economic Experts, the Eurosystem or Deutsche Bundesbank.