Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)

Status: Organisation is active

Website: https://www.wiwi.uni-muenster.de/oeew/

Address:

Am Stadtgraben 9

48143 Münster

Germany

Publications

Data for: Chapter 2 of "Estimation of DSGE models: Skewness matters" : Comparison of optimizers and samplers in Dynare Guljanov, Gaygysyz; Mutschler, Willi (2025) Other scientific publication \| Published
Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal) \| Peer reviewed \| accepted / in press (not yet published)
Spatial Earnings Inequality Schluter, Christian; Trede, Mark (2024) In: Journal of Economic Inequality, 22, 531-550. doi:10.1007/s10888-023-09616-3 Research article (journal) \| Peer reviewed \| Published
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Working paper \| Published
Estimation of DSGE models: Skewness matters Guljanov, Gaygysyz (2024) Münster: miami. doi:10.17879/35918450119 Thesis (doctoral or post-doctoral) \| Published

Show all publications (78)

Projects

Life Cycle Inequality Dynamics (LINDY) Duration: 01/04/2020 - 31/03/2023 Funded by: DFG - Individual Grants Programme Type of project: Individual project
Modeling and forecasting financial-market volatility Duration: since 01/01/2020 Type of project: Own resources project
Bubbles in financial markets Duration: since 01/01/2020 Type of project: Own resources project
EXIST-Gründerstipendium: Markovian- Entwicklung einer neuartigen Dienstleistung, die es Unternehmen ermöglicht, effizient Werbung einzukaufen Duration: 01/12/2016 - 30/11/2017 Funded by: BMWE - EXIST Business Start-up Grant Type of project: Individual project
Local labour markets (LOCLAB) Duration: 01/03/2016 - 28/02/2019 \| 1st Funding period Funded by: DFG - Individual Grants Programme Type of project: Individual project

Show all projects (6)

Preisverleihungen

Dissertationspreis der Wirtschaftswissenschaftlichen Fakultät der WWU Münster 2016
Awarded by: Westfälische Wilhelms-Universität Münster (WWU)
Award given to: Mutschler, Willi
Announced at: 02/12/2016 | Date of awarding: 15/12/2016
Type of distinction: Research award or other distinction

Promotionen

Estimation of DSGE models: Skewness matters Candidate: Guljanov, Gaygysyz \| Supervisors: Trede, Mark; Mutschler, Willi; Wilfling, Bernd \| Reviewers: Trede, Mark; Mutschler, Willi Period of time: 01/09/2019 - 01/07/2024 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Essays on Regime-Switching Models in Forecasting Financial-Market Data Candidate: Schulte genannt Tillmann, Björn \| Supervisors: Wilfling, Bernd; Trede, Mark \| Reviewers: Wilfling, Bernd; Trede, Mark Period of time: 01/04/2019 - 14/05/2024 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Advances in Computational Statistics Candidate: ??? \| Supervisors: Trede, Mark; Wilfling, Bernd \| Reviewers: Trede, Mark; Wilfling, Bernd Period of time: 01/09/2018 - 01/09/2023 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Contributions to Forecasting and Hypothesis Testing with Application to Financial-Market Data Candidate: Monschang, Verena \| Supervisors: Wilfling, Bernd; Trede, Mark \| Reviewers: Trede, Mark; Wilfling, Bernd Period of time: 01/04/2017 - 01/07/2022 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Essays on Volatility Transmission and Dependence Modeling Candidate: Masuhr, Andreas \| Supervisors: Trede, Mark; Wilfling, Bernd Period of time: until 03/06/2019 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster

Show all doctorates (16)

Vorträge

Multi-horizon uniform superior predicitve ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (17/09/2024) Jahrestagung des Vereins für Socialpolitik, 2024, Berlin, Technische Universität Type of talk: scientific talk
An improved test for uniform superior predicitve ability Monschang, Verena; Trede, Mark; Wilfling, Bernd (02/08/2023) 6th International Conference on Econometrics and Statistics (EcoSta 2023), Waseda University, Tokyo Type of talk: scientific talk
An improved test for uniform superior predictive ability Monschang, Verena; Trede, Mark; Wilfling, Bernd (07/06/2023) International Conference on Quantitative Finance and Financial Econometrics (QFFE 2023), Aix-Marseille School of Economics Type of talk: scientific talk

Parent organisational units

University of Münster
- Schools and Faculties
  - FB04 - School of Business and Economics
    - Center for Quantitative Economics
      - Institute of Econometrics and Economic Statistics

Data for: Chapter 2 of "Estimation of DSGE models: Skewness matters" : Comparison of optimizers and samplers in Dynare Guljanov, Gaygysyz; Mutschler, Willi (2025) Other scientific publication \| Published
Multi-horizon uniform superior predictive ability revisited Monschang, Verena; Trede, Mark; Wilfling, Bernd (2025) In: Journal of Business and Economic Statistics. Research article (journal) \| Peer reviewed \| accepted / in press (not yet published)
Spatial Earnings Inequality Schluter, Christian; Trede, Mark (2024) In: Journal of Economic Inequality, 22, 531-550. doi:10.1007/s10888-023-09616-3 Research article (journal) \| Peer reviewed \| Published
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Working paper \| Published
Estimation of DSGE models: Skewness matters Guljanov, Gaygysyz (2024) Münster: miami. doi:10.17879/35918450119 Thesis (doctoral or post-doctoral) \| Published

Estimation of DSGE models: Skewness matters Candidate: Guljanov, Gaygysyz \| Supervisors: Trede, Mark; Mutschler, Willi; Wilfling, Bernd \| Reviewers: Trede, Mark; Mutschler, Willi Period of time: 01/09/2019 - 01/07/2024 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Essays on Regime-Switching Models in Forecasting Financial-Market Data Candidate: Schulte genannt Tillmann, Björn \| Supervisors: Wilfling, Bernd; Trede, Mark \| Reviewers: Wilfling, Bernd; Trede, Mark Period of time: 01/04/2019 - 14/05/2024 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Advances in Computational Statistics Candidate: ??? \| Supervisors: Trede, Mark; Wilfling, Bernd \| Reviewers: Trede, Mark; Wilfling, Bernd Period of time: 01/09/2018 - 01/09/2023 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Contributions to Forecasting and Hypothesis Testing with Application to Financial-Market Data Candidate: Monschang, Verena \| Supervisors: Wilfling, Bernd; Trede, Mark \| Reviewers: Trede, Mark; Wilfling, Bernd Period of time: 01/04/2017 - 01/07/2022 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Essays on Volatility Transmission and Dependence Modeling Candidate: Masuhr, Andreas \| Supervisors: Trede, Mark; Wilfling, Bernd Period of time: until 03/06/2019 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster