Chair of Empirical Economics

Status: Organisation is active

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

Address:

Am Stadtgraben 9

48143 Münster

Germany

Publications

Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2025) In: Journal of Forecasting, 44(4), 1280-1293. doi:10.1002/for.3229 Research article (journal) \| Peer reviewed \| 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)
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd (2024) In: International Journal of Forecasting, 40(1), 29-43. doi:10.1016/j.ijforecast.2022.11.007 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
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: Universität Münster. Working paper \| Published

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Projects

New approaches to forecasting economic and financial time series Duration: since 01/01/2020 Type of project: Own resources 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
Conference Windows to Complexity 2013 "Nonlinear Dynamics of Speculative Bubbles in Financial Markets" (CeNoS WtC 2013 II) Duration: 09/09/2013 - 09/09/2013 Type of project: Own resources project
Agricultural Commodity Markets Duration: since 30/06/2011 Type of project: Own resources project

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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

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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
Comment on "Softening the blow: U.S. state-level banking deregulation and sectoral reallocation after the China Trade Shock" Wilfling, Bernd (12/05/2023) Verein für Socialpolitik, Jahrestagung des Ausschusses für Außenwirtschaftstheorie und -politik, WHU Koblenz Type of talk: scientific talk
A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang, Verena; Wilfling, Bernd (13/09/2022) Jahrestagung des Vereins für Socialpolitik, Basel Type of talk: scientific talk

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Parent organisational units

University of Münster
- Schools and Faculties
  - FB04 - School of Business and Economics
    - Center for Quantitative Economics

Subordinate organisational units

Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)