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Professor Dr. Bernd Wilfling

Current affiliations

Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)
Center for Nonlinear Science

Curriculum Vitae (CV)

Financial Market Research
Financial Statistics and Econometrics
International Finance

Academic Education
12/2000	Venia Legendi in Economics. Topic: "Exchange-Rate and Interest-Rate Dynamics Prior to Switching Monetary Regimes" (in German)
03/1993	Ph.D. in Natural Sciences, Faculty of Statistics, University of Dortmund (TU). Topic: "The Lorenz-Ordering of Income Distributions" (in German)
10/1990	Diploma in Statistics, University of Dortmund (TU)
10/1985 - 10/1990	Studies of Statistics, University of Dortmund (TU)
Work Experience
since 09/2002	Full Professor of Economics, Head of the Chair "Empirical Economics", University of Münster
01/2001 - 08/2002	Visiting Researcher at the Hamburg Institute of International Economics (HWWA)
11/1994 - 10/2000	Assistant Professor in the Department of Economics, University of Hamburg
12/1990 - 10/1994	Statistician and System Analyst in the Private Sector

Publications

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) Type of Publication: Research article (journal)
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster: (no publisher available). Type of Publication: Working paper
Formalizing a postprocessing procedure for linear-convex combination forecasts Monschang, Verena; Wilfling, Bernd (2024) In: Journal of Forecasting, Online Type of Publication: Research article (journal)
Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test Monschang, Verena; Trede, Mark; Wilfling, Bernd (2023) Münster: Universität Münster. Type of Publication: Working paper
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data Segnon Mawuli, Lau Chi-Keung, Wilfling Bernd, Gupta Rangan (2022) In: Studies in Nonlinear Dynamics and Econometrics, 26(1) Type of Publication: Research article (journal)

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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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Talks

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
Sup-ADF style bubble detection methods under test Wilfling, Bernd (25/09/2019) Verein für Socialpolitik, Jahrestagung 2019, Leipzig Type of talk: scientific talk
Sup-ADF style bubble detection methods under test Wilfling, Bernd (11/06/2019) 17th INFINITI Conference on International Finance, Adam Smith Business School, University of Glasgow Type of talk: scientific talk
Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements Wilfling, Bernd (11/06/2018) 16th INFINITI Conference on International Finance, Poznan University of Economics & Finance, Poznan, Poland Type of talk: scientific talk
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data Wilfling, Bernd (11/06/2018) 16th INFINITI Conference on International Finance, Poznan University of Economics & Finance, Poznan, Poland Type of talk: scientific talk

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Doctorates

Contributions to Forecasting and Hypothesis Testing with Application to Financial-Market Data Candidate: Monschang, Verena \| Supervisors: Wilfling, Bernd \| 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
Bayesian Nonparametrics for Financial Volatility Modeling Candidate: Zaharieva, Martina \| Supervisors: Wilfling, Bernd Period of time: until 09/11/2017 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Four essays on the empirics of fiscal and monetary policy Candidate: Dybowski, Tom Philipp \| Supervisors: Kempa, Bernd; Wilfling, Bernd Period of time: until 15/07/2016 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster
Econometric estimation and theoretical modeling of rational stock-market bubbles Candidate: Rotermann, Benedikt \| Supervisors: Wilfling, Bernd Period of time: until 17/11/2014 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster

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