Empirical Macroeconomics

• Forecasting Macroeconomic Variables with Non-Linear Time-Series Models (SEEK - ZEW)
• Optimal combination of forecasts in case of missing observations
• Application of Interval-Data-Modeling in Forecasting; (supported by DAAD-PPP 2012 – 2013) 

Financial Markets, Risk Management

• Econometric Estimation of Agent-Based-Models
• Explaining the Complexity of Agent-Based-Models
• Robust Methods in Portfolio Optimization
• Comparing Point- and Interval-Estimators for Volatility-Forecasts (supported by DAAD-PPP 2012-2013)
• Macroeconomic Convergence of the Economic Community Of West African States (ECOWAS)

Heuristic Optimization in Econometrics and Statistics

• Estimation of Smooth Transition-Models with Heuristic Methods (supported by ZEW SEEK Project 2012-2013)
• Determining Bootstrap-Confidence Intervals for VAR-Forecasts and IRFs (supported by DAAD-PPP 2013-2014)

Miscellaneous

• Solar energy partnership with Africa (SEPA)
• Identification of Falsification in Surveys (DFG – SPP 1292, supported by DFG 2011-2014)
• Application of Multivariate Time-Series Methods in Psychosomatic Medicine
• Regional Economic Effects of the Justus-Liebig-University and analysis of the professional career of graduates