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Friedrich-Alexander-Universität Chair of Statistics and Econometrics WiSo
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  1. Friedrich-Alexander-Universität
  2. School of Business, Economics and Society
Friedrich-Alexander-Universität Chair of Statistics and Econometrics WiSo
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Available Topics

In page navigation: Teaching
  • Bachelor
    • Analysis of Macroeconomic and Financial Markets Data
    • Data Science: Datenauswertung
    • Data Science: Statistik
    • Empirical Finance
    • Seminar: Economic Expectations and Forecasting Methods
    • Software Reliability
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    • Statistik
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    • Anwendung statistischer Methoden im Risikomanagement von Finanzinstituten
    • Bayesian Econometrics
    • Datenermittlung
    • Extremwertstatistik mit Anwendungen in Finanz- und Versicherungsmärkten
    • Multivariate Time Series Analysis
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Available Topics

Our chair currently offers the following topics for Master’s theses:

  • Output gap estimation for Germany using the method in Jarocinski and Lenza (2018) and comparison of results to other (official) estimates
  • Output gap estimates for Germany: Comparing the HP filter with the newly proposed Hamilton filter
  • A real-time assessment of the GDPplus methodology (Aruoba, S.B., F.X. Diebold, J. Nalewaik, F. Schorfheide, and D. Song, 2016) for Germany
  • Measuring and explaining heterogeneity in macroeconomic density forecasts

Please contact Prof. Dr. Jonas Dovern to inquire whether there are other proposals for topics or to discuss own suggestions for thesis topics.

Potential topics should be related to the content of the Master courses „Multivariate Time Series Analysis” or “Bayesian Econometrics”.

Friedrich-Alexander-Universität
Erlangen-Nürnberg

Lange Gasse 20
90403 Nuremberg
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