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
- Evaluating macroeconomic (survey-based) forecasts from a multivariate perspective. Commenting on Müller-Dröge et al. (2014)
- Using spatial models to forecast local GDP in Germany using literature on hierarchical forecasts (eg, various papers by R. Hyndman)
- Measuring and explaining heterogeneity in macroeconomic density forecasts
- Price-based statistical arbitrage models and extensions using machine learning (betreut von Matthias Schnaubelt) – PDF
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”, “Bayesian Econometrics”, or “Econometrics Seminar”.