Rolf Scheufele Halle Institute for Economic Research Department Macroeconomics P.O. Box 11 03 61 D-06017 Halle (Saale) Phone: +49 345 7753-728 Fax: +49 345 7753-799 e-mail: Rolf.Scheufele@iwh-halle.de Fields of interest Applied Econometrics Business Cycle Analysis Monetary Economics Economic Forecasting

Vita (Short):

CV (long)

Current Projects

• New Keynesian Phillips curves (in cooperation with Jean-Marie Dufour)

• Short term forecasting with many predictors (joint work with Katja Drechsel)

• Forecasting currency crises - methods and evaluation (joint work with Tobias Knedlik)

• Forecasting and simulation with macroeconometric models (Arbeitskreis Konjunktur, Gemeinschaftsdiagnose, EFN)

Current Research

• Does the cost channel matter for inflation dynamics? An identification robust structural econometric analysis for the US and the Euro area (job market paper, pdf)

• Are qualitative inflation expectations useful to predict inflation? forthcoming in Journal of Business Cycle Measurement and Analysis, pdf)

• The Financial Crisis from a Forecaster's Perspective, currently under revision (with Katja Drechsel)

• Should we trust in leading indicators? Evidence from the recent recession, revised and resubmitted to International Journal of Forecasting (with Katja Drechsel, pdf)

Work in Progress

• A comparison of bottom-up approaches and direct forecasts of German GDP in a data-rich environment (with Katja Drechsel)

• Model selection versus model averaging for forecasting macroeconomic time series

Conference and workshop participation

• "25th Annual Congress of the European Economic Association", Glasgow, 23-26 August 2010, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural econometric analysis".

• "30th Annual International Symposium on Forecasting (ISF)", San Diego, 20-23 June 2010, Presentation: "Should we trust in leading indicators? Evidence from the recent recession".

• "Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF)", Crete, 27-29 May 2010, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "Spring Meeting of Young Economists (SMYE)", Luxembourg, 15-17 April 2010, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "Scottish Economic Society Annual Meeting (SES)", Perth, 12-14 April 2010, Presentation: "Should we trust in leading indicators? Evidence from the recent recession".

• "Society for Nonlinear Dynamics and Econometrics 19th Annual Symposium (DNSE)", Novara, 01-02 April 2010, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "Statistics under one umbrella (DAGStat2010)", Dortmund, 23-26 March 2010, Poster-Presentation: "Should we trust in leading indicators? Evidence from the recent recession".

• "RES PhD Presentation Meeting", London, 16-17 January 2010, Poster-Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "DIW Macroeconometric Workshop", Berlin, 17-18 December 2009, Poster-Presentation: "Should we trust in leading indicators? Evidence from the recent recession".

• "Jahrestagung des Vereins für Socialpolitik (VfS)", Magdeburg, 8-11 September 2009, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "Far East and South Asia Meeting of the Econometric Society (FESAMES)", Tokyo, 3-5 August 2009, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "Conference on Recent Developments in Macroeconomics", Mannheim, 7-8 July 2009, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "7th Workshop Monetary and Financial Economics", Düsseldorf, 8-9 June 2009, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "1st IFO-INSEE-ISAE Macroeconomic Forecasting Conference", Rom, 27 March 2009, Presentation: "Are qualitative inflation expectations useful to predict inflation?".

• "5th Macroeconomic Research Meeting (MAREM)", Tübingen, 12-13 March 2009, Presentation: "Does the cost channel matter for inflation dynamics? An identification robust structural analysis for the US and the Euro area".

• "9th IWH-CIREQ Macroeconometric Workshop: Challenges of forecasting in applied macroeconometrics", Halle, 4-5 December 2008, Presentation: "Are qualitative inflation expectations useful to predict inflation?".

• "Third Workshop Macroeconomics and Business Cycles", Dresden, 20-21 November 2008, Presentation: "Are qualitative inflation expectations useful to predict inflation?".

• "NAKE Research Day", Utrecht, 24 October 2008, Presentation:"Evaluating the German (New Keynesian) Phillips Curve".

• "ESAM08: Markets and Models, Policy Frontiers in the AWH Phillips Tradition", Australasian Meeting of the Econometric Society, Wellington, 9-11 July 2008, Presentation:"Evaluating the German (New Keynesian) Phillips Curve".

• "Complete and Incomplete Econometric Models" (with John Geweke and Herman van Dijk), PhD-course, Rotterdam, 10-13 June 2008.

• "8th IWH-CIREQ Macroeconometric Workshop: Structural empirical modelling in macroeconomics", Halle, 6-7 December 2007, Presentation: "Inflation and the Labour Income Share - Evidence from Germany".

• "DIW Macroeconometric Workshop", Berlin, 7-8 December 2007, Presentation: "Inflation and the Labour Income Share - Evidence from Germany".

• "Biennial Conference of the Economic Society of South Africa", Johannesburg, 10-12 September 2007, Presentation:"Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?"

• "Summer School in Applied Economics - Programming in MATLAB", Lecce, 23-27 July 2007.

• "Bundesbank Spring Conference 2007", Eltville am Rhein, 27-28 April 2007.

• "7th Macroeconometric Workshop: Is macroeconometrics back?", Halle, 7-8 December 2006.

• "Empirical Macroeconomic Modelling", CFS Summer School, Eltville am Rhein, 14-19 August 2006.

• "Time Series Analysis and Economic Forecasting", Halle, 14 July 2006, Presentation: "Economic forecasting for the Euro area based on the IWH model".

• "4th Workshop Monetary and Financial Economics", Halle, 29-30 June 2006.

• "Macroeconometric Modelling with a Global Perspective" (with Hashem Pesaran), Workshop for PhD-Students, Rotterdam, 6-7 June 2006.
  

Publications