Econometrics and Statistics

Dr Max Diegel

Contact

University of Cologne
Department of Econometrics and Statistics
Universitätsstraße 24
WiSo Building: 101, BT 3
Room: 2.303
D-50931 Köln

T    +49 221 470-7701
E    mdiegel(at)uni-koeln(dot)de

Personal Website: https://sites.google.com/view/maxdiegel

Consultation by arrangement.

Research focuses

• Applied macroeconometrics
• Bayesian methods
• Interactions between inflation expectattions and monetary policy

Curriculum vitae

• Since 2023 Postdoctoral Researcher, University of Cologne
• 2022 Ph.D. in Economics (summa cum laude) at Free University of Berlin (FU) and DIW Graduate Center
• 2022 Associate Researcher at FU Berlin, Chair of Econometrics
• 2021-2022 PhD Trainee at the European Central Bank
• 2018-2021 Associate Researcher at FU Berlin, Chair of Econometrics
• 2017 M. Sc. in Economics, FU Berlin
• 2015 B.Sc. in Economics, FU Berlin

Selected Publications

• Sequential Detector Statistics for Speculative Bubbles (joint with J. Breitung), Journal of Time Series Analysis, 2025.
• Long-Term Inflation Expectations and the Transmission of Monetary Policy Shocks: Evidence from a SVAR Analysis (joint with D. Nautz), Journal of Economic Dynamics and Control, 2021.