Chairs of Statistics and Econometrics

Lasse Trienens

Research Interests

    My research focuses on macroeconomics and identification in structural vector autoregressive (SVAR) models. From the econometric side, I approach this research from a frequentist and Bayesian perspective. From the economic side, I have a strong interest in inflation, the natural rate of interest, the fiscal theory of the price level, new Keynesian theory, fiscal and monetary interactions, fiscal policy, monetary policy, the real economy, and financial markets.

Working Papers

  • State-dependent (neo-)Fisher effects: The link between inflation and private sector wealth (with H. Herwartz) Link
  • The impacts of global risk and fiscal policy on US Dollar exchange rates (with K. Bernoth and H. Herwartz) Link

Work in Progress

  • Inflationary effects of fiscal shocks (with F. Smets) [not online yet]

Conferences

  • 28th Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF, 2024), organized by the University of Crete, the European Economic Review, and the Journal of Forecasting, in Rethynmo, Greece from May 30 - June 1, 2024.

    • "State-dependent (neo-)Fisher effects: The link between inflation and private sector wealth" (with H. Herwartz, presented by L. Trienens)"
    • "The impacts of global risk and fiscal policy on US dollar exchange rates" (with K. Bernoth and H. Herwartz, presented by K. Bernoth)"

  • Asia-Pacific Conference on Economics & Finance (APEF, 2023), organized by the East Asia Research & supported by Universiti Malaysia Sarawak and Loughborough University, UK, in Singapore from December 14-15, 2023.

    • "Revisiting Uribe (2022) through a fiscal lens: State-dependent (neo-)Fisher effects, inflation, and the natural rate" (with H. Herwartz, presented by L. Trienens)"

Visited Training Schools

  • Euro Area Business Cycle Network Training School: "Analysis of Macroeconomic Data using Local Projections" by Oscar Jorda from 20-22 September, 2023, organized by the Universitat Pompeu Fabra, B. Rossi and L. Williams
  • ARGE Masterclass 2023: “Econometrics of Energy Markets“ by Christiane Baumeister from July 4-5, 2023, organized by the German Research Institute (DIW Berlin), K. Bernoth

Teaching

  • I currently have free slots for supervising Bachelor's and Master's theses in macroeconometrics (involving structural analysis or forecasting in the areas of fiscal and/or monetary policy, inflation, financial markets, or the real economy). Email me for more information.
  • SoSe 2024: Introduction to time series analysis (Master)
  • WiSe 2023/24: Business and economics forecasting (Master)
  • WiSe 2023/24: Multivariate Time Series Analysis (Master)