DEMETRESCU, Matei

Max Weber Fellow, 2007-2008

Professor
Hausdorff Center for Mathematics and Institute of Econometrics and Operations Research
University of Bonn
 

Email mdeme@uni-bonn.de   

 

 

 

 

 

 

I studied Engineering and Business Administration at the "Politechnica" University of Bucharest and graduated in 2000 as best of my class. After a brief period at the Technical University in Darmstadt as a research and teaching assistant, I started to work on my Ph.D. under the supervision of Prof. Uwe Hassler at the Goethe University in Frankfurt.

In 2005, I obtained my Ph.D. in Economics with a dissertation on systematic errors in forecast models. The thesis consists of four papers dealing with misspecifications in models with seasonal deterministics and issues in forecasting under asymmetric loss functions.

My research interests lie mainly with econometric methods. Currently, my work covers time series analysis, especially long-memory and unit root processes, nonstationary panels, asymmetric loss functions, nonlinear models, also with applications to financial data.

 

Demetrescu Personal Homepage 

Full CV and Publications