Prof. Dr. Jonas Dovern
Chair of Statistics and Econometrics
Jonas Dovern studied Econometrics at Maastricht University between 2001 and 2005. Subsequently he followed the Advanced Study Program in International Economic Policy Research at the Kiel Institute for the World Economy until 2006. He was also a research associate in the research area „Macroeconomic Policy under Market Imperfections“ and in the Forecasting Center at the Kiel Institute between 2005 and 2008. He obtained his doctoral degree from the University of Kiel in 2009. In 2009 he founded Kiel Economics, a private consulting firm for macroeconomic expert reports and statistical forecast models, and served as managing director until 2013. During this time he was also an adviser to the International Monetary Fund (IMF), the Deutsche Gesellschaft für Internationale Zusammenarbeit (GIZ), and the Kiel Institute. In 2013 he became Assistent Professor of Macroeconomics at Heidelberg University where he served until 2019. In 2016 he served eight months as an Interim Professor of Economics at RWTH Aachen University and in 2018 he spent one month at LMU Munich as a visiting researcher.
Since April 2019 Jonas Dovern has been Chair of Statistics and Econometrics at Friedrich-Alexander University Erlangen-Nürnberg. He is also a member of the CESifo Research Network.
Jonas Dovern’s main fields of research are time series econometrics and empirical macroeconomics. He is in particular interested in the statistical analysis of heterogeneity in macroeconomic expectations and in econometric methods for evaluating time series forecasts.
Zur Reaktion von Unternehmen auf die Coronakrise: Welche Rolle spielen die erwartete Krisendauer und die Geschäftslage vor der Krise?
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Firm-Level Expectations and Behavior in Response to the Covid-19 Crisis
(2020), Article No.: 8304
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Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area
In: International Journal of Central Banking 64 (2020), p. 309 - 347
Open Access: https://www.ijcb.org/journal/ijcb20q4a8.pdf
Order-Invariant Tests for Proper Calibration of Multivariate Density Forecasts
In: Journal of Applied Econometrics 35 (2020), p. 440-456
How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-Scale Business Survey
(2020), p. 30
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How Economic Crises Damage Potential Output – Evidence from the Great Recession
In: Journal of Macroeconomics 65 (2020), Article No.: 103239
Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects
In: Scandinavian Journal of Economics 122 (2020), p. 1431-1466
Forecast performance, disagreement, and heterogeneous signal-to-noise ratios
In: Empirical Economics 53 (2017), p. 63-77
Systematic errors in growth expectations over the business cycle
In: International Journal of Forecasting 33 (2017), p. 760-769
The Long-term Distribution of Expected Inflation in the Euro Area: What Has Changed since the Great Recession?
(2017), Article No.: 1999
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
In: Journal of Economic Dynamics & Control 70 (2016), p. 86-100
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Indicators for monitoring sustainable development goals: An application to oceanic development in the European Union
In: Earth's Future 4 (2016), p. 252-267
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Beyond fisheries: Common-pool resource problems in oceanic resources and services
In: Global Environmental Change-Human and Policy Dimensions 40 (2016), p. 37-49
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