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Prof. Dr. Jonas Dovern

Prof. Dr. Jonas Dovern

Prof. Dr. Jonas Dovern

Chair of Statistics and Econometrics

Curriculum vitae

Jonas Dovern (born 1980) 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.

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No publications found.

  • Heterogenität makroökonomischer Erwartungen: Welche Rolle spielen individuelle historische Erfahrungen, das örtliche Umfeld und sozioökonomische Faktoren?
    (Third Party Funds Single)
    Term: 1. July 2019 - 30. June 2022
    Funding source: DFG-Einzelförderung / Sachbeihilfe (EIN-SBH)
    Expectations are at the heart of modern macroeconomic theory. The
    commonly made assumptions of full information rational expectations
    (Muth, 1961) or its recently proposed variants with information
    rigidities are simplistic and do not allow for genuine heterogeneity of
    expectations. In particular, they do not allow individual experiences of
    households or firms to affect their expectations of aggregate
    macroeconomic variables. Similarly, the role of individual experiences
    in the formation of financial expectations and decision making is not
    yet well understood. This research project will provide empirical
    analyses based on survey data to enhance our understanding of how
    individual experiences of private households or firms influence their
    expectations. This evidence will help relaxing the commonly made
    assumption in economic models that expectations are formed by a process
    that is invariant across time and individuals. The results of this
    research project will be useful for both academic economists and
    researchers from other disciplines that investigate expectation
    formation processes as well as for monetary policy makers. The project
    contributes to the ongoing quest in macroeconomics for a better
    understanding of the relevance of heterogeneity, in particular of
    expectations, across households and firms. Overall, the project will
    lead to a better understanding of survey data on macroeconomic
    expectations and, thus, will help to properly interpret such surveys.
    All of these issues are of first-order importance for the conduct of
    monetary policy because modern central banking relies heavily on
    expectations, both as a source of information and as a tool to steer the
    economy.

  • Heterogenität makroökonomischer Erwartungen: Welche Rolle spielen individuelle historische Erfahrungen, das örtliche Umfeld und sozioökonomische Faktoren?
    (Third Party Funds Single)
    Term: 1. July 2019 - 30. June 2022
    Funding source: DFG-Einzelförderung / Sachbeihilfe (EIN-SBH)
    Expectations are at the heart of modern macroeconomic theory. The
    commonly made assumptions of full information rational expectations
    (Muth, 1961) or its recently proposed variants with information
    rigidities are simplistic and do not allow for genuine heterogeneity of
    expectations. In particular, they do not allow individual experiences of
    households or firms to affect their expectations of aggregate
    macroeconomic variables. Similarly, the role of individual experiences
    in the formation of financial expectations and decision making is not
    yet well understood. This research project will provide empirical
    analyses based on survey data to enhance our understanding of how
    individual experiences of private households or firms influence their
    expectations. This evidence will help relaxing the commonly made
    assumption in economic models that expectations are formed by a process
    that is invariant across time and individuals. The results of this
    research project will be useful for both academic economists and
    researchers from other disciplines that investigate expectation
    formation processes as well as for monetary policy makers. The project
    contributes to the ongoing quest in macroeconomics for a better
    understanding of the relevance of heterogeneity, in particular of
    expectations, across households and firms. Overall, the project will
    lead to a better understanding of survey data on macroeconomic
    expectations and, thus, will help to properly interpret such surveys.
    All of these issues are of first-order importance for the conduct of
    monetary policy because modern central banking relies heavily on
    expectations, both as a source of information and as a tool to steer the
    economy.