Dr. Jan Prüser
Contact
TU Dortmund University
Department of Statistics
Chair of Business and Social Statistics
CDI Building, Room 122
44221 Dortmund
Germany
E-Mail: prueserstatistik.tu-dortmundde
Phone: +49 231 755 5528
- Since March 2020: Postdoc
- 2018-2020: Consultant Data Analytics, CP Consultingpartner AG
- 2015-2018: Ph.D. at University Duisburg-Essen
- Bayesian Econometrics
- Empirical Macroeconomics
- Forecasting
- Machine Learning
- Prüser, J. (2022). "Data-Based Priors for Vector Error Correction Models," International Journal of Forecasting,
Forthcoming. - Prüser, J. (2021). "The horseshoe prior for time-varying parameter VARs and Monetary Policy," Journal of
Economic Dynamics and Control, 129, 104–188. - Prüser, J. and Schmidt, T. (2021). "The Regional Composition of National House Price Cycles in the US,"
Regional Science and Urban Economics, 87, 103–645. - Hanck, C. and Prüser J. (2021). "A comparison of approaches to select the informativeness of priors in
BVARs," Journal of Economics and Statistics, 241(4), 501-525. - Prüser, J. and Schlösser, A. (2020). "On the time-varying Effects of Economic Policy Uncertainty on the
US Economy," Oxford Bulletin of Economics and Statistics, 82(5), 1217–1237. - Prüser, J. (2020). "Forecasting US inflation using Markov Dimension Switching," Journal of Forecasting,
40(3), 481–499. - Prüser, J. and Schlösser, A. (2020). "The Effects of Economic Policy Uncertainty on European Economies:
Evidence from a TVP-FAVAR," Empirical Economics, 58, 2889–2910. - Hanck, C. and Prüser J. (2020). "House Prices and Interest Rates - Bayesian Evidence from Germany,"
Applied Economics, 52(28), 3073–3089. - Prüser J. (2019). "Forecasting with many predictors using Bayesian Additive Regression Trees," Journal of
Forecasting, 38(7), 621–631. - Prüser J. (2018). "Adaptive Learning from Model Space," Journal of Forecasting, 38(1), 29–38.
- Czudaj, R. and Prüser J. (2015). "International parity relationships between Germany and the USA revisited:
evidence from the post-DM period," Applied Economics, 47(26), 2745–2767.
- 53th Jahrestagung – Statistische Woche, Germany 09/2022
- 42th International Symposium on Forecasting Oxford, England 7/2022
- 21th IWH-CIREQ-GW MacroeconometricWorkshop: Forecasting and Uncertainty Halle, Germany 12/2020
- 12th Annual Bayesian Econometrics Workshop Rimini, Italy 06/2018
- 11th RGS Doctoral Conference in Economics Essen, Germany 02/2018
- 10th International Conference on Computational and Methodological Statistics London, England 12/2017
- 8th European Seminar on Bayesian Econometrics Maastricht, Neatherlands 10/2017
- 7th European Seminar on Bayesian Econometrics Venice, Italy 10/2016