JProf. Dr. Rainer Alexander Schüssler
Contact
Email: rainer.schuessler(at)uni-rostock(dot)de
Phone: +49-381-498-4316
Fax: +49-381-498-4341
Adress: Ulmenstraße 69; D 18057 Rostock; Room 006
Office hours: by arrangement
- 2014/11: Doctoral degree (Dr.rer.pol.) in Ecomomics at the University of Münster
- 2013/10-2017/08: Research Fellow at the Helmut Schmidt University Hamburg, Chair of Applied Stochastics & Risk Management
- Since 2017/09: Junior Professor of Empirical Economics at the University of Rostock
- 2019/10-2020/10: Visiting Full Professor for Econometrics & Statistics at TU Dortmund, Faculty of Statistics
- Research visits at the University of Strathclyde (Glasgow) and the University of Melbourne
- Teaching and research at the universities in Münster, Hamburg, Dortmund and Melbourne
"Cross-Country Uncertainty Spillovers: Evidence from International Survey Data" (with Joscha Beckmann, Sharada Nia Davidson and Gary Koop), Journal of International Money and Finance, 130. https://www.sciencedirect.com/science/article/abs/pii/S0261560622001632
"Forecasting the Equity Premium: Mind the News!" (with Philipp Adämmer), Review of Finance, 24(6), 2020, 1313 – 1355, http://doi.org/10.1093/rof/rfaa007 SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=3370424
"Exchange Rate Predictability and Dynamic Bayesian Learning" (with Joscha Beckmann, Gary Koop and Dimitris Korobilis), Journal of Applied Econometrics, 35(4), 2020, 410 – 421, https://doi.org/10.1002/jae.2761 SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3271970
"The Fundamental Theorems of Asset Pricing and the Closed-End Fund Puzzle" (with Gabriel Frahm and Alexander Jonen), International Journal of Theoretical and Applied Finance, 22(5), 2019, 1 – 31, https://www.worldscientific.com/doi/abs/10.1142/S0219024919500250
"Constructing Minimum-Width Confidence Bands" (with Mark Trede), Economics Letters, 149, 2016, 182 – 185, http://dx.doi.org/10.1016/j.econlet.2016.06.013
"Forecasting Exchange Rates under Parameter and Model Uncertainty" (with Joscha Beckmann), Journal of International Money and Finance, 2016, 60, 267 – 288, http://dx.doi.org/10.1016/j.jimonfin.2015.07.001
Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value? (with Philipp Adämmer and Jan Prüser)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4372186
Local Predictability in High Dimensions (with Philipp Adämmer and Sven Lehmann)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4342487
Ensembles of Portfolio Rules (with Federico Nardari)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4217088
Economic Time Series Predictions and the Illusion of Support Recovery (with Philipp Adämmer)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4019646
Robust Dynamic Portfolio Choice based on out-of-sample Performance
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3434092
Forecasting Equity Premia using Bayesian Dynamic Model Averaging (with Joscha Beckmann)
https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_29_2014.pdf
Semi-finalist for FMA 2015 Best Paper Award
2022/04-2025/03: Research Grant DFG (German Research Foundation), EUR 217,000
Title: Development and Application of Super Learning Algorithms for Predicting Economic Time Series in High Dimensions
2019: Visiting Research Scholar Award, University of Melbourne, AUD 14,000
2019: Travel Grant, INQUIRE Europe, EUR 3,000
2015: Travel Grant, World Congress of the Econometric Society, USD 1,500
2023
International Association for Applied Econometrics Conference, Oslo
Quantitative Finance and Financial Econometrics, Marseille
ECB Conference on Forecasting Techniques, Frankfurt
Research seminar, University of Hagen
2022
Statistical week: University of Münster
International Association for Applied Econometrics, London
2021
Research seminar in Finance, Goethe University, Frankfurt
Wolfe Global Quantitative and Macro Investment Conference
2020
Research seminar in Finance, University of Melbourne
Vienna Workshop on Economic Forecasting, Vienna
2019
INQUIRE Europe joint spring seminar, Windsor
Meeting of the German Finance Association (DGF), Duisburg-Essen
European Seminar of Bayesian Econometrics, St. Andrews
Research seminar, University of Essen
Computational and Financial Econometrics (CFE), London
Research seminar, HSU Hamburg
2018
Narodowy Bank Polski, NBP Workshop on Forecasting, Warsaw
Meeting of the European Econometric Society, Cologne
Meeting of the German Economic, Freiburg
International Association of Applied Econometrics, Montreal
Vienna Workshop on Economic Forecasting, Vienna
2017
Statistical Week, Rostock
Western Economics Association International, San Diego
Research seminar, University of Bochum
Workshop on Financial Econometrics and Financial Markets, Bochum
2016
Kiel Workshop on Empirical Asset Pricing
Research seminar, Rijksuniversiteit Groningen
Colloquium on Financial Markets, Cologne
Bayesian Econometrics Workshop, Rimini
Symposium on Quantitative Finance and Risk Analysis, Rhodes
2015
Computational and Financial Econometrics (CFE), London
World Congress of the Econometric Society, Montréal
Bayesian Econometrics Workshop, Rimini
Kiel Workshop on International Finance
Western Economics Association International, Wellington
Statistical Week, Hamburg
2014
Bayesian Econometrics Workshop, Rimini
Forecasting Financial Markets, Marseille
Western Economics Association International, Denver
2013
Meeting of the European Econometric Society, Gothenburg
European Society of Bayesian Econometrics, Oslo
2012
Workshop on Robust Portfolio Optimization, Konstanz
Research seminar, University of Augsburg
IEEE Computational Intelligence for Financial Engineering and Economics, New York
Statistical Week, Vienna
2011
Computational and Financial Econometrics, London
Research seminar, University of Giessen
International Conference on Mathematical Finance and Economics, Istanbul
Academic Journals
Journal of Business & Economic Statistics; Journal of Applied Econometrics; Journal of Banking and Finance; Journal of International Money and Finance; Journal of Economic Behavior & Organization; Computational Statistics; Quantitative Finance; Economic Modelling; Scottish Journal of Political Economy; Empirical Economics; North American Journal of Economics and Finance; Journal of Economics and Statistics
Conferences
German Finance Association
Foundations
Fritz Thyssen Foundation
| Veranstaltung | Art | Dozent | Zeit | Raum |
| Introduction to Econometrics | VL | JProf. Schüssler | Monday, 13 - 15 | SR 025 |
| Introduction to Econometrics | Ü | A. Stahl | Thursday, 17 - 19 | PC 226 |
| Applied Econometrics | VL | JProf. Schüssler | Monday, 15 - 17 | SR 219 |
PhD
Machine Learning (University of Münster, 2019/20, 2021/22, 2022/23)
Machine Learning in Finance (University of Melbourne, 2020)
Master
Time Series Analysis (Technical University of Dortmund, 2019/20)
Bayesian Econometrics (Technical University of Dortmund, 2019/20)
Econometrics (Technical University of Dortmund, 2020)
Applied Econometrics (University of Rostock, 2020/21, 2021/22, 2022/23)
Introduction to Econometrics (University of Rostock, 2019, 2021, 2022)
Bachelor
Statistics for Economists (Technical University of Dortmund, 2019/20)
Empirical Economics (University of Rostock, 2019, 2021, 2022, 2022/23)