JProf. Dr. Rainer Alexander Schüssler


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

Short CV
  • 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
Publications in Peer Reviewed Journals

"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.

"Forecasting the Equity Premium: Mind the News!" (with Philipp Adämmer), Review of Finance, 24(6), 2020, 1313 – 1355, SSRN:


"Exchange Rate Predictability and Dynamic Bayesian Learning" (with Joscha Beckmann, Gary Koop and Dimitris Korobilis), Journal of Applied Econometrics, 35(4), 2020, 410 – 421, SSRN:


"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,


"Constructing Minimum-Width Confidence Bands" (with Mark Trede), Economics Letters, 149, 2016, 182 – 185,


"Forecasting Exchange Rates under Parameter and Model Uncertainty" (with Joscha Beckmann), Journal of International Money and Finance, 2016, 60, 267 – 288,


Working papers

Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value? (with Philipp Adämmer and Jan Prüser)

Local Predictability in High Dimensions (with Philipp Adämmer and Sven Lehmann)

Ensembles of Portfolio Rules (with Federico Nardari)

Economic Time Series Predictions and the Illusion of Support Recovery (with Philipp Adämmer)

Robust Dynamic Portfolio Choice based on out-of-sample Performance

Forecasting Equity Premia using Bayesian Dynamic Model Averaging (with Joscha Beckmann)

Semi-finalist for FMA 2015 Best Paper Award


Grants & Awards

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

Conference Presentations and Seminars


International Association for Applied Econometrics Conference, Oslo

Quantitative Finance and Financial Econometrics, Marseille

ECB Conference on Forecasting Techniques, Frankfurt

Research seminar, University of Hagen


Statistical week: University of Münster

International Association for Applied Econometrics, London


Research seminar in Finance, Goethe University, Frankfurt

Wolfe Global Quantitative and Macro Investment Conference


Research seminar in Finance, University of Melbourne

Vienna Workshop on Economic Forecasting, Vienna


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


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


Statistical Week, Rostock

Western Economics Association International, San Diego

Research seminar, University of Bochum

Workshop on Financial Econometrics and Financial Markets, Bochum


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


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


Bayesian Econometrics Workshop, Rimini

Forecasting Financial Markets, Marseille

Western Economics Association International, Denver


Meeting of the European Econometric Society, Gothenburg

European Society of Bayesian Econometrics, Oslo


Workshop on Robust Portfolio Optimization, Konstanz

Research seminar, University of Augsburg

IEEE Computational Intelligence for Financial Engineering and Economics, New York

Statistical Week, Vienna


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


German Finance Association


Fritz Thyssen Foundation

Current Teaching
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
Teaching since 2019


Machine Learning (University of Münster, 2019/20, 2021/22, 2022/23)

Machine Learning in Finance (University of Melbourne, 2020)



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)



Statistics for Economists (Technical University of Dortmund, 2019/20)

Empirical Economics (University of Rostock, 2019, 2021, 2022, 2022/23)