Chairs of Statistics and Econometrics

Lasse Trienens

Research Interests

    My research focuses on macroeconomics and identification in structural vector autoregressive (SVAR) models. It is currently supervised by Helmut Herwartz (University of Göttingen), Frank Smets (European Central Bank, Ghent University), and Kerstin Bernoth (German Research Institute (DIW Berlin)). From the economic side, I have a strong interest in inflation, the natural rate of interest, the fiscal theory of the price level, new Keynesian theory, fiscal and monetary interactions, fiscal policy, monetary policy, the real economy, international economics, and financial markets. I approach this research from an empirical (frequentist and Bayesian SVAR models) and theoretical (new Keynesian DSGE models) perspective.

Working Papers

  • State-dependent (neo-)Fisher effects: The link between inflation and private sector wealth (with H. Herwartz) Link
  • Interest Rates, Global Risk, and Inflation Expectations: Drivers of US Dollar exchange rates (with K. Bernoth and H. Herwartz) Link

Work in Progress

  • Inflationary effects of fiscal shocks (with F. Smets) [not online yet]

Conferences

  • 39th meeting of the European Economic Association (EEA-ESEM 2024), in Rotterdam, Netherlands from August 26 - August 30, 2024.

    • "The impacts of global risk and fiscal policy on US dollar exchange rates" (with K. Bernoth and H. Herwartz, presented by L. Trienens)"

  • 28th Annual International Conference on Macroeconomic Analysis and International Finance (ICMAIF, 2024), organized by the University of Crete, the European Economic Review, and the Journal of Forecasting, in Rethynmo, Greece from May 30 - June 1, 2024.

    • "State-dependent (neo-)Fisher effects: The link between inflation and private sector wealth" (with H. Herwartz, presented by L. Trienens)"
    • "The impacts of global risk and fiscal policy on US dollar exchange rates" (with K. Bernoth and H. Herwartz, presented by K. Bernoth)"

  • Asia-Pacific Conference on Economics & Finance (APEF, 2023), organized by the East Asia Research & supported by Universiti Malaysia Sarawak and Loughborough University, UK, in Singapore from December 14-15, 2023.

    • "Revisiting Uribe (2022) through a fiscal lens: State-dependent (neo-)Fisher effects, inflation, and the natural rate" (with H. Herwartz, presented by L. Trienens)"

Visited Training Schools

  • Graduate Center DIW: "Empirical Methods for Business-Cycle Analysis" by Christian Wolf from 13-14 Mai, 2024, organized by the German Research Institute (DIW Berlin)
  • Euro Area Business Cycle Network Training School: "Analysis of Macroeconomic Data using Local Projections" by Oscar Jorda from 20-22 September, 2023, organized by the Universitat Pompeu Fabra, B. Rossi and L. Williams
  • ARGE Masterclass 2023: “Econometrics of Energy Markets“ by Christiane Baumeister from July 4-5, 2023, organized by the German Research Institute (DIW Berlin), K. Bernoth

Teaching

  • WiSe 2024/25: Business and economics forecasting (Master)
  • SoSe 2024: Introduction to time series analysis (Master)
  • WiSe 2023/24: Business and economics forecasting (Master)
  • WiSe 2023/24: Multivariate Time Series Analysis (Master)