Curriculum Vitae
Rolf Tschernig

Personal data

July 4, 1962Born in Munich, Germany
Married since 1992

Education

1982 Abitur, Veit-Hoeser-Gymnasium Bogen, Germany
1988 Diplomvolkswirt (M.A. in economics), Ludwig-Maximilians University Munich, Germany
1992 Dr. oec. publ. (Ph.D. in economics), Ludwig-Maximilians University Munich, Germany
1999 "Habilitation" by the School of Business and Economics, Humboldt University of Berlin, Germany

Academic Appointments

1988 - 1993 Research and Teaching Assistant at the Faculty of Economics, Ludwig-Maximilians University Munich, Germany
Spring - Fall 1993 Post-doctoral Fellow at the Faculty of Economics, University of Maastricht, The Netherlands
1993 - 1994 Assistant Professor at the Faculty of Economics, Ludwig-Maximilians University Munich, Germany
1994 - 1998 Research Associate at the Sonderforschungsbereich 373 "Quantification and Simulation of Economic Processes" at the School of Business and Economics, Humboldt University of Berlin, Germany
1999 - 2001 Assistant Professor at the Institute of Statistics and Economics, Humboldt University of Berlin, Germany
2001 - 2004 Associate Professor at the Department of Quantitative Economics, University of Maastricht, The Netherlands
Oct. 2004 - Sep. 2007 Associate Professor at the Department of Quantitative Economics, University of Maastricht, The Netherlands (part time)
Oct 2004 - Professor of Econometrics at the Institute of Economics and Econometrics, University of Regensburg, Germany

Academic Appointments

2001 - Associate Editor of Computational Statistics
2006 - Member of the user advisory council of the Ifo Institute, Munich (since 2008 Chairman)
2006 - Research dean of the Faculty of Business, Economics and Information Systems, University of Regensburg

Research Activities

  1. Non- and semiparametric econometrics
  2. time series analysis
  3. model selection
  4. long memory and fractional cointegration
  5. econometric methods for strategic asset allocation

Fellowships

Sep. 1984 – May 1985 Fellowship of the German-American Womens' Club at the University of Delaware, Delaware, USA
Feb. – Oct. 1993 Post-doctoral fellowship at the University of Maastricht, The Netherlands
1997 German Representative in the European Winter Meeting of the Econometric Society
1994 – 2000 Member in the Board of the Sonderforschungsbereichs 373, Humboldt University of Berlin

Publications

  1. please click here.

Referee Activities

  1. Automatica, Annales d'Economie et de Statistique, Communications in Statistics: Theory and Methods, Computational Statistics and Data Analysis, Contemporary Economic Policy, Econometric Reviews, Econometric Theory, Economic Journal, Empirical Economics, European Economic Review, International Journal of Forecasting, International Review of Economics and Finance, Journal of Applied Econometrics, Journal of Econometrics, Journal of Empirical Economics, Journal of Financial Econometrics, Journal of Multivariate Analysis, Journal of Statistical Planning and Inference, Journal of Time Series Analysis, Labor Economics, Macroeconomic Dynamics, Neural Computation, Perspektiven der Wirtschaftspolitik, Statistica Neerlandica, Statistica Sinica, Statistics, Structural Change and Economic Dynamics, Studies in Nonlinear Dynamics and Econometrics, Zeitschrift für Wirtschafts- und Sozialwissenschaften
  3. Annual Conference (Open Meeting) of the Verein für Socialpolitik 2001, 2007 , Time series session, Statistik unter einem Dach 2007

Teaching

  1. Humboldt University of Berlin:
  2. Introduction to Econometrics (1997, 1999)
  3. Nonlinear Econometric Models (2000/01)
  4. Methods of Econometrics (1999/2000)
  5. Microeconometrics (2001)
  6. Project Seminar Econometrics (1996/97, 1997/98)
  7. Univariate Time Series Analysis (1994/95)
  8. University of Maastricht:
  9. Stochastic Processes (2002,2003,2004)
  10. Quantitative Methods 1,2,3 (2002,2003,2004)
  11. Sessions in Postgraduate Course Asset liability management (ALM)
    1. Long Horizon Properties and Predictability of Stock Returns (2002,2003,2004,2005,2006)
    2. Empirical Econometrics (2003,2004)
  12. Orientation, Part IV: Econometrics (2004)
  13. University of Regensburg: see here

Back: German pages     English pages

Last update: 2009, March 18