Sebastian Hienzsch
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CV
Sebastian Hienzsch, born in Munich,
studied Economics in Berlin, Groningen (winter term 2018), and Göttingen. 2016
Bachelor of Science in Economics (TU Berlin); 2020 Master of Science in
International Economics (Uni Göttingen) with a focus on quantitative methods.
In 2020 Trainee at the ECB's Directorate General Macroprudential Policy and
Financial Stability.
Since 2020 PhD candidate and
research associate at the Chair for Empirical International Economics.
Research Interest
- Global macro-financial linkages
- Market-based financial systems and the
macroeconomy
- Identification of structural vector
autoregressive models
- Dynamic factor models and factor-augmented VARs
- Bayesian estimation of (non-) linear state space models
Working Paper
- "Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles" Studies in Nonlinear Dynamics & Econometrics, forthcoming with Tino Berger
Work-in-progress
- "The Response of Euro-Area Output Gaps to Common Monetary Policy Shocks."
Conferences and Workshops
- March 2023: 16th RGS Doctoral Conference in Economics, Bochum, Germany (talk)
- March 2023: SNDE 30th Annual Symposium, Orlando, Florida, U.S. (talk)
- December 2023: 17th International Conference on Computational and Financial Econometrics, Berlin, Germany (talk)
- April 2024: CESA Young Researcher Workshop, University of Hagen
Teaching
- Exercise: Macroeconomics I (Bachelor; Winter 2021/22, 2023/24, 2024/25, Summer 2024), Macroeconomics II (Bachelor; Summer 2022), Monetary Economics (Bachelor; Summer 2021, Summer 2022, Winter 2022/23), International Financial Markets (Bachelor; Winter 2020/21, Winter 2021/22, Winter 2022/23), International Economic Relations (Bachelor; Winter 2022/23, 23/24, Summer 2024)
- Seminar: Financial Markets and the Macroeconomy (Master; Winter 2020/21), International Financial Markets (Bachelor; Summer 2021)
- I supervise bachelor and master theses related to international finance and monetary economics, however I currently have no capacities to take on new students. Free spots are available earliest in the winter term 25/26.