Matei Demetrescu
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GermanyResearch Interests
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About
Matei Demetrescu is a Professor at TU Dortmund University in Germany. His research focuses on econometric methods including predictive quantile regressions, VAR models, and the analysis of economic forecasts. Recent articles by Professor Demetrescu delve into topics such as Value-at-Risk monitoring, cointegration testing, and nonlinear predictability of stock returns. He is recognized for his contributions to the understanding of persistence and volatility in economic indicators.
Recent Grants
Grant: Close
Time-varying dynamics in panel data sets with stochastic trends
Open Date: 2013-01-01
Close Date:
Grant: Close
Time-varying dynamics in panel data sets with stochastic trends
Open Date: 2013-01-01
Close Date:
Grant: Close
Approximation and aggregation in the modeling and prediction of persistent time series
Open Date: 2011-01-01
Close Date: 2015-12-31
Grant: Close
Approximation and aggregation in the modeling and prediction of persistent time series
Open Date: 2011-01-01
Close Date: 2015-12-01
Articles (11)
Year:
2025
Year:
2023
Year:
2023
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2021
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2021
Year:
2021
Year:
2021
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2020
Year:
2020
Year:
2020
Year:
2020
Collaborators (2)
Nazarii Salish
Associate Professor
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Yannick Hoga
Universität Duisburg-Essen
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