Jeong-Ryeol Kurz-Kim

Jeong-Ryeol Kurz-Kim is a Research Professor at the Research Centre of the Deutsche Bundesbank, Germany. His role involves conducting advanced research in applied econometrics and financial market analysis. He has been affiliated with the Bundesbank since 2001. His academic background includes a Ph.D. in economics from Christian-Albrechts-Universität zu Kiel (1994), focusing on cointegrated models.

His research interests span Applied Econometrics, Financial Market Analysis, Extreme Value Theory, and Early Warning Systems. He has extensively studied topics such as survey-based nowcasting, stock market dynamics during crises, and the properties of heavy-tailed distributions in econometric models.

Recent work includes analyzing the predictive power of survey data for GDP nowcasting, re-examining trading behaviors around Black Monday (1987), and exploring coefficient determination in regression models with infinite-variance variables. His contributions bridge theoretical econometrics and practical applications in financial stability and policy analysis.

Kurz-Kim’s work has been published in journals like Journal of Forecasting, Journal of Asset Management, and Journal of Econometrics. His research often emphasizes the interplay between statistical theory and real-world financial systems, with a focus on risk measurement and macroeconomic forecasting.