معرفی
Dr. Verena Monschang serves as a Researcher at the Chair of Empirical Economics within the Department of Economics, School of Business and Economics at the University of Münster. Based at the Center for Quantitative Economics (CQE) in Room 316, Am Stadtgraben 9, she maintains active research operations with contact via verena.monschang@wiwi.uni-muenster.de and +49 251 83-22950.
Her research program centers on advanced econometric methodologies, specializing in time series analysis for financial and economic forecasting. Key focus areas include developing linear-convex combination forecast techniques, volatility prediction models, and rigorous testing frameworks for speculative bubble detection in international markets. Her work integrates multifractal structures and error modeling to enhance predictive accuracy across economic indicators.
Monschang's publication trajectory demonstrates consistent innovation in forecast combination procedures and bubble-detection validation, with recent contributions to the Journal of Forecasting and Empirical Economics. Her collaborative research with Bernd Wilfling and Markus Trede through the CQE Working Papers series establishes methodological refinements applicable to real-world financial volatility and multi-horizon prediction challenges.
She currently leads two major research initiatives ongoing since January 2020: New approaches to forecasting economic and financial time series (addressing forecast combinations and error modeling) and Bubbles in financial markets (analyzing speculative bubbles through econometric testing). These projects operate within the collaborative framework of the Center for Quantitative Economics, which facilitates interdisciplinary quantitative research at Münster.
