Willi Mutschler

Willi Mutschler is an Assistant Professor at the University of Tübingen, specializing in international macroeconomics and econometrics. He actively contributes to the development of DSGE models through his work with the Dynare core developer team, where he maintains identification and method-of-moments toolboxes. His publicly accessible Computational Macroeconomics and Quantitative Macroeconomics courses are hosted on GitHub.

His research focuses on DSGE models, parameter identification, non-Gaussian distributions, and economic impacts of geopolitical conflicts. He has developed computational methods for analyzing skewness propagation and higher-order statistics, while also exploring the macroeconomic consequences of war through extensive historical datasets.

Notable trends in his publications include:

• Advancements in skewed Kalman filter algorithms for macroeconomic modeling
• Quantitative analysis of war's economic toll across 150 years and 60 countries
• Theoretical contributions to nonlinear DSGE model identification
• Applications of higher-order moments in macroeconomic forecasting

Willi maintains active teaching engagements through YouTube tutorial series on DSGE modeling, Dynare implementation, and MATLAB techniques. He also organizes academic workshops on topics like Identification Toolbox and Method-of-Moments estimation at international conferences.