Sarferaz, Samad, Dr.

Curriculum Vitae

Research Interests

Applied Bayesian Econometrics, Empirical Macroeconomics, Quantitative Economic History, Demography

Publications

Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931, with Albrecht Ritschl
International Economic Review, forthcoming

Tracking Down Germany’s Pre-World War I Business Cycle: A Dynamic Factor Model for 1820-1913, with Martin Uebele
Explorations in Economic History, 2009, 46(3), pp. 368–387

Working Papers

The U.S. Business Cycle, 1867-2006: A Dynamic Factor Approach, with Albrecht Ritschl and Martin Uebele
Revise and resubmit at Review of Economics and Statistics

Malthus Was Right: New Evidence from a Time-Varying Vector Autoregression, with Alexander Rathke
Revise and resubmit at Journal of Economic Growth

On the Low-Frequency Relationship Between Public Deficits and Inflation, with Martin Kliem and Alexander Kriwoluzky

The Influence of the Business Cycle on Mortality, with Wolfgang Reichmuth

Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach, with Wolfgang Reichmuth

Work in Progress

Business Cycles in Commodity Exporter Countries, with Francesco Furlanetto and Francesco Ravazzolo

Modeling Multivariate Data Revisions, with Jan P.A.M. Jacobs, Jan-Egbert Sturm, and Simon van Norden

Identification of Financial Factors in Economic Fluctuations, with Francesco Furlanetto and Francesco Ravazzolo

Updating Inflation Expectations, with Michael J. Lamla

Output and Consumption in the Global Business Cycle, 1870-2006: A Dynamic Factor Approach, with Albrecht Ritschl and Martin Uebele