Sarferaz, Samad, Dr.

Curriculum Vitae

Research Interests

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

Publications

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

Malthus Was Right: New Evidence from a Time-Varying Vector Autoregression, with Alexander Rathke, IEW Working Paper No. 477

Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931, with Albrecht Ritschl, CEPR Discussion Paper No. DP 7610

Dynamic Index Models for Large Cross Sections: A Bayesian Perspective, mimeo

The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach, with Albrecht Ritschl and Martin Uebele, CEPR Discussion Paper No. DP 7069

The Influence of the Business Cycle on Mortality, with Wolfgang Reichmuth, SFB 649 Discussion Paper No. 2008-059

Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach, with Wolfgang Reichmuth, SFB 649 Discussion Paper No. 2008-052a

Work in Progress

Updating Inflation Expectations, with Michael J. Lamla

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

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

A Dynamic Factor Model of the Euro-Area Countries, with Pooyan Amir Ahmadi and Bartosz Mackowiak