About this team
The research of the group Macroeconomics and financial econometrics takes its main starting point in the analysis of economic time series data. The purpose is to develop and apply methods in order to answer questions within macroeconomics and financial economics. Special attention is given to models which can address time variation in relationships between variables and/or have a more realistic assumption concerning the disturbances that the economy is subject to. The models employed are to a large extent empirically founded with a focus on being able to describe data well. The global financial crisis – and the period of unusual economic policies which has followed – clearly shows the need for research to be conducted in this field. The group’s research is fairly closely related to policy issues and is relevant to both academic researchers and decision makers.