Short CVBernd Schwaab is a Senior Economist at the European Central Bank's Financial Research Division.
Bernd's research focus is on financial economics, time series econometrics, and asset pricing. His joint research has been published,
or is forthcoming, in leading international journals such as the Journal of Financial Economics, the Journal of Monetary Economics,
the Review of Economics and Statistics, the Journal of Econometrics, the Journal of Business and Economic Statistics,
the Journal of Applied Econometrics, the Journal of Empirical Finance, and the International Journal of Forecasting.
Bernd particularly enjoys working with time-varying parameter models to solve problems that the finance, risk, and/or central
banking-related communities care about. Some co-developed models are currently used e.g. for updating the ESRB risk dashboard.
Bernd's Ph.D. in Economics (2011) is from Tinbergen Institute and Vrije Universiteit Amsterdam, receiving doctoral
supervision from Prof. dr. Andre Lucas and Prof. dr. Siem Jan Koopman. From Oct to Nov 2009 Bernd was a visiting
PhD student at the University of Chicago Booth's econometrics group, with supervision by Prof. Drew Creal. Bernd also holds a
M.Phil in Economics (2007, cum laude) from Tinbergen Institute, and an M.A. in Economics from Clark University, MA/USA
(2005, on a Fulbright grant). Earlier, Bernd obtained a B.A. in Banking and Finance (2001) while working for Deutsche Bank.
DG-R FIR division
I am glad to be able to work with great FIR colleagues.
Their research websites are linked below.