Team
Herr PD Dr. Stefan Klößner ist seit dem 01.09.2019 nicht mehr an der Universität des Saarlandes beschäftigt, daher wird diese Webseite derzeit nicht mehr aktualisiert.
PD Dr. Stefan Klößner
Universität des Saarlandes
Campus C3 1, Zimmer 2.19
66123 Saarbrücken
S.Kloessner@mx.uni-saarland.de
0681/302 - 3179
Veröffentlichungen
The Strength of Weak Leaders – An Experiment on Social Influence and Social Learning in Teams (joint with Berno Büchel, Martin Lochmüller, Heiko Rauhut), Experimental Economics, forthcoming (2019)
The Importance of Tax Adjustments When Evaluating Wage Expectations (joint with Gregor Pfeifer), The Scandinavian Journal of Economics, Vol. 121(2), 578-605 (2019)
Explaining Constraint Interaction: How to Interpret Factor Loadings under Alternative Scaling Methods (joint with Eric Klopp), Structural Equation Modeling: A Multidisciplinary Journal, Vol. 26(1), 143-155 (2019)
Cross-Validating Synthetic Controls (joint with Martin Becker & Gregor Pfeifer), Economics Bulletin, Vol. 38(1), 603-609 (2018)
Outside the Box: Using Synthetic Control Methods as a Forecasting Technique (joint with Gregor Pfeifer), Applied Economics Letters, Vol. 25(9), 615-618 (2018)
Fast and Reliable Computation of Generalized Synthetic Controls (joint with Martin Becker), Econometrics and Statistics/The Annals of Computational and Financial Econometrics, Vol. 5, 1-19 (2018)
Comparative Politics and the Synthetic Control Method Revisited: A Note on Abadie et al. (2015) (joint with Ashok Kaul, Gregor Pfeifer, Manuel Schieler), Swiss Journal of Economics and Statistics, Vol. 154(11), 2018
Estimating the Economic Costs of Organized Crime By Synthetic Control Methods (joint with Martin Becker), Journal of Applied Econometrics, Vol. 32(7), 1367-1369 (2017)
Opinion Dynamics under Conformity (joint with Berno Büchel, Tim Hellmann), Journal of Economic Dynamics and Control, Vol. 52, 240-257 (2015)
International Spillovers of Policy Uncertainty (joint with Rodrigo Sekkel), Economics Letters, Vol. 124(3), 508-512 (2014)
Exploring All VAR Orderings for Calculating Spillovers? Yes, We Can! - A Note on Diebold and Yilmaz(2009) (joint with Sven Wagner), Journal of Applied Econometrics, Vol. 29(1), 172-179 (2014)
Odd Odds: The UEFA Champions League Round of Sixteen Draw (joint with Martin Becker), Journal of Quantitative Analysis in Sports, Vol. 9(3), 249-270 (2013)
Modeling and measuring intraday overreaction of stock prices (joint with Martin Becker & Ralph Friedmann), Journal of Banking and Finance, Vol. 36(4), 1152-1163 (2012)
A high-low-based omnibus test for symmetry, the Levy property, and other hypotheses on intraday returns Finance & Stochastics, Vol. 14 (1), 1-12 (2010)
A Hausman test for Brownian motion (joint with Martin Becker, Ralph Friedmann & Walter Sanddorf-Köhle), Advances in Statistical Analysis, Vol. 91 (1),3-21 (2007)
Zeitstetige Modellierung von Preisprozessen auf Finanzmärkten: Zur Interpretation und Notwendigkeit der Usual Conditions, Deutscher Universitäts-Verlag, 2005
Manuals/Softwarepakete
fastSOM: Fast Calculation of Spillover Measures. R package version 1.0.0. (joint with Sven Wagner), 2012-2016
MSCMT: The Multivariate Synthetic Control Method Using Time Series. R package version 1.3.3. (joint with Martin Becker), 2016-2018
PearsonDS: Pearson Distribution System. R package version 1.1. (joint with Martin Becker), 2009-2017
Working Papers
Synthesizing Cash for Clunkers - Stabilizing the Car Market, Hurting the Environment? (joint with Gregor Pfeifer), 2018
Explaining Constraint Interaction: How to Interpret Factor Loadings under Alternative Scaling Methods (joint with Eric Klopp), 2018
Synthetic Control Methods: Never Use All Pre-Intervention Outcomes Together With Covariates (joint with Ashok Kaul, Gregor Pfeifer, Manuel Schieler), 2018
Cross-Validating Synthetic Controls (joint with Martin Becker & Gregor Pfeifer), 2017
The Strength of Weak Leaders – An Experiment on Social Influence and Social Learning in Teams (joint with Berno Büchel, Martin Lochmüller, Heiko Rauhut), 2017, Web Appendix
Metric Measurement Invariance of Latent Variables: Foundations, Testing, and Correct Interpretation (joint with Eric Klopp), 2017
The Importance of Tax Adjustments When Evaluating Wage Expectations (joint with Gregor Pfeifer), 2017
Comparative Politics and the Synthetic Control Method Revisited: A Note on Abadie et al. (2015) (joint with Ashok Kaul, Gregor Pfeifer, Manuel Schieler), 2017
Fast and Reliable Computation of Generalized Synthetic Controls (joint with Martin Becker), 2017, Web Appendix
Outside the Box: Using Synthetic Control Methods as a Forecasting Technique (joint with Gregor Pfeifer), 2016
Estimating the Economic Costs of Organized Crime By Generalized Synthetic Control Methods (joint with Martin Becker), 2016
International Spillovers of Policy Uncertainty (joint with Rodrigo Sekkel), Bank of Canada Working Paper 2014-57, 2014
The Geometry of the State Space, Correlated Voting of Independent Voters, and Voting Power (joint with Dieter Schmidtchen), 2013
Opinion Dynamics under Conformity (joint with Berno Büchel, Tim Hellmann), 2012
Grasping Economic Jumps by Sparse Sampling Using Intradaily Highs and Lows, 2011
Testing separately for positive and negative jumps in financial data (joint with Janine Balter), 2010
Separating risk due to diffusion, positive jumps, and negative jumps, 2009
Intraday Overreaction of Stock Prices (joint with Martin Becker, Ralph Friedmann), 2009
Sommersemester 2019
Wintersemester 2018/19
- Structural Equation Modeling
- Seminar zu Statistik und Ökonometrie (Bachelor)
Sommersemester 2018
- Time Series Analysis
- Ökonometrie (Bachelor)
Wintersemester 2017/18
- Econometric Methods and Applications
- Structural Equation Modeling
- Seminar zu Statistik und Ökonometrie (Bachelor)
Sommersemester 2017
- Time Series Analysis
- Ökonometrie (Bachelor)
Wintersemester 2016/17
- Seminar zu Statistik und Ökonometrie (Bachelor)
- Econometric Methods and Applications
- Structural Equation Modeling
Sommersemester 2016
- Seminar zu Statistik und Ökonometrie (Master)
- Time Series Analysis
- Ökonometrie (Bachelor)
Wintersemester 2015/16
- Seminar zu Statistik und Ökonometrie (Bachelor)
- Econometric Methods and Applications
- Structural Equation Modeling
Sommersemester 2015
- Seminar zu Statistik und Ökonometrie (Master)
- Time Series Analysis
- Ökonometrie (Bachelor)
Wintersemester 2014/15
- Seminar zu Statistik und Ökonometrie (Bachelor)
- Econometric Methods and Applications
- Time Series Analysis
Sommersemester 2013
- Seminar zu Statistik und Ökonometrie (gemeinsam mit Prof. Dr. Ralph Friedmann, Dr. Martin Becker)
- Time Series Analysis
- Doktorandenseminar “Principles and Practice of Structural Equation Modeling” (gemeinsam mit Prof. Dr. Ralph Friedmann, Prof. Dr. Wolfgang Maass, Dr. Martin Becker)
Wintersemester 2012/13
- Seminar zu Statistik und Ökonometrie (gemeinsam mit Prof. Dr. Ralph Friedmann, Dr. Martin Becker)
- Computational Finance (gemeinsam mit Dr. Martin Becker)
Sommersemester 2012
- Seminar zu Statistik und Ökonometrie (gemeinsam mit Prof. Dr. Ralph Friedmann, Dr. Martin Becker)
- Time Series Analysis
Wintersemester 2011/12
- Seminar zu Statistik und Ökonometrie (gemeinsam mit Prof. Dr. Ralph Friedmann)
- Computational Finance (gemeinsam mit Dr. Martin Becker)
Sommersemester 2011
- Seminar zu Statistik und Ökonometrie (gemeinsam mit Prof. Dr. Ralph Friedmann, Dr. Martin Becker)
- Time Series Analysis
Wintersemester 2010/11
- Seminar zu Statistik und Ökonometrie (gemeinsam mit Prof. Dr. Ralph Friedmann)
- Computational Finance (gemeinsam mit Dr. Martin Becker)
Sommersemester 2010
- Finanzmarktökonometrie: Modellierung von Preisprozessen
Wintersemester 2009/10
- Seminar zu Ökonometrie und Finanzmarktanalyse (gemeinsam mit Dr. Martin Becker, Prof. Dr. Ralph Friedmann)
- Ökonometrie-Praktikum mit R (gemeinsam mit Dr. Martin Becker)
Sommersemester 2009
- Finanzmarktökonometrie: Modellierung von Preisprozessen
Wintersemester 2008/09
- Ökonometrie-Praktikum mit R (gemeinsam mit Dr. Martin Becker)
Wintersemester 2007/08
- Finanzmarktökonometrie: Modellierung von Preisprozessen
Sommersemester 2007
- Finanzmarktökonometrie: Zeitreihenanalyse
Wintersemester 2006/07
- Portfolio Selection
Sommersemester 2006
- Finanzmarktökonometrie: Zeitreihenanalyse
Wintersemester 2005/06
- Portfolio Selection
Sommersemester 2005
- Finanzmarktökonometrie: Zeitreihenanalyse
2018
5th European Data Science Summer School at Saarland University, 17.09., Saarbrücken: Introduction to Statistics
FGME 2017: VIII European Congress of Methodology (EAM 2018), 25.-27.07.2018, Jena: Metric Measurement Invariance of Latent Variables: Foundations, Testing, and Correct Interpretation
2017
4th European Data Science Summer School at Saarland University, 18.09., Saarbrücken: Hands-on: Statistics
FGME 2017: 13. Tagung der Fachgruppe Methoden & Evaluation der Deutschen Gesellschaft für Psychologie, 17.-20.09.2017, Tübingen: Constraint Interaction Revisited: How to Interpret Factor Loadings under Alternative Scaling Methods
Research Seminar on Environment, Resource and Climate Economics (RSERC), 13.02.2017, DIW Berlin:
Using the Multivariate Synthetic Control Approach to Evaluate Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment
2016
3rd European Data Science Summer School at Saarland University, 26.09., Saarbrücken: Hands-on: Statistics
European Economic Association & Econometric Society 2016 Parallel Meetings (EEA-ESEM 2016), 22.08.-26.08., Genf: Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment
Tag der offenen Tür an der Universität des Saarlandes, 09.07., Saarbrücken: Fünf Milliarden für die Abwrackprämie?! Automobilmarkt stabilisiert, der Umwelt Schaden zugefügt
2015
2nd Data Science Summer School at Saarland University, 21.09., Saarbrücken: Statistics II: Structural Equation Modeling, Longitudinal Studies
Statistische Woche 2015, 15.09.-18.09., Hamburg: Synthetic Control Methods: Never Use All Pre-Intervention Outcomes as Economic Predictors
Statistische Woche 2015, 15.09.-18.09., Hamburg: Synthesizing Cash for Clunkers:
Stabilizing the Car Market, Hurting the EnvironmentJahrestagung des Vereins für Socialpolitik, 06.09.-09.09., Münster: Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment
IAAE 2015 Annual Conference, University of Macedonia, 25.06.-27.06., Thessaloniki: Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment
Forschungs- und Doktorandenseminar, Universität Jena, 18.05.: Fünf Milliarden für die Abwrackprämie?! Automobilmarkt stabilisiert, der Umwelt Schaden zugefügt (invited talk)
Séminaire recherche en Économie-Gestion, Paris Institute of Technology, 26.03., Paris: Opinion Dynamics and Wisdom under Conformity (invited talk)
2014
24-Stunden-Vorlesung an der Universität des Saarlandes, 17.12., Saarbrücken: Fünf Milliarden für die Abwrackprämie?! Automobilmarkt stabilisiert, der Umwelt Schaden zugefügt
1st Data Science Summer School at Saarland University, 24.09., Saarbrücken: Statistics II: Structural Equation Modeling, Longitudinal Studies
European Economic Association & Econometric Society 2014 Parallel Meetings (EEA-ESEM 2014), 25.08.-29.08., Toulouse: Opinion Dynamics and Wisdom under Conformity
2013
7th International Conference on Computational and Financial Econometrics (CFE 2013), 14.12.-16.12., London: Fast algorithms for estimating the probability of informed trading from tick data (invited talk for organized session)
Statistische Woche 2013, 17.09.-20.09., Berlin: Odd Odds: The UEFA Champions League Round of Sixteen Draw (poster)
19th International Conference on Computing in Economics and Finance (CEF 2013), 10.07.-12.07., Vancouver: Robustness and Computation of Spillover Measures for Financial Asset Returns and Volatilities
Kongress der Schweizerischen Gesellschaft für Soziologie, 26.06.-28.06., Bern: Opinion Dynamics under Conformity
1st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, 02.05.-04.05., Wien: Robustness and Computation of Spillover Measures for Financial Asset Returns and Volatilities (poster)
2012
Statistische Woche 2012, 18.09.-21.09., Wien: Robustness and Computation of Spillover Measures for Financial Asset Returns and Volatilities
SING 8 | The 8th Spain-Italy-Netherlands Meeting on Game Theory, 16.07.-18.07., Budapest: Opinion Dynamics under Conformity
Campus for Finance - Research Conference 2012, 11.01.-12.01., WHU - Otto Beisheim School of Management, Vallendar: Modeling and Measuring Intraday Overreaction of Stock Prices
2011
Statistische Woche 2011, 19.09.-23.09., Leipzig: Modeling and Forecasting Daily Returns and Their Volatility Components: Leverage Effects, Up- and Downward Jumps, and Overnight Returns
17th International Conference on Computing in Economics and Finance (CEF 2011), 29.06.-01.07., Federal Reserve Bank of San Francisco: Testing Separately for Positive and Negative Jumps in Financial Data with High Volatility of Volatility
Workshop “Recent Developments in Time Series and Panel Data Econometrics”, 08.06.-09.06., Universität Bonn: Quantifying the Impact of Monetary Policy Operations on Commercial Bank Rates by the Use of Spillover Measures (invited talk)
Interdisciplinary Workshop on Econometric and Statistical Modelling of Multivariate Time Series, 25.05.-27.05., Université Catholique de Louvain: Quantifying the Impact of Monetary Policy Operations on Commercial Bank Rates by the Use of Spillover Measures (poster)
2010
NBER-NSF Time Series Conference, 08.-09.10., Duke University: Grasping Economic Jumps by Sparse Sampling Using Intradaily Highs and Lows (Poster)
Statistische Woche 2010, 14.-17.09., Nürnberg: Grasping Economic Jumps by Sparse Sampling Using Intradaily Highs and Lows
28th European Meeting of Statisticians, 17.-22.08., Piraeus: Grasping Economic Jumps by Sparse Sampling Using Intradaily Highs and Lows
28th European Meeting of Statisticians, 17.-22.08., Piraeus: Testing separately for positive and negative jumps in financial data with high volatility of volatility
Symposium on high frequency data in empirical finance, 01.-02.07., Technische Universität Dortmund: Grasping Economic Jumps by Sparse Sampling Using Intradaily Highs and Lows (invited talk)
DAGStat 2010, 23.-26.03., Technische Universität Dortmund: Grasping Economic Jumps by Sparse Sampling Using Intradaily Highs and Lows
DAGStat 2010, 23.-26.03., Technische Universität Dortmund: Testing separately for positive and negative jumps in financial data
Geburtstag und -ort:
- 09.08.1973, Dillingen/Saar
Ausbildung
- 1993: Abitur am Staatlichen Gymnasium Dillingen/Saar (Sehr gut, 1.1)
- 1997: Diplom in Betriebswirtschaftslehre, Universität des Saarlandes (Sehr gut, 1.1)
- 2001: Diplom in Mathematik, Universität des Saarlandes (Sehr gut, 1.01)
- 2005: Promotion in Volkswirtschaftslehre, Universität des Saarlandes (summa cum laude)
- 2014: Venia Legendi in Statistik und Ökonometrie, Universität des Saarlandes
Beschäftigung
- 1996-1997: Studentische Hilfskraft am Fachbereich Mathematik, Universität des Saarlandes
- 1997-2004: Wissenschaftlicher Mitarbeiter am Lehrstuhl für Statistik und Ökonometrie (Prof. Dr. Volker Steinmetz) an der Universität des Saarlandes
- 2005-2007: Wissenschaftlicher Mitarbeiter am Lehrstuhl für Statistik und Ökonometrie (Prof. Dr. Ralph Friedmann) an der Universität des Saarlandes
- 2007-2013: Akademischer Rat am Lehrstuhl für Statistik und Ökonometrie (Prof. Dr. Ralph Friedmann) an der Universität des Saarlandes
- WiSe 2014/15 bis SoSe 2016: Vertretung des Lehrstuhls für Statistik und Ökonometrie (ehemals Prof. Dr. Ralph Friedmann) an der Universität des Saarlandes
- Seit 2016: Akademischer Oberrat an der Universität des Saarlandes
M.Sc. Sandra Baar
Universität des Saarlandes
Campus C3 1, Zimmer 2.20
66123 Saarbrücken
sandra.baar@uni-saarland.de
0681/302 - 2184
(aktuell in Elternzeit)
Univ.-Prof. a.D. Dr. Ralph Friedmann
Universität des Saarlandes
Campus C3 1, Zimmer 2.07
66123 Saarbrücken
friedmann@mx.uni-saarland.de
Sekretariat
Derzeit nicht besetzt.
Bei Fragen wenden Sie sich bitte an Frau Sandra Baar.