Gå til hovedinnhold
Jump to main content

Jochen Jungeilges


9I246 ( Universitetsveien 19, Kristiansand )

Jochen A. Jungeilges is a Professor of Economics in the School of Business and Law at the University of Agder. He holds master degrees in Economics (University of Bielefeld) and Applied Statistics (Louisiana State University), a PhD in Economics (University of Bielefeld), and a Habilitation (University of Osnabrueck). In the past he held teaching and research positions in the economics departments at Osnabrueck University (C1), Washington University (St. Louis, visiting scholar), Christian Albrecht University (Kiel), Ruhr University (Bochum) and University of Bielefeld. His research efforts are concentrated in  economic dynamics and applied econometrics. Particular research interests relate to the fields of non-linear deterministic and stochastic dynamic systems in micro and macroeconomics, statistical methodology, and empirical social choice.

His work has been published in, amongst others, the Journal of the European Economic Association, Communications in Non-linear Science & Numerical Simulation, Journal of Econometrics, Journal of Economic Behavior & Organization. Jungeilges has contributed to book projects published by Springer and Cambridge University Press.

Jungeilges engages in faculty duties as appointment boards or contact visits to potential foreign partner universities. He has been involved in international dissertation procedures. Apart from presenting research results to the local and the international  scientific community, he works as a referee for various international journals.  

Courses and teaching

Teaching contributions

  • Financial Econometrics (SE-419)
  • Empirical Finance (SE-510) 
  • Machine Learning with Applications in Finance (SE-507)
  • Supervision of master theses in the areas of economics and finance  (SE-501)


Academic interests

Academic interests

In current research Jungeilges and collaborators study transitions ocurring between coexisting attractors of stochastic dynamic systems. Focus on transition phenomena  in the presence of multistability in a discrete time stochastic dynamic consumption model and a stochastic financial market model.  Analytical tools like the stochastic sensitivity function and the related technique of  confidence domains are combined with numerical simulation to gain an understanding of the tranisition phenomenon.

In a recent macroeconomic project Jungeilges studied a stochastic version of Goodwin's business cycle model establishing the fact that it generates significant fluctuation in output volatility along the business cycle. Subsequently, he is addressing the problem of estimability of the sensitivity function associated with the stochastic cycle.

Jungeilges currently became interested in applying concepts from network analysis to the analysis of non-linear financial time series. For instance, in a recent effort he applies visibility graphs to characterize a GARCH process.


Jochen Jungeilges is actively involved in the following research groups/initiatives: 

  • Research group ''CNI - Competition, Networks
  •  and Institutions'' (UiA)
  • Research initiative ''Transition in Stochastic Dynamic Economic Systems'' involving Prof. Tatyana Ryazanova (Ural Federal University, Russian Federation) and Irina Sushko (University of Kiev; Ukraine) 
  • Ural Mathematical Center (UrFU)
  • International research project "Determinants of equity judgements in medical and financial contexts" with Prof. Theis Theisen and Prof. Dr. Dr. Marlies Alert (Martin-Luther-Universitaet Halle-Wittenberg) initiated by Norwegian Science Foundation Project 208079.

Scientific publications

  • Jungeilges, Jochen (2023). Long Transients in Economics and Finance.
  • Jungeilges, Jochen (2023). Estimating critical sensitivity of bull- and bear states in an asset market.
  • Nilssen, Trygve Kastberg; Jungeilges, Jochen; Ryazanova, Tatyana (2019). Modelling behavioral change in a peer-driven consumer network.

Last changed: 11.01.2022 14:01