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.
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:
Last changed: 11.01.2022 14:01