Jan Mutl, Ph.D.

Institute for Advanced Studies (IHS)

 

Biographical Information

  • Degrees
    University of Maryland, College Park, Maryland, U.S.A., Ph.D. in Economics, 2006; Thesis: "Dynamic Panel Data Models with Spatially Correlated Innovations"
    Central European University, Budapest, Hungary, MA in Transition Economics, 1997, Thesis: "Currency Crises: Eastern European Perspective"
    University of Essex, Colchester, U.K., Non-degree graduate program in Economics, 1995-1996, part of the MA program at the CEU
    Masaryk University, Brno, Czech Republic, BSc in Mathematics, 1995, graduated with honors by examination
  • Professional Experience
    Researcher at the Dept. of economics and Finance, IHS, since 2008
    Visiting Assistant Professor, SUNY Albany, NY, USA, spring 2008
    Assistant professor, Goethe University Frankfurt, Germany, fall 2003 – present
    Lecturer, University of Maryland, College Park, USA, summer 2000 and 2002


Research Interests

Theoretical and Applied Econometrics


Work in Progress (selection)

Consistent estimation of Global VAR Models
In this paper, I propose an instrumental variable (IV) estimation procedure to estimate global VAR (GVAR) models and show that it leads to consistent and asymptotically normal estimates of the parameters. I also provide computationally simple conditions that guarantee that the GVAR model is stable. Finally, I illustrate the procedure using both real and artificial data and document the extent of the endogeneity bias that is present in the estimation procedure commonly utilized in the literature.

 

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