Newcastle University

Introduction

Markus received his PhD from the University of Konstanz. Prior to joining Newcastle University Business School he was a Research Fellow at the Center for Operations Research and Econometrics (CORE) and at the University of Strathclyde. He is also a Fellow of the Rimini Centre for Economic Analysis.

Research Interests

Econometrics, Bayesian Econometrics, Time Series Analysis, Empirical Finance

Undergraduate Teaching

ECO2009 Empirical Economic Analysis

Postgraduate Teaching

NUBS8186 Econometrics I
NUBS8187 Econometrics II

• Jochmann M, Koop G, León-González R, Strachan R. Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy. Journal of Applied Econometrics 2012.
• Jochmann M, Koop G, Strachan R. Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. International Journal of Forecasting 2010,26 2 326-347 .
• Jochmann M, Koop G, Potter S. Modeling the dynamics of inflation compensation. Journal of Empirical Finance 2010,17 1 157-167.
• Jochmann M, León-González R. Estimating the demand for health care with panel data: a semiparametric Bayesian approach. Health Economics 2004,13 10 1003-1014.