Georg Strasser   Department of Economics Boston College 140 Commonwealth Avenue Chestnut Hill, MA 02467-3806, USA tel: +1.617.552.1954 fax: +1.617.552.2308 net: Office: Room 443, 21 Campanella Way Office hours: Wednesday 1:30pm-3:30pm

Research

Fields: International Finance, International Macroeconomics, Applied Econometrics, International Trade

Current research interests:

• Exchange rate dynamics and border frictions
• Choice of location by multinational companies
• Market microstructure and noise in high-frequency financial data
• Predictive accuracy tests
• Extreme events
• Financial deepness and financial market imbalances
• Information Content of Macroeconomic Announcements
• Real-time forecasting

Teaching

Macroeconomic Theory (ECON 202.03), Spring 2009, Spring 2010
    Tuesday and Thursday 1:30pm-3:00pm, location TBD

Empirical International Finance (EC877.01), Spring 2009, Spring 2010
    Tuesday and Thursday 10:30am-12:00noon, location TBD

Publications and Working Papers

• The Efficiency of the Global Market for Productive Capabilities
  Abstract
• On the Correlation Structure of Microstructure Noise in Theory and Practice (with F. Diebold)
  Abstract
• Multivariate Comparisons of Predictive Accuracy (with J. Christensen, F. Diebold and G. Rudebusch)
  Abstract

Presentations

Multivariate Comparisons of Predictive Accuracy, 3.October 2008, seminar at the University of Connecticut in the Economics seminar series.

On the Correlation Structure of Microstructure Noise in Theory and Practice, 16.September 2008, conference at the Oxford-Man Institute of Quantitative Finance conference on Financial Econometrics and Vast Data.

The Efficiency of the Global Market for Productive Capabilities, January and February 2008, seminars at Boston College, Georgetown University, University of North Carolina at Chapel Hill, Erasmus Universiteit Rotterdam, Università Bocconi, CEMFI, Oxford-Man Institute of Quantitative Finance, European Central Bank, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, and Bank of Canada.