Gregor von Schweinitz

Gregor von Schweinitz

Assistant Professor of Economics, esp. Quantitative Macroeconomics

Leipzig University

Halle Institute for Economic Research (IWH), Member of the Leibniz Association

Biography

Currently, I am Assistant Professor for Quantitative Macroeconomics at Leipzig University and head of the research group “Volatility, Growth and Financial Crises” at the IWH, where we analyze the link between financial crises and macroeconomic aggregates.

Lately, I focus on Bayesian inference in structural vectorautoregressive models. I also use large datasets to construct external instruments for structural shocks in empirical macroeconomic models.

Interests

  • Economic crises
  • Business cycle dynamics
  • Early-warning models
  • Structural identification in empirical macroeconomics

Education

  • Ph.D. Economics, 2013

    University of Halle-Wittenberg

  • Diploma, Mathematics, 2010

    Technical University of Munich

Selected Publications

Makram El-Shagi and Gregor von Schweinitz (2020). Fiscal policy and fiscal fragility: Empirical evidence from the OECD. Journal of International Money and Finance, accepted.

Ungated IWH DP 13/2019 CFDS DP 5/2019

Gregor von Schweinitz, Lena Tonzer and Manuel Buchholz (2020). Monetary policy through exchange rate pegs: The removal of the Swiss franc-Euro floor and stock price reactions. International Review of Finance, online first.

DOI Ungated IWH DP 9/2018

Johannes Beutel, Sophia List and Gregor von Schweinitz (2019). Does machine learning help us predict banking crises?. Journal of Financial Stability, 45, 100693.

DOI Ungated IWH DP 2/2019 Bundesbank DP 48/2018 Code github

Jesus Crespo-Cuaresma, Katharina Wendt and Gregor von Schweinitz (2019). On the empirics of reserve requirements and economic growth. Journal of Macroeconomics, 60, 253-274.

DOI Ungated IWH DP 8/2018

Makram El-Shagi and Gregor von Schweinitz (2018). The Joint Dynamics of Sovereign Ratings and Government Bond Yields. Journal of Banking and Finance, 97, 198-218.

DOI Ungated IWH DP 4/2015 Bundesbank DP 13/2016 Code and Data github

Makram El-Shagi, Axel Lindner and Gregor von Schweinitz (2016). Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. Review of International Economics, 24(1), 37-66.

DOI IWH DP 6/2014 Code github

See all publications

Working Papers

Makram El-Shagi and Gregor von Schweinitz (2020). Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. Under Review.

Ungated IWH DP 1/2017

Gregor von Schweinitz (2013). Flight Patterns and Yields of European Government Bonds. IWH Discussion Paper 10/2013.

IWH DP 10/2013

Ongoing work

Moritz Schularick, Thomas Steger and Gregor von Schweinitz (2020). Houses as assets.

Christiane Baumeister and Gregor von Schweinitz (2020). How do credit supply and demand influence business cycle dynamics?.

Joao Carlos Claudio and Gregor von Schweinitz (2020). On the International Dissemination of Technology News.

Ruben Staffa and Gregor von Schweinitz (2020). The Reception of Fiscal News on Financial Markets: Evidence from News Tickers.

Teaching

Teaching

  • Macroeconomics (Fall 2020), Bachelor level. Course taught at Leipzig University.

  • Growth and Development: Empirics (Fall 2019), Master level. Course taught at Leipzig University.

  • Advanced Business Cycles (Fall 2017, 2018), Master level. Course taught at Leipzig University.

  • Advanced Macroeconomic Theory (Spring 2016), Master level. Course taught at Martin-Luther University of Halle Wittenberg.

  • Regular seminars on topics related to business cycle dynamics and financial stability, Bachelor level.

Contact