Prof. Dr. Christian Bayer
professor
Mathematics
Hausdorff Center for Mathematics
Germany
Biography
Academic Career 2000 Diploma 2001 - 2004 Research and Teaching Assistant, University of Dortmund 2004 Dr. rer. pol., Graduate School, University of Dortmund 2004 - 2005 Jean Monnet Fellow, European University Institute, Florence, Italy 2004 - 2008 Assistant Professor, University of Dortmund 2005 Postdoctoral Research Fellow, Cowles Foundation, Yale University, New Haven, CT, USA 2007 - 2009 Franco Modigliani Research Fellow at IGIER, Bocconi University, Milan, Italy 2014 - 2015 Visiting Fellow (Fernand Braudel Fellow), European University Institute, Florence, Italy Since 2008 Professor (W3) of Economics, University of Bonn Since 2015 Research Affiliate, Centre for Economic Policy Research (CEPR), London, England, UK Christian Bayer is a macroeconomist whose research focuses on investments of firms and household savings in environments with heterogeneous agents, on worker, job-, and firm dynamics, as well as the macroeconomic implications of financial frictions. His research combines in-depth empirical analysis of micro data for macroeconomic questions and theoretical, quantitative work that uses state-of-the-art numerical techniques to solve and simulate general equilibrium models of heterogeneous agents.DFG Research Training Group GRK 1707 “Heterogeneity, Risk, and Dynamics in Economic Systems” Co–Investigator, 2011 - 2015 ERC Starting Grant “HUMP”, Volume: 878,000 euros 2012 - 2016 EU Horizon 2020 project: “ADEMU” Co–Investigator, 2015 - 2018 ERC Consolidator Grant “A Unified Framework of Business Cycles and Household Portfolios: Income Risks, Asset Liquidity, and Inequality (''LiquidHouseCycle'')” Since 2016
Research Interest
Advanced methods of probability theory, stochastics and econometrics have become indispensable tools for the analysis of financial markets and contemporary macroeconomic models. Research Area H tackles new challenges in the fields of insurance and post-crisis financial markets, addresses heterogeneity and resulting aggregation problems in macroeconomic and econometric models. Theoretical development goes hand in hand with practical implementations and empirical data analysis. To find out more, read a detailed description of the Research Area's achievementsand goals.
Publications
-
[3] Christian Bayer Investment dynamics with fixed capital adjustment cost and capital market imperfections Journal of Monetary Economics , 53: (8): 1909--1947 Publisher: Elsevier 2006
-
[2] Rüdiger Bachmann, Christian Bayer lq Wait-and-See’business cycles? Journal of Monetary Economics , 60: (6): 704--719 2013
-
[1] Rüdiger Bachmann, Christian Bayer Investment dispersion and the business cycle The American Economic Review , 104: (4): 1392--1416 Publisher: American Economic Association 2014