back
Professor

Prof. Dr. Jan Prüser, PhD

Associate Professor for Data Science

+49 6723 9168 436 Jan.Prueser@ebs.edu
EBS BUSINESS SCHOOL

Research focus

  • Statistics

Curriculum Vitae

Jan Prüser studied Economics at the University of Duisburg-Essen and is currently Professor of Data Science at EBS University, EBS Business School. He received his Ph.D. in Economics from the University of Duisburg-Essen in 2018. His main research interests include Bayesian econometrics, machine learning, time series analysis, and empirical macroeconomics. His research has been published in renowned academic journals, including the Journal of Applied Econometrics, the International Journal of Forecasting, the Journal of Economic Dynamics and Control, the Oxford Bulletin of Economics and Statistics, and Regional Science and Urban Economics.

Publications

Peer-Reviewed Journal Article
  • PRÜSER, J. (in press). A large non-Gaussian structural VAR with application to Monetary Policy. Econometrics Journal.
  • PRÜSER, J., BLAGOV, B. (2026). Improving inference and forecasting in VAR models using cross-sectional information. Economic Modelling, 160, 107618.
  • KEWELOH, S., KLEIN, M., PRÜSER, J. (2026). Estimating Fiscal Multipliers by Combining Statstical Identification with Potentially Endogenous Proxies. Econometrics Journal, 29 (2), 214-238.
  • ADÄMMER, P., SCHÜSSLER, R., PRÜSER, J. (2025). Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value? International Journal of Forecasting, 411 (1), 307-320.
  • PRÜSER, J., HUBER, F. (2023). Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. Journal of Applied Econometrics, 39 (2), 269-291.
  • PRÜSER, J. (2023). Data-Based Priors for Vector Error Correction Models. International Journal of Forecasting, 39 (1), 209-227.
  • PRÜSER, J. (2021). The horseshoe prior for time-varying parameter VARs and Monetary Policy. Journal of Economic Dynamics and Control, 129, 104–188.
Non-Peer-Reviewed Journal Article
  • PRÜSER, J., SCHMIDT, T. (2021). The Regional Composition of National House Price Cycles in the US. Regional Science and Urban Economics, 87, 103–645.

In these study programmes we meet