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Professor

Prof. Dr. Jan-Christoph Rülke

Professor für Volkswirtschaftslehre, insbesondere Makroökonomik

Forschungsschwerpunkte

  • Economics
  • Finance
  • Statistik

Curriculum Vitae

Jan-Christoph Rülke schloss sich dem Department als Professor für Volkswirtschaftslehre (Makroökonomik) im Dezember 2014 an. Er studierte Volkswirtschaftslehre an der Goethe Universität, Frankfurt und der Universität Gießen. Er erhielt seinen Doktorgrad von der WHU – Otto Beisheim School, Vallendar und arbeitete in der Europäischen Zentralbank zwischen 2007 und 2008. Bis Dezember 2014 war er Juniorprofessor für Makroökonomik an der WHU. Er hatte Forschungsaufenthalte an der Deutschen Bundesbank, Österreichischen Nationalbank, Institut für Weltwirtschaft, CREI und dem Tinbergen Institut.

Sein Forschungsschwerpunkt liegt in der Makroökonomik und Internationalen Ökonomik. Er publizierte u.a. im Journal of Banking and Finance, Journal of Economic Dynamics and Control und Journal of International Money and Finance.

Publikationen


  • FRENKEL, M., JUNG, J.-K., RÜLKE, J.-C. (2022). Testing for the rationality of central bank interest rate forecasts. Empirical Economics, 62 (3), 1037-1078. doi:10.1007/s00181-021-02046-y.
  • JUNG, J.-K., FRENKEL, M., RÜLKE, J.-C. (2019). On the consistency of central banks' interest rate forecasts. Economics Bulletin, 39 (1), 701-716.
  • RÜLKE, J.-C., FRENKEL, M., MAUCH, M. (2019). Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Countries Differ from Industrialized Economies? International Economic Journal.
  • RÜLKE, J.-C., FRENKEL, M., MAUCH, M. (2018). Do foreign exchange forecasters apply asymmetric loss functions? Evidence from three major exchange rates. Applied Economics Letters.
  • PIERDZIOCH, C., RÜLKE, J.-C., TILLMANN, P. (2016). Using Forecasts to Uncover the Loss Function of FOMC members.. Macroeconomic Dynamics, 20 (3), 791-818.
  • RÜLKE, J.-C., SILGONER, M., WÖRZ, J. (2016). Do business-cycle forecasters herd? International Journal of Forecasting, 32 (1), 23-33.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2015). Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries. Economics Letters, 129, 66-70.
  • FRITSCHE, U., PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2015). Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding.. International Journal of Forecasting, 31 (1), 130-139.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2014). Central Banks' Interest Rate Projections and Forecast Coordination. The North American Journal of Economics and Finance, 28 (4), 130-137.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2014). On the Internal Consistency of Stock Market Forecasts.. Journal of Behavioral Finance (formerly: Journal of Psychology and Financial Markets), 15 (4), 351-359.
  • FENDEL, R., RÜLKE, J.-C. (2013). Expectations and the Quantity Equation – Evidence from Eastern European Countries. Applied Economics, 46 (3), 329-335.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). Forecasting Changes in House Prices under Asymmetric Loss: Evidence from the WSJ Forecast Poll. Credit and Capital Markets, 46 (4), 499-525.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2013). Note on the Anti-Herding Instinct of Interest-Rate Forecasters.. Empirical Economics, 45 (2), 665-673.
  • FRENKEL, M., RÜLKE, J.-C., ZIMMERMANN, L. (2013). Do Private Sector Forecasters chase after IMF or OECD forecasts? Journal of Macroeconomics, 37 (9), 217-229.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). A Note on Forecasting the Prices of Gold and Silver: Asymmetric Loss and Forecast Rationality. Quarterly Review of Economics and Finance, 53, 294-301.
  • FRENKEL, M., RÜLKE, J.-C. (2013). Is the ECB's Monetary Benchmark Still Alive? Economics Bulletin, 33 (2), 1204-1214.
  • BLEICH, D., FENDEL, R., RÜLKE, J.-C. (2013). Monetary Policy and Asset Price Volatility. Economics Bulletin, 33, 1669-1680.
  • FRITSCHE, U., PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). On the Directional Accuracy of Survey Forecasts: The Case of Gold and Silver. Applied Economics Letters, 20 (12), 1127-1129.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2013). A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality. Economies, 1 (1), 6-13.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). House Price Forecasts, Forecaster Herding, and the Recent Crisis. International Journal of Financial Studies, 1, 16-29.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). On the Internal Consistency of the Term-Structure of Forecasts of Housing Starts.. Applied Economics Letters, 20 (9), 847-851.
  • FRENKEL, M., RÜLKE, J.-C., STADTMANN, G. (2013). Bankenrettung und Bankenaufsicht. Zeitschrift für Wirtschaftspolitik, 62 (1), 23-44.
  • RÜLKE, J.-C. (2013). Do Corporate Profit Forecasters Herd? Evidence from Canada, UK and the U.S.. International Journal of Finance and Economics, 18(1), 93-102.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). Forecasting Metal Prices – Do Forecasters Herd? Journal of Banking and Finance, 37, 150-158.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2013). Currency Crises, Uncertain Fundamentals, and Private-Sector Forecasts.. Applied Economics Letters, 20, 489-494.
  • FENDEL, R., FRENKEL, M., RÜLKE, J.-C. (2013). Do Professional Forecasters Trust in Taylor Rules? – Evidence from the Wall Street Journal Poll.. Applied Economics, 45 (7), 829-838.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2013). Forecasting U.S. Housing Starts Under Asymmetric Loss. Applied Financial Economics, 23 (6), 505-513.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2013). Do Interest-Rate Forecasters Herd? International Evidence. Applied Economics Letters, 21 (2), 93-98.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2013). Do Inflation Targets Anchor Inflation Expectations? Economic Modelling, 35, 214-223.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality. Economics Bulletin, 32(3), A213.
  • REITZ, S., RÜLKE, J.-C., STADTMANN, G. (2012). Non-Linearities in Oil Price Expectations – Evidence from the Survey of Professional Forecasters.. Journal of Economic Dynamics and Control, 36 (9), 1349-1363.
  • BLEICH, D., FENDEL, R., RÜLKE, J.-C. (2012). Inflation Targeting Makes the Difference: Novel Evidence on Inflation Stabilization. Journal of International Money and Finance, 31 (5), 1092-1105.
  • RÜLKE, J.-C. (2012). Do Professional Forecasters apply the Phillips curve and Okun's law? – Evidence from six Asian-Pacific Countries, Japan and the World.. Economy, 24, 317-324.
  • FRENKEL, M., RÜLKE, J.-C., STADTMANN, G. (2012). Twisting the Dollar? – On the Consistency of Short-Run and Long-Run Exchange Rate Expectations.. Journal of Forecasting, 31, 596-616.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Prognosen von Metallpreisen: Asymmetrische Verlustfunktionen und Rationalität.. Credit and Capital Markets, 45 (3), 407-440.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). A Note on Forecasting Emerging Market Exchange Rates – Evidence of Anti-Herding. Review of International Economics, 20 (5), 974-984.
  • RÜLKE, J.-C. (2012). Are Central Bank Projections Rational? Applied Economics Letters, 19, 1257-1263.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? Journal of Real Estate Finance and Economics, 45 (3), 754-773.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2012). Forecasting Stock Prices: Do Forecasters Herd? Economics Letters, 116 (3), 326-329.
  • RÜLKE, J.-C. (2012). Do Professional Forecasters believe in the Monetary Neutrality? – Evidence from Asian Countries. Economics Letters, 117, 178-181.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Oil Price Forecasting under Asymmetric Loss. Applied Economics, 45 (17), 2371-2379.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Exchange Rate Forecasts and Asymmetric Loss: Empirical Evidence for the Yen/Dollar Exchange Rate. Applied Economics Letters, 19 (18), 1759-1763.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts.. Applied Economics, 44 (21), 2757-2765.
  • RÜLKE, J.-C. (2012). Do Private Sector Forecaster desire to deviate from the German Council of Economic Experts? Jahrbücher für Nationalökonomie und Statistik, 232 (4), 414-428.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Forecasting House Approvals in Australia: Do Forecasters Herd? Australian Economic Review, 45 (2), 191-201.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Who Believes in the Taylor Principle? Evidence from the Livingston Survey.. Economics Letters, 117 (1), 96-98.
  • FRENKEL, M., RÜLKE, J.-C., ZIMMERMANN, L. (2012). Do Current Account Forecasters Herd? – Evidence from the G7 Countries.. Review of International Economics, 20 (2), 221-236.
  • FENDEL, R., RÜLKE, J.-C. (2012). Are Heterogenous FOMC Forecasts Consistent w. the Feds Monetary Policy? Economics Letters, 116 (1), 5-7.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). Is There a Core of Macroeconomics That Euro Area Forecasters Believe In.. German Economic Review, 13 (1), 103-115.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2012). On the Loss Function of the Bank of Canada: A Note.. Economics Letters, 115 (2), 155-159.
  • FENDEL, R., RÜLKE, J.-C. (2012). International Evidence on the Lucas Supply Function. Economics Letters, 114, 157-160.
  • BLEICH, D., FENDEL, R., RÜLKE, J.-C. (2012). Monetary Policy and Oil Price Expectations. Applied Economics Letters, 19, 969-973.
  • PIERDZIOCH, C., RÜLKE, J.-C. (2012). Housing Starts, Forecaster Herding, and the Livingston Survey. International Journal of Economics and Finance, 4 (5). doi:http://dx.doi.org/10.5539/ijef.v4n7p52.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2011). Survey Forecasts and Money Demand Functions: Some International Evidence.. Applied Economics Quarterly, 57(1), 5-14.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2011). Forecasting U.S. Car Sales and Car Registrations in Japan – Rationality, Accuracy and Herding.. Japan and the World Economy, 23(4), 25-258.
  • NICKEL, C., ROTHER, P., RÜLKE, J.-C. (2011). Expected Fiscal Variables and Bond Spreads in CEEC and Emerging Markets. Applied Financial Economics, 21(17), 12-1307.
  • FRENKEL, M., LIS, E., RÜLKE, J.-C. (2011). Has the Economic Crisis of 2007-2009 Changed the Expectation Formation Process in the Euro Area? Economic Modelling, 28, 1808-1814.
  • FENDEL, R., FRENKEL, M., RÜLKE, J.-C. (2011). Ex-ante Taylor Rules – Newly Discovered Evidence from the G7 Countries. Journal of Macroeconomics, 33, 224-232.
  • FENDEL, R., LIS, E., RÜLKE, J.-C. (2011). Do Professional Forecasters Believe in the Phillips Curve? – Evidence from the G7 Countrie.. Journal of Forecasting, 30(2), 268-287.
  • FENDEL, R., FRENKEL, M., RÜLKE, J.-C. (2011). Ex-ante Taylor Rules – Evidence from Emerging Market Economies.. Journal of Comparative Economics, 39, 230-244.
  • REITZ, S., RÜLKE, J.-C., TAYLOR, M. P. (2011). Nonlinear Impact of Foreign Exchange Intervention - The Australian Case.. Economic Record, 87(278), 465-479.
  • RÜLKE, J.-C., TILLMANN, P. (2011). Do FOMC Member Herd? Economics Letters, 113(2), 176-179.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2011). Scattered Fiscal Forecasts Economics Bulletin. Economics Bulletin, 31(3), 2558-2568.
  • DINKEL, A., RÜLKE, J.-C. (2011). How do Forecasters form Oil Price Expectations? Empirical Economics Letters, 10(6).
  • FRENKEL, M., RÜLKE, J.-C., STADTMANN, G. (2010). Expectations in the Yen/Dollar Market – Evidence from the Wall Street Journal Poll.. Journal of the Japanese and International Economics, 24(3), 355-368.
  • FENDEL, R., FRENKEL, M., RÜLKE, J.-C. (2010). Real-Time Data Does Not Matter – Evidence from Ex-Ante Taylor Rules.. Empirical Economics Letters, 9(7), 723-729.
  • REITZ, S., RÜLKE, J.-C., STADTMANN, G. (2010). Are Oil-Price-Forecasters finally right? – Regressive Expectations towards Fundamental Values of the Oil Price. Jahrbücher für Nationalökonomie und Statistik, 230(4), 454-466.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2010). New Evidence of Anti-Herding of Oil-Price Forecasters. Energy Economics, 32(6), 1456-1459.
  • HARTMANN, R., NÄGELE, E., RÜLKE, J.-C. (2009). Do Central Banks win or lose in the Foreign Exchange Market. Empirical Economics Letters, 8(10), 1021-1032.
  • FENDEL, R., LIS, E., RÜLKE, J.-C. (2009). Expectations on the NAIRU – Evidence from the G7 Countries.. Empirical Economics Letters, 8(6), 544-553.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2009). Do Professional Economists Forecasts Reect Okuns Law? – Some Evidence for the G7 Countries.. Applied Economics, 43(11), 1-9.
  • FRENKEL, M., RÜLKE, J.-C., STADTMANN, G. (2009). Two Currencies, One Model? – Evidence from the Wall Street Journal Poll. Journal of International Financial Markets, Institutions & Money, 19, 588-596.


  • FENDEL, R., RÜLKE, J.-C. (2014). Deflation: Ursachen, Wirkungen und geldpolitische Optionen. Das Wirtschaftsstudium (WISU), 43 (8/9), pp. 1048-1053.
  • CROONENBROECK, C., RÜLKE, J.-C., STADTMANN, G. (2013). Prinzipal-Agenten-Konflikt mit Kreditbeschränkung.. Das Wirtschaftsstudium (WISU), 42(5), pp. 652-653.
  • RÜLKE, J.-C., STADTMANN, G. (2013). Prinzipal-Agenten-Konflikt.. Das Wirtschaftsstudium (WISU), 42 (5).
  • RÜLKE, J.-C., STADTMANN, G. (2013). Optimale Strategien bei Auktionen.. Das Wirtschaftsstudium (WISU), 42(3), pp. 312-313.
  • RÜLKE, J.-C. (2012). Das Simpson-Paradoxon.. Das Wirtschaftsstudium (WISU), 41(12), pp. 1582-1583.
  • FRENKEL, M., RÜLKE, J.-C. (2012). Klausur Volkswirtschaftslehre.. Das Wirtschaftsstudium (WISU), 41(10), pp. 1348-1352.
  • RÜLKE, J.-C., STADTMANN, G. (2012). Das Dinner-Dilemma. Das Wirtschaftsstudium (WISU), 6, pp. 801ff.
  • REISINGER, M., RÜLKE, J.-C. (2012). Das Triell.. Das Wirtschaftsstudium (WISU), 4, pp. 515-516.
  • RÜLKE, J.-C., STADTMANN, G. (2012). Preisabsprachen, Strafen und Kartelle.. Das Wirtschaftsstudium (WISU), 41(2), pp. 188-189.
  • FRENKEL, M., MAUCH, M., RÜLKE, J.-C. (2012). Die Impossible Trinity der Euro-Zone.. Das Wirtschaftsstudium (WISU), 41(1), pp. 98-102.
  • RÜLKE, J.-C., STADTMANN, G. (2011). Nash Gleichgewichte.. Das Wirtschaftsstudium (WISU), 40 (12), pp. 1616-1617.
  • RÜLKE, J.-C., STADTMANN, G. (2011). Optimale Strategien bei Spielshows.. Das Wirtschaftsstudium (WISU), 40 (10), pp. 1327-1328.
  • GADATSCH, N., RÜLKE, J.-C. (2011). Pendlerverhalten.. Das Wirtschaftsstudium (WISU), 40 (7), pp. 928-929.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2011). Auslöser und Auswirkungen von Währungskrisen.. Das Wirtschaftsstudium (WISU), 40 (7), pp. 979-983.
  • FENDEL, R., RÜLKE, J.-C. (2011). Bank Run. Das Wirtschaftsstudium (WISU), 40(5), pp. 655.
  • PIERDZIOCH, C., RÜLKE, J.-C., STADTMANN, G. (2011). Die Wirkungen von Handelsbeschränkungen – Eine wohlfahrtstheoretische Analyse.. Das Wirtschaftsstudium (WISU), 40(3), pp. 375-379.
  • RÜLKE, J.-C., ZIMMERMANN, L. (2011). Ölpreis und OPEC.. Das Wirtschaftsstudium (WISU), 40(3), pp. 340-341.
  • BILLER, T., RÜLKE, J.-C. (2011). Angewandte Auktionstheorien.. Das Wirtschaftsstudium (WISU), 40(1), pp. 66-67.
  • RÜLKE, J.-C. (2010). Book review Purchasing Power Parity. Jahrbücher für Nationalökonomie und Statistik, 3, 359-360.


  • POPLAWSKI-RIBEIRO, M., RÜLKE, J.-C. (2017). Fiscal Expectations Under the Stability and Growth Pact : Evidence from Survey Data.


  • RÜLKE, J.-C. (2009). Expectations in Financial Markets – A Survey Data Approach..


  • RÜLKE, J.-C., STADTMANN, G. (2008). The only way is up? Match outcome and stock price reactions of Borussia Dortmund. (pp. 393-418). Cambridge Scholars Press.


  • RÜLKE, J.-C. (2015). Big Data der Ökonomen. Handelsblatt.
  • RÜLKE, J.-C. (2010). Portfolio: Devisen statt Aktien ins Depot legen. Börsenzeitung.
  • RÜLKE, J.-C. (2010). Über das Herdenverhalten von Prognostikern. Wirtschaftswoche.

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