. .

Current Position

Markus is a research fellow in the Department of Economics at the University of Strathclyde. His position is financed by the Leverhulme Trust through the research project "Regime-Switching and Structural Breaks in Cointegrated Macroeconomic Models".

Markus is also a Fellow at the Rimini Centre for Economic Analysis.

Biographical Information

Markus received his PhD from the University of Konstanz. Prior to joining Strathclyde he was research fellow at the Center for Operations Research and Econometrics (CORE).

Working Papers

  • "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care."
    [ Working paper ] [ R Software package ]
  • "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," with Gary Koop, Roberto León-González and Rodney Strachan.
    [ Working paper ]

Published Work

  • "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," with Gary Koop and Rodney Strachan, forthcoming in International Journal of Forecasting.
    [ Older working paper version ]
  • "Modeling the Dynamics of Inflation Compensation," with Gary Koop and Simon Potter, forthcoming in Journal of Empirical Finance.
    [ Published version ] [ Older working paper version ]
  • "Three Essays on Bayesian Nonparametric Modeling in Microeconometrics," Dissertation, 2006.
  • "Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach," with Roberto León-González, Health Economics 13, 2004, 1003-1014.
    [ Published version ] [ Older working paper version ]
  • "Der kausale Effekt von Bildungsinvestitionen," with Winfried Pohlmeier, in: Franz, W., Ramser, H.J., Stadler, M. (Eds.), Bildung, Schriftenreihe des wirtschaftswissenschaftlichen Seminars Ottobeuren, Tübingen: Mohr Siebeck, 2004, 1-24.
  • "The Causal Effect of Overqualification on Earnings: Evidence from a Bayesian Approach," with Winfried Pohlmeier, in: Büchel, F., de Grip, A., and Mertens, A. (Eds.), Overeducation in Europe: Current Issues in Theory and Policy, Cheltenham: Edward Elgar, 2003, 93-108.

Contact Details

University of Strathclyde
Department of Economics
Sir William Duncan Building
130 Rottenrow
Glasgow G4 0GE

Tel: +44 (0)141 548 3869
Fax: +44 (0)141 548 4445
Email: markus.jochmann@strath.ac.uk