Lars Spreng

About

Overview

I am a PhD candidate in Finance at Bayes Business School. My research focuses on theoretical and applied econometrics, particularly high-dimensional factor models, forecasting, and high-frequency econometrics. My current projects include:

- Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings,
- Combining P-Values for Multivariate Predictive Ability Testing,
- High-Frequency commonalities in currency markets,
- A risk indicator for the UK real estate market.

I have worked extensively with large datasets, dimensionality reduction methods, linear and non-linear filtering techniques, as well as various other time-series methods. Furthermore, I have worked as a Research Assistant in the area of development economics on projects investigating the effects of aid and oil price shocks on exchange rates using Bayesian SVAR and DSGE models.

Qualifications

• MSc Economics, University of Tübingen, Germany, Oct 2018 – Sep 2019
• MSc Economics, University of Nottingham, United Kingdom, Sep 2017 – Sep 2019
• Fellowship, German Academic Scholarship Foundation (Studienstiftung), Germany, Oct 2016 – Sep 2019
• Best Student MSc Economics Stream 2018/19, University of Nottingham, United Kingdom

Employment

• Research Assistant, University of Nottingham, Jun – Sep 2019
• Research Associate, University of Nottingham, Apr – Jul 2019
• Research Assistant, University of Nottingham, Jun – Aug 2018
• Intern, MLP Financial Services, Feb 2017 – May 2019

Languages

English, French and German.

Publications