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Dr Karsten Webel

Research Interests

  • Index theory
  • Reconciliation methods
  • Seasonal adjustment
  • Stochastic processes

Refereed Publications

  • Webel, K. (2012), Chaos in German stock returns – New evidence from the 0-1 test, Economics Letters, Vol. 115(3), pp. 487-489.
  • Webel, K. (2012), A short note on the dependence structure of a stochastic process generated by the asymmetric cusp map, Communications in Statistics – Theory and Methods, Vol. 41(2), pp. 357-362.

Other Working Papers and Publications

  • Ollech, D. and K. Webel (2017), Assessing the Informational Content of Seasonality Tests by Random Forests of Conditional Inference Trees, Proceedings of the 2017 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1889-1900.
  • Webel, K. (2013), Time series-dependent selection of an appropriate seasonal adjustment approach, Proceedings of the 59th ISI World Statistics Congress, pp. 2962-2967.
  • Webel, K. (2013), Data-driven selection criteria for X-13ARIMA-SEATS seasonal adjustment algorithms, Proceedings of the 2013 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1972-1986.
  • Klier, D. O., M. K. Welge, K. R. Harrigan and K. Webel (2010), Diversify with Care – Even in Private Equity, Columbia Business School, Working Paper March 11.

Books

  • Webel, K. and D. Wied (2016), Stochastische Prozesse – Eine Einführung für Statistiker und Datenwissenschaftler, 2. Auflage, Springer Gabler, Wiesbaden.
  • Webel, K. and D. Wied (2011), Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler, Gabler, Wiesbaden.
  • Webel, K. (2009), Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten, Gabler, Wiesbaden.

Presentations

  • 2017: Statistical Week, Rostock; 61st ISI World Statistics Congress, Marrakech; New Techniques and Technologies for Statistics, Brussels.
  • 2013: 7th International Conference on Computational and Financial Econometrics, London; 59th ISI World Statistics Congress, Hong Kong; Joint Statistical Meetings, Montréal.
  • 2012: Statistical Week, Vienna.
  • 2010: Statistical Week, Nuremberg; DAGStat, Dortmund.

Refereeing

  • Economics Letters; International Review of Economics & Finance; Studies in Nonlinear Dynamics & Econometrics.

Additional information

Contact

Karsten Webel

Dr Karsten Webel

+49 69 9566-2702

Address

Deutsche Bundesbank

Central Office, Directorate General Statistics

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany