ehemalige Mitarbeiter

Ehemalige Mitarbeiter

M.Sc. Christopher Thiem

Wissenschaftlicher Mitarbeiter

M.Sc. Christopher Thiem


Akademische Grade:

  • Bachelor of Science (Universität Duisburg-Essen, 2010)
  • Master of Science (University of Birmingham, UK, 2012)

Beruflicher Werdegang:

  • Seit Oktober 2012: Universität Duisburg-Essen, Wissenschaftlicher Mitarbeiter bei Prof. Dr. Volker Clausen
  • 1.9.2011 - 30.12.2012: University of Birmingham, UK, Masterstudium in Money, Banking and Finance
  • 1.10.2010 - 30.9.2011: Universität Duisburg-Essen, Masterstudium der Wirtschaftswissenschaften
  • 1.2.2010 - 30.7.2011: Universität Duisburg-Essen, Studentische Hilfskraft bei Prof. Dr. Walter Assenmacher
  • 1.10.2007 - 30.9.2010: Universität Duisburg-Essen, Bachelorstudium der Wirtschaftswissenschaften


  • Macroeconomic Uncertainty
  • Multivariate Time Series Analysis
  • Volatility Models (GARCH)
  • Equity & Commodity Markets


  • Thiem, C.: Cross-category Spillovers of Economic Policy Uncertainty. In: Ruhr Economic Papers (2018) Nr. 744, S. 1-49. Volltext RIS Download Details

    This paper analyses the interdependence of policy uncertainty from 1985 to 2017 across six different categories of US economic policy: Monetary, fiscal, healthcare, national security, regulatory, and trade policy. To this end, we apply the Diebold and Yilmaz (2012, 2014) connectedness index methodology to the newspaper-based uncertainty indices developed by Baker et al. (2016). We find that, in total, the category-specific uncertainties are indeed closely interrelated. However, some policy categories are strong net transmitters of uncertainty spillovers (e.g. fiscal policy), while others show only a low degree of average connectedness and are predominantly net receivers (e.g. trade policy). A modified rolling-window approach further reveals that the intensity and direction of spillovers change significantly over time. The total connectedness index not only shows strong bursts related to certain events, but also exhibits a positive long-run trend. The latter is particularly driven by an increasing average connectedness of both healthcare and regulatory policy uncertainty. Finally, we highlight the different characteristics of the uncertainty network across presidential administrations, as well as before and after the most recent election.

  • Thiem, C.: Oil Price Uncertainty and the Business Cycle: Accounting for the Influences of Global Supply and Demand Within a VAR GARCH-In-Mean Framework. In: Applied Economics (2018), S. 1-17. doi:10.1080/00036846.2018.1436142 RIS Download Details


  • 11th RGS Doctoral Conference in Economics, Universität Duisburg-Essen, Essen, Februar 2018.
  • 16th Annual Conference of the European Economics and Finance Society, Ljubljana, Slowenien, Juni 2017.
  • V Meeting on International Economics, Institute of International Economics, Villarreal, Spanien, Juli 2016.
  • Energy and Commodity Finance Conference, ESSEC Business School, Cergy-Pontoise, Frankreich, Juni 2016.
  • 15th Annual Conference of the European Economics and Finance Society, Amsterdam, Niederlande, Juni 2016.
  • 9th RGS Doctoral Conference in Economics, Ruhr-Universität Bochum, Bochum, Februar 2016.