Johannes Karge
PhD Candidate at Paris School of Economics & Junior Research Economist at Banque de France
Paris, France
About
I am a PhD candidate at Paris School of Economics and junior research economist at Banque de France focusing on macroeconomics, financial stability, corporate finance, banking, economic history and climate risk. Previously, I worked at the European Central Bank within banking supervision and climate-financial risk analysis. I hold master's degrees in Economics from Nova School of Business and Economics (Portugal) and Tilburg University (Netherlands) and I have a passion for econometrics and data analysis using R, Python and Stata.
Research Interests
Experience
Junior Research Economist | Financial Stability
Banque de France
Paris, France
Macroprudential Policy Division (Financial Stability Directorate, DG Financial Stability and Operations). Research at the intersection of macroeconomics, financial stability, corporate finance and economic history.
Graduate Trainee & Analyst | Banking Supervision & Climate-Financial Risks
European Central Bank
Frankfurt am Main, Germany
Banking supervision and climate-financial risk analysis.
Education
Doctor of Philosophy - PhD
Paris School of Economics
Economics
PhD research in macroeconomics, economic history and financial stability
Advanced Studies Program ASP
Kiel Institute for the World Economy
PhD course International Finance and Macrohistory
Advanced doctoral coursework in international finance and economic history
Master of Research (M2)
Paris School of Economics
Analysis and Policy in Economics
Research master's degree preparing for doctoral studies
Master of Science
Nova School of Business and Economics
Economics
Advanced economics training with focus on applied research
Master of Science
Tilburg University
Economics - Sustainability and Growth Track
Specialized track focusing on sustainable economic development
Projects & Research
Financial Stability, Corporate Debt and Macroeconomic Fluctuations
Paris School of Economics
Type: PhD Thesis
Supervisor: Professor Eric Monnet, Ph.D.
PhD thesis at Paris School of Economics with three papers on financial stability, corporate finance, banking, and economic history.
Macroeconomic Fluctuations and Private Debt in the Euro Area: A FAVAR Approach
Nova School of Business and Economics
Type: Extended Master Thesis
Supervisor: Assistant Professor Joao B. Duarte, Ph.D.
I estimate a Bayesian FAVAR model for the Euro Area to investigate the impact of supply and demand shocks to private sector debt on the currency block's macroeconomic dynamics. The approach has the advantage of studying the shocks' repercussions on a wide range of variables. I identify the shocks via sign restrictions on private sector debt and on an interest rate spread. I find that while positive supply debt shocks have no effects on the Euro Area's macroeconomy, positive demand shocks have negative macroeconomic impacts. My findings imply that correctly uncovering whether debt shocks are supply or demand driven is crucial for optimal macroprudential policy responses.
Skills & Expertise
Core Competencies
Technical Skills
Languages
Contact
Feel free to reach out for research collaborations or any other inquiries.