Martin Wurm
Director, Economic Research at Moody\'s Analytics
- Role
- Director, Economic Research at Moody's Analytics
- Location
- Seattle, WA, US
- LinkedIn followers
- 500 followers
About Martin Wurm
I am an empirical economist with 10 years expertise in both academia and financial sector employment.My general interests are applied financial economics, macro- and monetary economics. My past academic research focused on the intersection of taxation, tax reform and tax evasion as well as financial development. Currently, I am predominantly a financial forecaster, with a focus on market and credit risk. My modelling expertise ranges from basic credit instruments, such as government yields over more complicated concepts such as swaps or implied volatilities to entirely new grounds like municipal loss forecasting for CECL, to name a few. I further have expansive experience with regional economies and policy study design. Examples include development of state natural unemployment rates for Moody\'s or a large-scale client study of millennial health.Specialties: Aside from knowledge of standard macroeconomic and financial theory, I am familiar with standard panel and time series techniques, and several non-linear, non-parametric approaches, as well as standard software packages (Stata, Eviews, Python).
Experience
Director, Economic Research
Dec 2022 — Present · West Chester, PA, US
I cover U.S. monetary policy and, occasionally, financial markets, while continuing as a market risk forecaster predominantly in the context of regulatory financial stress testing.
Education
University of Wisconsin-Milwaukee
Ph.D., Economics
2005 — 2009
University of Wisconsin-Milwaukee
M.A., Economics
2004 — 2005
University of Potsdam
Graduate, Economics / Business Administration
2002 — 2004
Ludwig-Maximilians-Universität München
Undergraduate, Business Administration
2000 — 2002
Skills
- Student Affairs
- R
- Econometrics
- International Finance
- Stata
- Public Speaking
- Data Analysis
- Student Development
- Economics
- Statistics
- Monetary Economics
- Time Series Analysis
- Teaching
- University Teaching
- Spss
- Sas
- Higher Education
- Eviews
- Financial Economics
- Research
- Grant Writing
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