Edmund Moshammer is on temporary leave from the European Stability Mechanism (ESM) and works at the European Central Bank (ECB). Before that, he worked as Senior Economist at the Economic and Market Analysis division of the ESM since May 2016. He was responsible for the cross-country monitoring of economic and financial developments.
Mr Moshammer has co-developed several modelling frameworks such as a dynamic factor model, a tool for debt sustainability analysis, a composite indicator of sovereign distress, a portfolio optimization toolkit, as well as a financial market database on auctions and high frequency trading data. Edmund also took a key role in the production of the ESM Programme Database. He previously worked at the European Central Bank and he holds a Master's degree from Barcelona Graduate School of Economics.
Besides his research interests in time series econometric modelling, forecasting, and macroeconomics, Edmund has a publication track record in the fields of debt sustainability analysis, early warning indicators, and credit ratings.