Edmund Moshammer is Senior Economist at the Economic and Market Analysis division of the European Stability Mechanism (ESM) since May 2016. He is 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 (ECB) 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.