My main research interests are applications of behavioral finance/economics to financial markets, macroeconomics, and public finance. In addition, I am interested in econometrics and machine learning.
Before joining the University of St. Gallen in August 2018, I was Principal Economist at the Bank of Lithuania, working in the Center for Excellence in Finance and Economic Research CEFER (and researcher at the Faculty of Economics and Business Administration of Vilnius University). My PhD was carried out at the University of Amsterdam and the Tinbergen Institute.
Kopányi-Peuker, Anita and Matthias Weber (forthcoming). Experience does not eliminate bubbles: Experimental evidence. Review of Financial Studies.
Bertasiute, Akvile, Domenico Massaro, and Matthias Weber (2020). The behavioral economics of currency unions: Economic integration and monetary policy. Journal of Economic Dynamics and Control, 112:103850.
Hommes, Cars, Domenico Massaro, and Matthias Weber (2019). Monetary policy under behavioral expectations: Theory and experiment. European Economic Review, 118:193–212.
Weber, Matthias, John Duffy, and Arthur Schram (2018). An experimental study of bond market pricing. Journal of Finance, 73(4):1857–1892.
Weber, Matthias and Arthur Schram (2017). The non-equivalence of labour market taxes: A real-effort experiment. Economic Journal, 127(604):2187–2215.