Réka Rátfai

PhD Candidate & Research Associate · Chair of Methods in Economics · University of Hamburg

I am a PhD Candidate at the University of Hamburg, expected to complete my dissertation in 2026. My research develops continuous-time methods and stochastic calculus to advance economic filtering techniques, with applications in macroeconomics, asset pricing, and macro-finance. More broadly, I am interested in any field that can benefit from continuous-time modelling and real-time statistical inference.

Working Papers Email
Réka Rátfai

Research Interests

Macroeconomic Theory FTPL New-Keynesian Modelling DSGE Linear Filtering Non-Linear Extensions Real-Time Filtering Estimation Theory Stochastic Systems Continuous-Time Methods

Publications & Working Papers

Working Papers
2026
Real-Time Tracking in Continuous-Time Macro Models: The Role of Temporal Aggregation and Filter Selection Working Paper
Réka Rátfai
PDF SSRN
Technical Notes
2026
Rate-Form Correlated-Noise Filtering of Mixed Stock-Flow State-Space Systems: A Technical Note Technical Note
Réka Rátfai
PDF
Work in Progress
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Two papers forthcoming In Progress
Réka Rátfai et al.

Details available upon request.

Code & Data

Code and replication files will be made available as papers are released.

Contact

Email

reka.ratfai@uni-hamburg.de

Office

Room 2083
Von-Meller-Park 5
20146 Hamburg, Germany

Profiles

Google Scholar  ·  SSRN

CV

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