Classification: 5323: Econometrics

Publications

Book (monograph)

1989 Hauser, Michael. 1989. Inflation, Arbeitslosigkeit, optimale Politik und die neue klassische Makroökonomik, Eine empirische Analyse für Österreich und eine Kritik. Frankfurt/New York: Campus Verlag. (Details)

Journal article

2019 Kubin, Ingrid, Zörner, Thomas, Gardini, Laura, Commendatore, Pasquale. 2019. A credit cycle model with market sentiments. Structural Change and Economic Dynamics. 50 159-174. (Details)
  Hirsch, Cornelius, Oberhofer, Harald. 2019. Bilateral trade agreements and price distortions in agricultural markets. European Review of Agricultural Economics. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael. 2019. Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model. Canadian Journal of Economics. (Details)
  Pfarrhofer, Michael, Piribauer, Philipp. 2019. Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models. Spatial Statistics. 29 109-128. open access (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2019. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. Journal of Econometrics. 212 (1), 221-240. (Details)
  Sonntag, Axel, Zizzo, Daniel John. 2019. Personal accountability and cooperation in teams. Journal of Economic Behavior & Organization. 158 428-448. (Details)
  Farkas, Richard, Yontcheva, Biliana. 2019. Price transmission in the presence of a vertically integrated dominant firm: Evidence from the gasoline market. Energy Policy. 126 223-237. (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2019. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. Journal of Applied Econometrics. 34 (5), 621-640. open access (Details)
  Kastner, Gregor. 2019. Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. Journal of Econometrics. 210 (1), 98-115. open access (Details)
  Huber, Florian, Fischer, Manfred M., Piribauer, Philipp. 2019. The role of US-based FDI flows for global output dynamics. Macroeconomic Dynamics. 23 (3), 943-973. (Details)
  Zörner, Thomas, Huber, Florian. 2019. Threshold cointegration in international exchange rates: A Bayesian approach. International Journal of Forecasting. 35 (2), 458-473. (Details)
2018 Huber, Florian, Fischer, Manfred M. 2018. A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy. Oxford Bulletin of Economics and Statistics, 80 (3), 575-604. open access (Details)
  Breitfuß, Sebastian, Feldkircher, Martin, Huber, Florian. 2018. Changes in US Monetary Policy and its Transmission over the Last Century. German Economic Review, , (Details)
  Huber, Florian, De Luigi, Clara. 2018. Debt regimes and the effectiveness of monetary policy. Journal of Economic Dynamics & Control. 93 218-238. (Details)
  Naqvi, Syed Ali Asjad, Stockhammer, Engelbert. 2018. Directed Technological Change in a Post-Keynesian Ecological Macromodel. Ecological Economics. 154 168-188. (Details)
  Donaubauer, Julian, Glas, Alexander, Meyer, Birgit Elisabeth, Nunnenkamp, Peter. 2018. Disentangling the impact of infrastructure on trade using a new index of infrastructure. Weltwirtschaftliches Archiv (Review of World Economics). (Details)
  Schmieder, Julia, Weber, Andrea. 2018. How did EU Eastern enlargement affect migrant labor supply in Austria? Focus on European Economic Integration, Q3, 113-121. open access (Details)
  Bennett, Daniel, Naqvi, Syed Ali Asjad, Schmidt, Wolf-Peter. 2018. Learning, Hygiene and Traditional Medicine. Economic Journal. 128 (612), 545-574. (Details)
  Lábaj, Martin, Silanic, Peter, Weiss, Christoph, Yontcheva, Biliana. 2018. Market structure and competition in the healthcare industry. Results from a transition economy. European Journal of Health Economics. 19 (8), 1087-1110. open access (Details)
  Haan, Peter, Hammerschmid, Anna, Schmieder, Julia. 2018. Mortality in midlife for subgroups in Germany. Journal of the Economics of Ageing. (Details)
  Maier, Florentine, Barbetta, Gian Paolo, Godina, Franka. 2018. Paradoxes of Social Impact Bonds. Social Policy and Administration. 52 (7), 1332-1353. (Details)
2017 Karakostas, Alexandros, Sonntag, Axel, Zizzo, Daniel John. 2017. Contract Choice: Efficiency and Fairness in Revenue‐Sharing Contracts. The Scandinavian Journal of Economics. 119 (4), 962-986. (Details)
  Naqvi, Syed Ali Asjad. 2017. Deep Impact: Geo-Simulations as a Policy Toolkit for Natural Disasters. World Development 99, 395-418. open access (Details)
  Badinger, Harald, Reuter, Wolf Heinrich. 2017. Determinants of fiscal rules. Applied Economics Letters 24 (3), 154-158. open access (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2017. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. Journal of Computational and Graphical Statistics. 26 (4), 905-917. open access (Details)
  Hössinger, Reinhard, Link, Christoph, Sonntag, Axel, Stark, Juliane. 2017. Estimating the price elasticity of fuel demand with stated preferences derived from a situational approach. Transportation Research Part A: Policy and Practice. 103 154-171. open access (Details)
  Naqvi, Syed Ali Asjad, Zwickl, Klara. 2017. Fifty shades of green: Revisiting decoupling by economic sectors and air pollutants. Ecological Economics 133, 111-126. (Details)
  Badinger, Harald, Fichet de Clairfontaine, Aurélien, Reuter, Wolf Heinrich. 2017. Fiscal rules and twin deficits: the link between fiscal and external balances. World Economy 40 (1), 21-35. open access (Details)
  Huber, Florian, Piribauer, Philipp, Krisztin, Tamas. 2017. Forecasting Global Equity Indices using Large Bayesian VARs. Bulletin of Economic Research 69 (3), 288-308. (Details)
  Badinger, Harald, Egger, Peter. 2017. Spacey Parents and Spacey Hosts in Foreign Direct Investment. Economica, 84 (335), 480-497. open access (Details)
  Huber, Florian. 2017. Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models. Economics Letters 150 (1), 48-52. (Details)
  Badinger, Harald, Wolf Heinrich, Reuter. 2017. The case for fiscal rules. Economic Modelling, 60, 334-343. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G. 2017. The Manipulation Potential of Libor and Euribor. European Financial Management 23 (4), 604-647. (Details)
  Huber, Florian, Punzi, Maria Teresa. 2017. The shortage of safe assets in the US investment portfolio: Some international evidence. Journal of International Money and Finance 74, 318-336. (Details)
  Huber, Peter, Oberhofer, Harald, Pfaffermayr, Michael. 2017. Who creates jobs? Econometric modeling and evidence for Austrian firm level data. European Economic Review 91 (1), 57-71. (Details)
2016 Huber, Florian, Feldkircher, Martin. Forthcoming. Adaptive shrinkage in Bayesian vector autoregressive models. Journal of Business and Economic Statistics , (Details)
  Donaubauer, Julian and Meyer, Birgit Elisabeth and Nunnenkamp, Peter. 2016. Aid, Infrastructure, and FDI: Assessing the Transmission Channel with a New Index of Infrastructure. World Development 78 S. 230-245. (Details)
  Kastner, Gregor. 2016. Dealing with Stochastic Volatility in Time Series Using the R Package stochvol. Journal of Statistical Software. 69 (5), 1-30. open access (Details)
  Hühne, Philipp, Meyer, Birgit Elisabeth, Nunnenkamp, Peter. 2016. Democracies cooperate more: even where it threatens to bite? Applied Economics Letters 23 (11), 812-815. (Details)
  Huber, Florian. 2016. Density Forecasting using Bayesian Global Vector Autoregressions with Stochastic Volatility. International Journal of Forecasting 32 (3): S. 818-837. (Details)
  Dovern, Jonas, Feldkircher, Martin, Huber, Florian. 2016. Does Joint Modeling of the World Economy Pay Off? Evaluating GVAR Forecasts from a Multivariate Perspective. Journal of Economic Dynamics & Control 70, 86-100. (Details)
  Antonakakis, Nikolaos, Badinger, Harald. 2016. Economic growth, volatility, and cross-country spillovers: new evidence for the G7 countries. Economic Modelling 52 (PartB), 352-365. open access (Details)
  Badinger, Harald, Egger, Peter. 2016. Productivity spillovers across countries and industries: new evidence from OECD countries. Oxford Bulletin of Economics and Statistics 78 (4), 501-521. open access (Details)
  Gschwandtner, Adelina, Hauser, Michael. 2016. Profit persistence and stock returns. Applied Economics 48 (37), 3538-3549. (Details)
  Asamer, Eva-Maria, Astleithner, Franz, Cetkovic, Predrag, Humer, Stefan, Lenk, Manuela, Moser, Mathias, Rechta, Henrik. 2016. Quality assessment for register-based statistics - Results for the Austrian census 2011. Austrian Journal of Statistics, 45 (2), 3-14. open access (Details)
  Böheim, Michael , Oberhofer, Harald. 2016. Special Issue: Challenges for Europe 2050: Selected papers of the EUROFRAME Conference 2015 and the WWWforEurope Project. Empirica 43 (4), 657-660. open access (Details)
2015 Hühne, Philipp and Meyer, Birgit Elisabeth and Nunnenkamp, Peter. 2015. Does Aid for Trade from the North promote South-South trade? Applied Economics Letters 21 (17): S. 1230-1233. (Details)
  Sonntag, Axel, Zizzo, Daniel John. 2015. Institutional authority and collusion. Southern Economic Journal. 82 (1), 13-37. (Details)
  Badinger, Harald, Reuter, Wolf Heinrich. 2015. Measurement of fiscal rules: Introducing the application of partially ordered set (POSET) theory. Journal of Macroeconomics 43 S. 108-123. open access (Details)
  Sonntag, Axel, Zizzo, Daniel John. 2015. On Reminder Effects, Drop-Outs and Dominance: Evidence from an Online Experiment on Charitable Giving. PLOS ONE. 10 (8) open access (Details)
  Rehm, Miriam, Schnetzer, Matthias. 2015. Property and Power: Lessons from Piketty and new insights from the HFCS. European Journal of Economics and Economic Policies 12 (2): S. 204-219. (Details)
  Sonntag, Axel. 2015. Search costs and adaptive consumers: Short time delays do not affect choice quality. Journal of Economic Behavior & Organization. 113 64-79. (Details)
  Rehm, Miriam, Schnetzer, Matthias. 2015. Vermögenskonzentration und Macht. Der blinde Fleck der Mainstream-Ökonomie. Kurswechsel (2): S. 69-79. (Details)
2014 Antonakakis, Nikolaos, Tondl, Gabriele. 2014. Does Integration and Economic Policy Coordination Promote Business Cycle Synchronization in the EU?. Empirica 41 (3): 541-575. open access (Details)
  Huber, Florian. 2014. Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions. Economics Bulletin 34 (3): 1687-1695. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2014. Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Computational Statistics and Data Analysis. 76 408-423. open access (Details)
  Humer, Stefan. 2014. Aufkommen von Erbschaftssteuern - Modellrechnung exemplarischer Tarife. Wirtschaft und Gesellschaft 40 (1): S. 151-159. open access (Details)
  Foster-McGregor, Neil, Isaksson, Anders, Kaulich, Florian. 2014. Outward Foreign Direct Investment, Exporting and Firm-Level Performance in Sub-Saharan Africa. Journal of Development Studies 50 (2), 244-257. (Details)
  Hühne, Philipp and Meyer, Birgit Elisabeth and Nunnenkamp, Peter. 2014. Who Benefits from Aid for Trade? Comparing the Effects on Recipient versus Donor Exports. The Journal of Development Studies 50 (9): S. 1275-1288. (Details)
2013 Zuba, Martin, Schneider, Ulrike. 2013. What Helps Working Informal Caregivers? The Role of Workplace Characteristics in Balancing Work and Adult-Care Responsibilities. Published online: 15 December 2012, doi: 10.1007/s10834-012-9347-7. Journal of Family and Economic Issues 34 (4): 460-469. (Details)
  Schnetzer, Matthias, Altzinger, Wilfried. 2013. Intergenerational transmission of socioeconomic conditions in Austria in the context of European welfare regimes. Momentum Quarterly 2 (3): S. 108-126. open access (Details)
  Angel, Stefan, Heitzmann, Karin. 2013. Kritische Ereignisse und private Überschuldung. Eine quantitative Betrachtung des Zusammenhangs. Kölner Zeitschrift für Soziologie und Sozialpsychologie. 65 (3), 451-477. open access (Details)
2012 Taudes, Alfred, Rudloff, Christian. 2012. Integrating Inventory Control and a Price Change in the Presence of Reference Price Effects - A Two-Period Model. Mathematical Methods of Operations Reserarch (formerly: Zeitschrift für Operations Research (ZOR)) 75 (1): 29-65. (Details)
  Pennerstorfer, Astrid, Trukeschitz, Birgit. 2012. Voluntary contributions and wages in nonprofit organizations. Nonprofit Management & Leadership. 23 (2), 181-191. (Details)
2009 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2009. A Stochastic Programming Approach for Multi-Period Portfolio Optimization. Computational Management Science 6 (2): 187-208. (Details)
2008 Gschwandtner, Adelina, Hauser, Michael. 2008. Modelling profit series: Nonstationarity and long meomory. Applied Economics 40 (11): 1475-1482. (Details)
2006 Eller, Markus, Haiss, Peter, Steiner, Katharina. 2006. Foreign direct investment in the financial sector and economic growth in Central and Eastern Europe: The crucial role of the efficiency channel. Emerging Markets Review 7 (4): 300-319. (Details)
1997 Reschenhofer, Erhard, Hauser, Michael. 1997. Tests of the Efficient Market Hypothesis. Austrian Journal of Statistics 31-52. (Details)
  Hauser, Michael. 1997. Semiparametric and Nonparametric Testing for Long Memory: A Monte Carlo Study. Empirical Economics 22 247-271. (Details)
1995 Hauser, Michael, Reschenhofer, Erhard. 1995. Estimation of the fractionally differencing parameter with the R/S method. Computational Statistics and Data Analysis 20 569-579. (Details)
1994 Hauser, Michael, Pötscher, Benedikt M.. 1994. On Gagnon's Criticism of ARMA Models for Real GNP Growth. Economic Notes 23 124-128. (Details)
  Hauser, Michael, Kunst, Robert M., Reschenhofer, Erhard. 1994. Modelling exchange rates: long-run dependence versus conditional heteroscedasticity. Applied Financial Economics 4 233-239. (Details)

Chapter in edited volume

2019 Hosszejni, Darjus, Kastner, Gregor. 2019. Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage. In: Bayesian Statistics and New Generations - Selected Contributions from BAYSM 2018, Hrsg. Raffaele Argiento, Daniele Durante, Sara Wade, 75-83. Cham: Springer. open access (Details)
2018 Badinger, Harald, Crespo Cuaresma, Jesus, Oberhofer, Harald. 2018. International trade: Facts and fictions. In: Schwerpunkt Außenwirtschaft 2017/2018: Protektionismus: Ursachen, Erscheinungsformen, ökonomische Effekte, Hrsg. Ernest Gnan/Ralf Kronberger, 153-163. Wien: facultas. open access (Details)
2017 Naqvi, Syed Ali Asjad, Rehm, Miriam. 2017. Agent-based simulations as an early warning system for natural disasters. In: Theory and Method of Evolutionary Political Economy: A Cyprus Symposium, Hrsg. Hardy Hanappi, Savvas Katsikides, Manuel Scholz-Wäckerle, 214-235. Oxford: Routledge. (Details)
2016 Humer, Stefan, Moser, Mathias, Altzinger, Wilfried. 2016. Entwicklung und Verteilung der Einkommen. In: Sozialbericht 2015-2016, Hrsg. BMASK, 227-268. Wien: BMASK. open access (Details)
  Christen, Elisabeth and Oberhofer, Harald and Reinstaller, Andreas and Reschenhofer, Peter. 2016. TTIP and the Bilateral Trade Relationships between Austria and the US: Evidence from a Product Space Augmented Gravity Model for Manufacturing Industries. In: Schwerpunkt Außenwirtschaft 2015/2016: Produktivität im Dienstleistungssektor und Außenwirtschaft, Hrsg. Ernest Gnan/Ralf Kronberger, S. 261-276. Wien : facultas. (Details)
2015 Hühne, Philipp and Meyer, Birgit Elisabeth and Nunnenkamp, Peter. 2015. Aid for trade: assessing the effects on recipient exports of manufactures and primary commodities to donors and non-donors. In: Handbook on the Economics of Foreign Aid, Hrsg. B. Mak Arvin and Byron Lew, S. 141-161. Cheltenham: Edward Elgar. (Details)
  Rehm, Miriam, Schnetzer, Matthias. 2015. Piketty revisited: Vermögensungleichheit in Europa. In: Thomas Piketty und die Ver- teilungsfrage - Analysen, Bewertungen und wirtschaftspolitische Implikationen für Deutschland, Hrsg. Bofinger, P./Horn, G./Schmid, K./van Treeck, T. S. 295-326. Berlin: SE Publishing. (Details)
2014 De Rosa, Donato and De Paiva Dias, Mariana Iootty and Meyer, Birgit Elisabeth. 2014. Economic Structures. In: Diversified Development: Making the Most of Natural Resourcse in Eurasia, Hrsg. Indermit S. Gill and Ivailo Izvorski and Willem van Eeghen and Donato De Rosa, S. 139-188. Washington DC: The World Bank. (Details)
2011 Singh, Satwinder, Dhillon, Kirandeep, Kaulich, Florian, Chen, Weifeng. 2011. Location Determinants of FDI in Sub-Saharan Africa: An Empirical Analysis. In: Dynamics of Globalization: Location-Specific Advantages or Liabilities of Foreignness? (Advances in International Management, Volume 24), Hrsg. Christian Geisler Asmussen, Torben Pedersen, Timothy M. Devinney, Laszlo Tihanyi, 327-356. Bingley: Emerald Group Publishing. (Details)
2003 Nagl, Philipp, Rene, Mittringer, Reiss, Lukas, Rezai, Armon. 2003. Rückrechnung von Daten der Zinsstatistik. In Was bring Basel II?, Hrsg. Abele, H., Schubert, A., 73-94. Wien: OeNB (Details)

Edited book (editorship)

2016 Badinger, Harald, Nitsch, Volker, Hrsg. 2016. Handbook of the Economics of European Integration. London: Routledge. (Details)
2015 Frühwirth-Schnatter, Sylvia, Bitto-Nemling, Angela, Kastner, Gregor, Posekany, Alexandra, Hrsg. 2015. Bayesian Statistics from Methods to Models and Applications - Research from BAYSM 2014. Switzerland: Springer International Publishing. (Details)

Contribution to conference proceedings

2015 Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models. In Proceedings of the 30th International Workshop on Statistical Modelling, Volume 2, Hrsg. Herwig Friedl, Helga Wagner, S. 139-142. Linz: None. (Details)
2014 Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models. In The Contribution of Young Researchers to Bayesian Statistics, Proceedings of BAYSM2013, Springer Proceedings in Mathematics & Statistics, Vol. 63, Hrsg. Ettore Lanzarone and Francesca Ieva, 181-185. Switzerland: Springer. (Details)
2011 Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Improving efficiency of Bayesian stochastic volatility estimation by non-centering and interweaving. In Proceedings of the 17th European Young Statisticians Meeting (EYSM), Hrsg. Paulo C. Rodrigues, Miguel de Carvalho, 131-135. Lisboa, Portugal: Faculdade de Ciências e Tecnologia Universidade Nova de Lisboa. (Details)
1994 Hauser, Michael, Hörmann, Wolfgang, Kunst, Robert M., Lenneis, Jörg. 1994. A note on generation, estimation and prediction of stationary processes. In COMPSTAT, Hrsg. Rudolf Dutter and Wilfried Grossmann, 323-329. Heidelberg: Physica-Verlag. (Details)

Paper presented at an academic conference or symposium

2019 Schmieder, Julia. 2019. Fertility as a Driver of Maternal Employment. HU Berlin Seminar, Berlin, Deutschland, 09.01. (Details)
  Yontcheva, Biliana, Pennerstorfer, Dieter. 2019. How to Draw the Line: Local Market Definition in Entry Threshold Models. International Industrial Organization Conference, Boston, Vereinigte Staaten/USA, 05.04-07.04. (Details)
  Verboven, Frank, Yontcheva, Biliana. 2019. Keeping a distance: Entry behavior in notary services. Winterseminar of the Gesellschaft für Regionalforschung, Matrei in Osttirol, Österreich, 16.02-23.02. (Details)
  Zörner, Thomas. 2019. Predicting crypto-currencies using sparse non-Gaussian state space models. 2nd International Conference on Data Science in Finance with R, Vienna, Österreich, 18.09.-20.09. Invited Talk (Details)
  Kastner, Gregor, Huber, Florian. 2019. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Institute for Advanced Studies, Austria, 16.05.-17.05. (Details)
  Zörner, Thomas. 2019. Stochastic model specification in Markov switching vector error correction models. Annual Meeting of the Austrian Economic Association (NOeG), Graz, Österreich, 25.04.-26.04. (Details)
  Zörner, Thomas. 2019. Stochastic model specification in Markov switching vector error correction models. 24th Spring Meeting of Young Economists (SMYE), Brüssel, Belgien, 11.04.-13.04. (Details)
  Zörner, Thomas. 2019. The Impact of Credit Market Sentiment Shocks: A TVAR Approach. Wirtschaftswissenschaftliches Forschungsseminar, Salzburg, Österreich, 03.12.-03.12. Invited Talk (Details)
  Zörner, Thomas. 2019. The Impact of Credit Market Sentiment Shocks: A TVAR approach. 11th NED (Conference on Nonlinear Economic Dynamics), Kiew, Ukraine, 04.09.-06.09. (Details)
2018 Augustin, Sophie, Rroshi, Daniela, Schneebaum, Alyssa. 2018. A chance for Change? Social attitudes towards Immigrants and Intergenerational Educational Mobility. 2. Forschungskonferenz Sozialpolitik ESPAnet Austria, Linz, Österreich, 05.04-06.04. (Details)
  Rroshi, Daniela, Schneebaum, Alyssa, Augustin, Sophie. 2018. A chance for Change? Social attitudes towards Immigrants and Intergenerational Educational Mobility. Young Economists Conference AK, Wien, Österreich, 08.10.2018. (Details)
  Naqvi, Syed Ali Asjad. 2018. A Multiplex Agent-based approach to Migration Modeling. ERSA GfR Coference, Igls-Vill, Innsbruck, Austria, 17.02-23.02. (Details)
  Kastner, Gregor. 2018. Bayesian Inference in Many Dimensions: Examples from Macroeconomics and Finance. Bayesians Statistics in the Big Data Era, Marseille Luminy, France, 26.11.-30.11. Invited Talk (Details)
  Naqvi, Syed Ali Asjad, Dunz, Nepomuk, Monasterolo, Irene. 2018. Climate Policies in a North-South Stock-Flow Consistent Model. EAEPE Annual Conference, Nice, France, 06.07-08.07. (Details)
  Loy, Jens-Peter, Pennerstorfer, Dieter, Rroshi, Daniela, Weiss, Christoph, Yontcheva, Biliana. 2018. Consumer Search and the Speed of Price Transmission. Annual Meeting & 100th Anniversary of the Austrian Economic Association (NOeG), Wien, Österreich, 11.05-12.05. (Details)
  Loy, Jens-Peter, Pennerstorfer, Dieter, Rroshi, Daniela, Weiss, Christoph, Yontcheva, Biliana. 2018. Consumer Search and the Speed of Price Transmission. The Economy as a Spatial Complex System” (ESCoS 2018), Neapel, Italien, 21.06-22.06. (Details)
  LeSage, James P., Fischer, Manfred M. 2018. Cross-sectional dependence model specifications in a static trade panel data setting. 58th Congress of the ERSA, Cork, Irland, 28.08.-31.08.2018. (Details)
  LeSage, James P., Fischer, Manfred M. 2018. Cross-sectional dependence model specifications in a static trade panel data setting. 12th World Congress of the RSAI, Goa, Indien, 29.05.-01.06.2018. (Details)
  Kastner, Gregor. 2018. Dealing with Stochastic Volatility in Time Series Using the R packages stochvol and factorstochvol. 1st International Conference on Data Science in Finance with R (DSF-R), Vienna, Österreich, 13.09.14.09. Invited Talk (Details)
  Humer, Stefan. 2018. Dynamics of Austrian Inheritance Flows. Statistische Woche, Linz, Österreich, 11.09.-14.09. (Details)
  Badinger, Harald, Fichet de Clairfontaine, Aurélien. 2018. Dynamics of the trade balance: in search of the J-curve using a structural gravity approach. EcoMod2018 Conference, Venedig, Italien, 04.07.-06.07. (Details)
  Badinger, Harald, Fichet de Clairfontaine, Aurélien. 2018. Dynamics of the trade balance: in search of the J-curve using a structural gravity approach. Research Seminar, Universität Salzburg, Österreich, 30.1.-31.1. (Details)
  Rroshi, Daniela, Schneebaum, Alyssa, Augustin, Sophie. 2018. Einstellungen gegenüber MigrantInnen und die Bildungsmobilität zwischen den Generationen. 5. Jahrestagung der Migrations- und Integrationsforschung in Österreich, Österreichische Akademie der Wissenschaften, Wien, Österreich, 05.12-07.12. (Details)
  Zörner, Thomas. 2018. Equilibrium credit growth in the Euro area: A non-linear model approach. 5th International Symposium in Computational Economics and Finance (ISCEF), Paris, Frankreich, 12.04-17.04. (Details)
  Zörner, Thomas. 2018. Equilibrium credit growth in the Euro area: A non-linear model approach. Annual Meeting of the Austrian Economic Association (NOeG), Vienna, Österreich, 11.05-12.05. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael. 2018. Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model. NOeG Annual Meeting, Wien, Österreich, 11.05.-12.05. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael. 2018. Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model. Workshop on Macroeconomic policy in the Eurozone, Vienna University of Economics and Business , Wien, Österreich, 26.11. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael. 2018. Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model. Applied Economics Meeting (Encuentro de Economía Aplicada), Alcalá de Henare, Spanien, 07.06.-08.06. (Details)
  Badinger, Harald. 2018. European integration and the future institutions of Europe. Frome Bretton Woods to Berlaymont: Globalization, Integration and the Future of Europe, KOF, ETH Zürich, Schweiz, 22.03.-23.03. (Details)
  Schmieder, Julia. 2018. Fertility as a Driver of Maternal Employment. Cluster-Seminar Öffentliche Finanzen und Lebenslagen, DIW Berlin, Berlin, Germany, 30.05. (Details)
  Schmieder, Julia. 2018. Fertility as a Driver of Maternal Employment. European Winter Meeting of the Econometric Society, Neapel, Italien, 04.12.-05.12. (Details)
  Zörner, Thomas. 2018. Financial Frictions, credit market sentiment, and the role of perception adjustments. 10th Dynamic Models in Economics and Finance Workshop (MDEF), Urbino, Italien, 06.09.-08.09. (Details)
  Pennerstorfer, Dieter, Yontcheva, Biliana. 2018. How to Draw the Line: Local Market Definition in Entry Threshold Models. JEI 2018, Barcelona, Spanien, 06.09-.07.09. (Details)
  Pennerstorfer, Dieter, Yontcheva, Biliana. 2018. How to Draw the Line: Local Market Definition in Entry Threshold Models. EARIE 2018, Athen, Griechenland, 31.08-02.09. (Details)
  Schmieder, Julia. 2018. Job Displacement, Family Dynamics and Spousal Labor Supply. 74th Annual Congress of the International Institute of Public Finance, Tampere, Finland, 21.08.-23.08. (Details)
  Verboven, Frank, Yontcheva, Biliana. 2018. Keeping a distance: entry behavior in notary services. Department Research Seminar, JKU Linz, Austria, 7.11. (Details)
  Verboven, Frank, Yontcheva, Biliana. 2018. Keeping a distance: entry behavior in notary services. Department Research Seminar, University of Economics in Bratislava, Slovakia, 12.11. (Details)
  Schmieder, Julia. 2018. Mortality in Midlife for Subgroups in Germany. Demographics, Immigration and the Labor Market: DFG International Conference, Nürnberg, Germany, 06.04-07.04. (Details)
  Zörner, Thomas. 2018. Predicting cryptocurrencies using sparse non-Gaussian state space models. 3rd Vietnam Symposium in Banking and Finance (VSBF), Hue City, Vietnam, 25.10.-27.10. (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2018. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. 12th International Conference on Computational and Financial Econometrics (CFE 2018), University of Pisa, Italy, 14.12.-16.12. Invited Talk (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2018. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 1st Vienna Workshop on Economic Forecasting, Institute for Advanced Studies, Vienna, Austria, 15.02.-16.02. (Details)
  Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. BAYESCOMP 2018, Universitat Pompeu Fabra, Barcelona, Spain, 26.03.-28.03. Invited Talk (Details)
  Naqvi, Syed Ali Asjad. 2018. Spillover effects of Multiple Bread-Basket Failures (MBBFs): A Complex Network Approach. KSS Navigating systemic risks and opportunities at the landwater‐ energy‐climate‐security nexus, San Michele All’Adige, Trento, Italy, 10.07-13.07. (Details)
  Poyntner, Philipp. 2018. The effects of the ECB's corporate quantitative easing on European firms . 6th WU-Workshop in Applied Econometrics (WUWAETRIX-VI), Wien, Österreich, 20.06. (Details)
  Schmieder, Julia. 2018. The EU Eastern Enlargement and Natives' Labor Market Outcomes . DIW Cluster Seminar, Public Finances and Living Conditions, Berlin, Deutschland, 28.11. (Details)
  Schmieder, Julia. 2018. The EU Eastern Enlargement and Natives' Labor Market Outcomes . BeNA Labor Economics Workshop , Berlin, Deutschland, 27.11. (Details)
  Labaj, Martin, Weiss, Christoph, Yontcheva, Biliana. 2018. When Time is of the Essence: Pharmacy Opening Hours in a Deregulated Environment. Winterseminar of the Gesellschaft für Regionalforschung, Matrei in Osttirol, Österreich, 18.02-21.02. (Details)
2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. 8th European Seminar on Bayesian Econometrcis (ESOBE 2017), Maastricht, Netherlands, 26.10.-27.10. (Details)
  Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. EFMA 2017 Annual Conference, Athens, Greece, 28.06.-01.07. (Details)
  Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. DGF Conference 2017, Ulm, Germany, 06.10.-07.10. (Details)
  Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. FMA 2017 European Conference, Lisbon, Portugal, 22.06.-23.06. (Details)
  Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. FMA 2017 Annual Meeting, Boston, United States/USA, 11.10.-14.10. (Details)
  Humer, Stefan. 2017. Determinants of Wealth Accumulation in Europe. ECINEQ, New York, United States/USA, 17.07.-19.07. (Details)
  Zörner, Thomas. 2017. Endogenous Expectations of Financial Frictions in a Credit Cycle Model. 10th NED (Conference on Nonlinear Economic Dynamics), Pisa, Italien, 07.09-09.09. (Details)
  Zörner, Thomas. 2017. Equilibrium credit growth in the euro area: A non-linear model approach. 11th CFE (International Conference on Computational and Financial Econometrics), London, Großbritannien, 16.12-18.12. Invited Talk (Details)
  Sauer, Petra. 2017. Explaining Income Inequality: An Integrated Approach. 7th Meeting of the Society for the Study of Economic Inequality, New York, Vereinigte Staaten/USA, Juli. (Details)
  Meyer, Birgit Elisabeth. 2017. How deep is your love? Innovation, Upgrading and the Depth of Internationalization. Developing Inclusive and Sustainable Global Value Chains in the Digital Age, Kiel, Deutschland, 18.09-19.09. (Details)
  Meyer, Birgit Elisabeth. 2017. How deep is your love? Innovation, Upgrading and the Depth of Internationalization. European Trade Study Group, Florence, Italien, 14.09-16.09. (Details)
  Schmieder, Julia. 2017. Job Displacement, Family Dynamics and Spousal Labor Supply. (Ce)2 Workshop, Warsaw, Polen, 03.07.-04.07. (Details)
  Schmieder, Julia. 2017. Job Displacement, Family Dynamics and Spousal Labor Supply. Jahrestagung des Vereins für Socialpolitik, Vienna, Österreich, 03.09.-06.09. (Details)
  Schmieder, Julia. 2017. Job Displacement, Family Dynamics and Spousal Labor Supply. 31st Annual Conference of the European Society for Population Economics, Glasgow, Großbritannien, 14.06.-17.06. (Details)
  Schmieder, Julia. 2017. Job Displacement, Family Dynamics and Spousal Labor Supply. 20th IZA European Summer School in Labor Economics, Buch am Ammersee, Deutschland, 15.5.-20.5. (Details)
  Schmieder, Julia. 2017. Job Displacement, Family Dynamics and Spousal Labor Supply. DIW Berlin Graduate Center 2017 Summer Workshop, Potsdam, Deutschland, 19.06. (Details)
  Meyer, Birgit Elisabeth. 2017. Product Mix and Foreign Ownership: Evidence from India’s Investment Liberalization. Annual Conference of the Verein für Socialpolitik (German Economic Association), Wien, Österreich, 03.09-06.09. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? NBP Workshop on Forecasting, Narodowy Bank Polski, Poland, 20.11.-21.11. Invited Talk (Details)
  Kastner, Gregor. 2017. Sparse Bayesian time-varying covariance estimation in many dimensions. 61st World Statistics Congress (ISI 2017), Marrakech, Morocco, 16.07.-21.07. Invited Talk (Details)
  Zörner, Thomas, Huber, Florian. 2017. Threshold Cointegration and Adaptive Shrinkage. 5th WU-Workshop in Applied Econometrics (WUWAETRIX), Vienna, Österreich, 14.06.-14.06. (Details)
2016 Sauer, Petra. 2016. Age-Specific Education Inequality, Education Mobility and Income Growth. Conference on Social and Political Inequality, Wien, Österreich, September. (Details)
  Eisl, Alexander, Gasser, Stephan, Weinmayer, Karl. 2016. Caveat Emptor: Does Bitcoin Improve Portfolio Diversification? 23rd Annual Global Finance Conference, Fresno, United States/USA, 20.04.-23.04. (Details)
  Humer, Stefan. 2016. Determinants of Wealth Accumulation in Europe. NOeG, Bratislava, Slovakia, 27.05.-28.05. (Details)
  Sauer, Petra. 2016. Explaining Income Inequality Trends in Countries: An Integrated Approach. 34th IARIW General Conference, Dresden, Deutschland, August. (Details)
  Sauer, Petra. 2016. Explaining Income Inequality: An Integrated Approach. Berlin Network of Labor Market Research (BeNA) Seminar, Berlin, Deutschland, January. (Details)
  Pennerstorfer, Dieter, Weiss, Christoph, Yontcheva, Biliana. 2016. Frequency of Price Adjustment and Market Power. WIFO Regional Economics Workshop, Wien, Österreich, 03.10.-04.10. (Details)
  Alcorta, Ludovico, Kaulich, Florian. 2016. Income distribution, manufacturing consumption and structural transformation. UNIDO Expert Group Meeting IDR 2018, Vienna, Austria, 29.12. (Details)
  Schmieder, Julia. 2016. Individual Job Displacement and Family Labor Supply. BeNA Labor Economics Workshop, Berlin, Deutschland, 01.12.-01.12. (Details)
  Schmieder, Julia. 2016. Individual Job Displacement and Family Labor Supply. Workshop Labor Economics, Vienna, Österreich, 11.11.-11.11. (Details)
  Moser, Mathias. 2016. Kalte Progression: Verteilungswirkungen einer automatischen Abgeltung. Fachbeirat Volkswirtschaft, Statistik Austria, Wien, Austria, 28.11.-28.11. Invited Talk (Details)
  Labaj, Martin, Morvay, Karol, Silanic, Peter, Weiss, Christoph, Yontcheva, Biliana. 2016. Market Structure and Competition in Transition: Results from a Spatial Analysis. European Association for Research in Industrial Economics Conference, Lissabon, Portugal, 26.08.-28.08. (Details)
  Labaj, Martin and Morvay, Karol and Silanic, Peter and Weiss, Christoph and Yontcheva, Biliana. 2016. Market Structure and Competition in Transition: Results from a Spatial Analysis. International Industrial Organization Conference, Philadelphia, Vereinigte Staaten/USA, 15.04.-17.04. (Details)
  Labaj, Martin and Morvay, Karol and Silanic, Peter and Weiss, Christoph and Yontcheva, Biliana. 2016. Market Structure and Competition in Transition: Results from a Spatial Analysis. SE & REA Conference, Lodz, Polen, 13.06.-14.06. (Details)
  Labaj, Martin and Morvay, Karol and Silanic, Peter and Weiss, Christoph and Yontcheva, Biliana. 2016. Market Structure and Competition in Transition: Results from a Spatial Analysis. NOeG SEA Conference, Bratislava, Slowakei, 27.05.-28.05. (Details)
  Yontcheva, Biliana, Weiss, Christoph, Labaj, Martin, Silanic, Peter, Morvay, Karol. 2016. Market Structure and Competition: Results from a Spatial Analysis. 56th ERSA Congress, Wien, Österreich, 23.08-26.08. (Details)
  Meyer, Birgit Elisabeth. 2016. Product Mix and Foreign Ownership: Evidence from India’s Investment Liberalization. Dynamics, Economic Growth and International Trade XXI Conference , Nottingham, Großbritannien, 01.09-02.09. (Details)
  Meyer, Birgit Elisabeth. 2016. Product Mix and Foreign Ownership: Evidence from India’s Investment Liberalization. Vienna Investment Conference: Quality FDI, Growth and Development, Wien, Österreich, 14.09-15.09. (Details)
  Meyer, Birgit Elisabeth. 2016. Product Mix and Foreign Ownership: Evidence from India’s Investment Liberalization. 7th International Conference on Economics of Global Interactions: New Perspectives on Trade, Factor Mobility and Development , Bari, Italien, 05.09-06.09. (Details)
  Meyer, Birgit Elisabeth. 2016. Product Mix and Foreign Ownership: Evidence from India’s Investment Liberalization. Annual Conference of the European Trade Study Group , Helsinki, Finnland, 08.09-10.09. (Details)
  Humer, Stefan. 2016. Projection of Wealth Transmissions in Austria. 34th IARIW General Conference, Dresden, Germany, 24.08.-27.08. (Details)
  Humer, Stefan. 2016. Projection of Wealth Transmissions in Austria. XIX Applied Economics Meeting, Seville, Spain, 09.06.-10.06. (Details)
  Kastner, Gregor. 2016. Sparse Bayesian time-varying covariance estimation in many dimensions. 10th International Conference on Computational and Financial Econometrics (CFE 2016), University of Seville, Spain, 09.12.-11.12. Invited Talk (Details)
  Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. ISBA World Meeting, Sardinia, Italy, 13.06.-17.06. (Details)
  Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. 3rd Bayesian Young Statisticians Meeting (BAYSM 2016), Florence, Italy, 19.06.-21.06. (Details)
  Hauser, Michael. 2016. Using profit persistence to predict stock returns: An alternative model. CFE 2016 10th International Conference on Computational and Financial Econometrics, University of Seville, Spain, 09.12.-11.12. (Details)
2015 Kastner, Gregor. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for Dynamic Covariance Estimation in High-Dimensional Financial Time Series. NBER-NSF Time Series Conference, WU Vienna University of Economics and Business, Österreich, 25.09.-26.09. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. International Work-Conference on Time Series Analysis (ITISE 2015), Granada, Spanien, 01.07.-03.07. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 2nd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, IHS Wien, Österreich, 21.05-22.05. (Details)
  Humer, Stefan. 2015. A latent variable approach to derive consensus GDPs. XVIII Applied Economics Meeting, Alicante, Spanien, 04.06.-05.06. (Details)
  Humer, Stefan. 2015. Get Rich or Die Tryin - Determinants of Wealth Accumulation in Europe. AK - Young Economist Conference, Wien, Austria, 30.09.-31.09. (Details)
  Moser, Mathias. 2015. A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications. XVIII Applied Economic Meeting, Alicante, Spanien, 04.06.-05.06. (Details)
  Sauer, Petra. 2015. Age-Specific Education Inequality, Education Mobility and Income Growth. International Conference on the Imperative of Economic Growth in the Eurozone, Mendel University, Brno, Tschechische Republik, November. (Details)
  Meyer, Birgit Elisabeth, Donaubauer, Julian, Nunnenkamp, Peter. 2015. Aid, Infrastructure, and FDI: Assessing the Transmission Channel with a New Index of Infrastructure. Annual Conference of the Verein für Socialpolitik (German Economic Association), Münster, Deutschland, 06.09.-09.09. (Details)
  Kastner, Gregor. 2015. Dealing with Dynamic Covariances in High-Dimensional Time Series: A Bayesian Approach. 9th CSDA International Conference on Computational and Financial Econometrics (CFE 2015), Senate House, University of London, United Kingdom, 12.12.-14.12. Invited Talk (Details)
  Moser, Mathias. 2015. Europas Vermögenseliten. Eine Analyse der Struktur von Vermögenden im HFCS. Momentum Kongress, Hallstatt, Austria, 22.10.-25.10. (Details)
  Sauer, Petra. 2015. Explaining Income Inequality: An Integrated Approach. EAEPE Summer School, University of Roma Tre, Rom, Italien, Juli. (Details)
  Gschwandtner, Adelina, Hauser, Michael. 2015. Profit Persistence and Stock Returns. CFE 2015, London, Großbritannien, 12.12.-14.12. (Details)
  Kastner, Gregor. 2015. Sparse Bayesian Latent Factor Stochastic Volatility Models for Dynamic Covariance Estimation in High-Dimensional Financial Time Series. 6th ESOBE Annual Conference, Study Center Gerzensee, Switzerland, Switzerland, 29.10.-30.10. (Details)
2014 Naqvi, Syed Ali Asjad. 2014. Growth, Distributions, and the Environment: A Stock-flow Consistent Framework for Policy Analysis. 26th Annual EAEPE Conference, Ayia Napa, Zypern, 6.11-8.11. (Details)
  Kastner, Gregor. 2014. Dealing with stochastic volatility in time series using the R package stochvol. R/Finance, University of Illinois at Chicago, Vereinigte Staaten/USA, 16.05.-17.05. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 11th German Probability and Statistics Days, Ulm University, Deutschland, 04.03.-07.03. (Details)
  Pittner, Stefan, Frühwirth-Schnatter, Sylvia. 2014. Probabilistic Clustering of Panel Time Series Using a Time-Inhomogenous Model Built Around Markov Chains. 14th Annual Conference of European Network for Business and Industrial Statistics, Linz, Österreich, 21.09.-25.09. (Details)
  Meyer, Birgit Elisabeth, Donaubauer, Julian, Nunnenkamp, Peter. 2014. Aid, Infrastructure, and FDI: Assessing the Transmission Channel with a New Index of Infrastructure. Annual Conference of the European Trade Study Group, München, Deutschland, 11.09-13.09. (Details)
  Kaulich, Florian. 2014. Economic diversification and per capita income: Issues of measurement and identification. 2nd WU Workshop on Applied Econometrics (WU-WAETRIX 2), Vienna, Austria, 08.05. (Details)
2013 Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 7th CSDA International Conference on Computational and Financial Econometrics (CFE’13), Senate House, University of London, Großbritannien, 14.12.-16.12. Invited Talk (Details)
  Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection. 1st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance 2013, Wien, Österreich, 02.05-04.05. (Details)
  Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2013. Capturing the Treatment Effect of Bankruptcy on Employment Profiles Through Model-Based Clustering. Meeting of the National Research Network "The Austrian Center for Labor Economics and the Analysis of the Welfare State", Innsbruck, Österreich, 12.09.-13.09.. (Details)
  Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2013. Development of Employment Status After Bankruptcy: Model-Based Clustering Using a Mixture of Time-Inhomogeneous Markov Chains. 1st Workshop in Applied Econometrics, Wien, Österreich, 13.05-13.05. (Details)
  Frühwirth-Schnatter, Sylvia, Pittner, Stefan, Weber, Andrea, Winter-Ebmer, Rudolf. 2013. Model-Based Clustering for Studying the Impact of Bankruptcy on the Employee's Future. 20th Summer Working Group on Model-Based Clustering, Bologna, Italien, 21.07.-27.07.. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Multivariate Financial Time Series via Bayesian Factor Stochastic Volatility Models. y-BIS 2013: Joint Meeting of Young Business and Industrial Statisticians, Mimar Sinan Fine Arts University, Istanbul, Türkei, 19.09.-21.09. Invited Talk (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. Joint Statistical Meetings, Montréal, Kanada, 03.08.-08.08. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Meielisalp Workshop and Summer School, Leissigen, Schweiz, 30.06-04.07. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. European Financial Management Association Annual Meetings, Reading, Großbritannien, 26.06-29.06. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models. 1st Bayesian Young Statisticians Meeting (BAYSM 2013), Milano, Italien, 05.06.-06.06. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Dealing with Stochastic Volatility in (Financial) Time Series: A Bayesian Approach. 1st WU-Workshop in Applied Econometrics (WUWAETRIX), WU Vienna University of Economics and Business, Österreich, 13.05. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. 1st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, IHS Wien, Österreich, 02.05.-04.05. (Details)
2012 Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Strategies for Boosting MCMC Estimation of Multivariate Factor Stochastic Volatility (SV) Models. 17th Young Statisticians Meeting, Piran, Slowenien, 12.10.-14.10. Invited Talk (Details)
  Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2012. Exploring the Performance of Government Debt Issuance. 10th INFINITI Conference, Dublin, Irland, 11.06.-12.06.. (Details)
  Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2012. Exploring the Performance of Government Debt Issuance. 4th IFABS Conference, Valencia, Spanien, 18.06.-20.06.. (Details)
  Humer, Stefan. 2012. Returns to Education in Europe under Model Uncertainty. NOeG Annual Conference, Wien, Österreich, 18.05.-19.05.. (Details)
2011 Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Improving MCMC Efficiency for Bayesian SV Estimation by Non-Centering and Interweaving. 17th European Young Statisticians Meeting, Universidade Nova de Lisboa, Portugal, 05.09.-09.09. Invited Talk (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), Senate House, University of London, Großbritannien, 17.12.-19.12. (Details)
  Kaulich, Florian. 2011. Recent Trends in Export Diversification and Technological Change. UNIDO Expert Group Meeting on Green Economy, Sustainable Innovation, and Structural Change Challenges and Opportunities, Jakarta, Indonesia, 07.03. (Details)
2010 Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2010. Efficient Bayesian Inference for Stochastic Volatility Models. 4th CSDA International Conference on Computational and Financial Econometrics (CFE'10), Senate House, University of London, Großbritannien, 10.12.-12.12. (Details)
2009 Crespo Cuaresma, Jesus, Gschwandtner, Adelina. 2009. Explaining the persistence of profits: A time-varying approach. ANNUAL MEETING OF THE AUSTRIAN ECONOMIC ASSOCIATION NOeG, Linz, Österreich, 22.09-23.09. (Details)
2008 Sonntag, Axel, Schubert, Uwe. 2008. Input-output-analysis as a holistic approach to evaluate and rank energy policy actions. Adcances in Energy Studies - 6th Biennial International Workshop, Graz, Austria, Österreich, 29.06.-02.07. (Details)
2006 Schneider, Paul. 2006. Approximations of Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models. Multivariate Modelling in Finance and RiskManagement, Sandbjerg, Dänemark, Juni . (Details)
1995 Hauser, Michael. 1995. Long Range Dependence in International Output Series: A Reexamination. Econometric Society 7th World Congress, Tokyo, Japan, 22.08.-29.08. (Details)
1993 Hauser, Michael, Kunst, Robert M. 1993. Fractionally Intergated Models with ARCH Errors. European Meeting of the Econometric Society, Uppsala, Schweden, 22.08.-26-08. (Details)
  Hauser, Michael. 1993. The Nile River Data: Long Range Dependence or a Shift in The Mean? Biometrisches Kolloquium, Wiener Biometrische Sektion der Internationalen Biometrischen Gesellschaft, Wien, Österreich, 15.12. (Details)
1992 Hauser, Michael. 1992. Long Memory in Wiener Wertpapierkursen. Austrian Working Group on Banking and Finance, Graz, Österreich, 03.04.-04.04. (Details)
  Hauser, Michael. 1992. Long Range Dependence in Economic Series: Aggregate Output, Stock Prices and Exchange Rates. IFAC (International Federation of Automatic Control) Workshop on Economic Time Series Analysis and System Identification, ESI'92, Vienna, Österreich, 01.07.-03.07. (Details)
  Hauser, Michael, Pötscher, Benedikt M., Reschenhofer, Erhard. 1992. Measuring Persistence in Aggregate Output: ARMA Models, Fractionally Integrated ARMA Models and Nonparametric Procedures . European Meeting of the Econometric Society, Brussels, Belgien, 24.08.-28.08. (Details)
1989 Hauser, Michael. 1989. Strategisches Entscheidungsmodell in der Pflanzenproduktion. Österreichische Gesellschaft für Operations Research, Wr. Neustadt, Österreich, 07.12. (Details)
1988 Hauser, Michael. 1988. The Existence of Weak and Strong Neutrality of Aggregate Policy in Macro Models with Rational Expectations. 1988 Australian Meeting of the Econometric Society, Canberra, Australien, 28.08.-31.08. (Details)
1982 Hauser, Michael. 1982. Politique de la demand optimisant la perte de bien-etre par inflation et chomage: le cas de l'economie autrichienne. Journees Internationales d'Etude Analyse Structurelle des Modeles Econometriques, Association d'Econometrie Appliquee, Rotterdam, Niederlande, December. (Details)

Poster presented at an academic conference or symposium

2019 Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2019. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 10th European Seminar on Bayesian Econometrics (ESOBE 2019), St. Andrews, United Kingdom, 02.09.-03.09. (Details)
2018 Schmieder, Julia. 2018. Fertility as a Driver of Maternal Employment. Gender Economics Workshop, Berlin, Germany, 18.10.-19.10. (Details)
  Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. ISBA World Meeting 2018, Edinburgh, United Kingdom, 24.06.-29.06. (Details)
2017 Naqvi, Syed Ali Asjad, Zwickl, Klara. 2017. 50 Shades of Green. Annual ESEE Conference, Budapest, Hungary, 20.06-23.06. (Details)
  Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria, 08.06.-09.06. (Details)
2016 Schmieder, Julia. 2016. Individual Job Displacement and Family Labor Supply . Evidence-Based Economics Summer Meeting, Munich, Deutschland, 07.09-09.09. (Details)
  Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2016. Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. 7th European Seminar on Bayesian Econometrics (ESOBE 2016), Venice, Italy, 27.10.-28.10. (Details)
  Crespo Cuaresma, Jesus and Doppelhofer, Gernot and Feldkircher, Martin and Huber, Florian. 2016. US monetary policy in a globalized world. NBER-NSF time series workshop, Wien, Österreich, 25.9. - 26.9. (Details)
  Hauser, Michael. 2016. Using profit persistence to predict stock returns: An alternative model. ITISE 2016 International Work-Conference on Time Series Analysis, Granada, Spain, 27.06.-29.06. (Details)
2015 Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models. 30th International Workshop on Statistical Modelling (IWSM 2015), Linz, Österreich, 06.07.-10.07. (Details)
2014 Pittner, Stefan, Frühwirth-Schnatter, Sylvia. 2014. Clustering of Categorical Time Series by Modelling Their Time-Varying Dynamics. 21st Summer Working Group on Model-Based Clustering, Dublin, Irland, 20.07.-26.07.. (Details)
  Pittner, Stefan, Frühwirth-Schnatter, Sylvia. 2014. Individual Textile Shopping Data - Typical Temporal Patterns and Forecasting Through Model-Based Clustering. International Society for Bayesian Analysis World Meeting, Cancun, Mexiko, 14.07.-18.07.. (Details)
2013 Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2013. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection.. European Seminar on Bayesian Econometrics (ESOBE), Oslo, Norwegen, 22.08-23.08. (Details)
2012 Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2012. Time-Varying Parameter Models -Achieving Shrinkage and Variable Selection. European Seminar on Bayesian Econometrics (ESOBE), Wien, Wien, Österreich, 01.11-02.11. (Details)
  Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. European Seminar on Bayesian Econometrics (ESOBE), Wien, Österreich, 01.11.-02.11. (Details)
2011 Kastner, Gregor, Frühwirth-Schnatter, Sylvia. 2011. Efficient Bayesian Inference for Stochastic Volatility Models. Workshop on Bayesian Inference for Latent Gaussian Models with Applications, Universität Zürich, Schweiz, 02.02.-05.02. (Details)
1997 Hauser, Michael. 1997. Maximum Likelihood Estimation of Low Order ARFIMA Models: A Monte Carlo Study. 8th (EC)^2 Conference on Finite Sample and Asymptotic Methods in Econometrics, Amsterdam, Niederlande, 11.12.-13.12. (Details)

Working/discussion paper, preprint

2019 Augustin, Sophie, Rroshi, Daniela, Schneebaum, Alyssa. 2019. A Chance for Change? Social Attitudes Towards Immigration and the Educational Opportunity of Immigrants' Children. open access (Details)
  Pennerstorfer, Dieter, Yontcheva, Biliana. 2019. How to Draw the Line: A Note on Local Market Definition. JKU Linz Working Papers. (Details)
  Zens, Gregor, Böck, Maximilian, Zörner, Thomas. 2019. Of clerks & cleaners: the heterogeneous impact of monetary policy on the US labor market. WU Economics Working Paper Series, No. 297. (Details)
  Böck, Maximilian, Zörner, Thomas. 2019. The Impact of Credit Market Sentiment Shocks – A TVAR Approach. WU Economics Working Paper Series, No. 288. (Details)
  Badinger, Harald, Nitsch, Volker. 2019. What Do Central Bankers Do? Evidence from the European Central Bank's Executive Board. (Details)
2018 Hauzenberger, Niko, Böck, Maximilian, Pfarrhofer, Michael, Stelzer, Anna, Zens, Gregor. 2018. Implications of macroeconomic volatility in the Euro area. (Details)
  Badinger, Harald. 2018. European Integration and the Future Institutions of Europe. (Details)
  Bachtrögler, Julia, Oberhofer, Harald. 2018. Euroscepticism and EU Cohesion Policy: The Impact of Micro-Level Policy Effectiveness on Voting Behavior . (Details)
  Pfarrhofer, Michael, Piribauer, Philipp. 2018. Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models. (Details)
  Schmieder, Julia. 2018. Job Displacement, Family Dynamic, and Spousal Labor Supply. Centre for Economic Policy Research Discussion Paper. open access (Details)
  Halla, Martin, Schmieder, Julia, Weber, Andrea. 2018. Job Displacement, Family Dynamics and Spousal Labor Supply. IZA Discussion Papers. open access (Details)
  Hauzenberger, Niko, Huber, Florian. 2018. Model instability in predictive exchange rate regressions. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael, Sellner, Richard. 2018. Revisiting Time as a Trade Barrier: Evidence from a Panel Structural Gravity Model. (Details)
  Huber, Florian, Pfarrhofer, Michael, Zörner, Thomas. 2018. Stochastic model specification in Markov switching vector error correction models. (Details)
  Kukuvec, Anja, Oberhofer, Harald. 2018. The Propagation of Business Sentiment within the European Union. (Details)
2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. (Details)
  Hirsch, Corne­lius, Oberhofer, Harald. 2017. Bila­teral Trade Agree­ments and Trade Distor­tions in Agri­cul­tural Markets. (Details)
  Jestl, Stefan, Moser, Mathias, Raggl, Anna. 2017. Can't Keep Up with the Joneses: How Relative Deprivation Pushes Internal Migration in Austria. (Details)
  Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. (Details)
  LeSage, James P., Fischer, Manfred M. 2017. Cross-sectional dependence model specifications in a static trade panel data setting. open access (Details)
  Naqvi, Syed Ali Asjad, Stockhammer, Engelbert. 2017. Directed Technological Change in an Ecological Macromodel. open access (Details)
  Oberhofer, Harald, Schwinner, Marian. 2017. Do Individual Salaries Depend on the Performance of the Peers? Prototype Heuristic and Wage Bargaining in the NBA. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael. 2017. Estimating the Trade and Welfare Effects of Brexit. A Panel Data Structural Gravity Model. (Details)
  Kubin, Ingrid, Zörner, Thomas. 2017. Human Capital in a Credit Cycle Model. WU Economics Working Paper Series, No. 251. (Details)
  Marchenko, Maria. Forthcoming. Peer effects in art prices. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and Small Versus Simple and Sizeable: When Does it Pay Off to Introduce Drifting Coefficients in Bayesian VARs? (Details)
  Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. (Details)
  Essletzbichler, Jürgen, Disslbacher, Franziska, Moser, Mathias. 2017. The victims of neoliberal globalization and the rise of the populist vote: A comparative analysis of three recent electoral decisions. (Details)
  Huber, Florian, Zörner, Thomas. 2017. Threshold cointegration and adaptive shrinkage. WU Economics Working Paper Series, No. 250. open access (Details)
2016 Bitto, Angela, Frühwirth-Schnatter, Sylvia. 2016. Achieving Shrinkage in a Time-Varying Parameter Model Framework. (Details)
  Humer, Stefan, Moser, Mathias, Schnetzer, Matthias. 2016. Bequests and the Accumulation of Wealth in the Eurozone. INEQ Working Paper Series 1. open access (Details)
  Marchenko, Maria. 2016. Endogenous Shocks in Social Networks: Exam Failures and Friends' Future Performance. (Details)
  Rao, Narasimha, Sauer, Petra, Pachauri, Shonali. 2016. Explaining Income Inequality in Countries: An Integrated Approach. INEQ Working Paper Series 2. (Details)
  Labaj, Martin and Morvay, Karol and Silanic, Peter and Weiss, Christoph and Yontcheva, Biliana. 2016. Market Structure and Competition in Transition: Results from a Spatial Analysis. Department of Economics Working Paper Series, 218. (Details)
  Kastner, Gregor. 2016. Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. (Details)
  Sauer, Petra. 2016. The Role of Age and Gender in Education Expansion. INEQ Working Paper Series 4. (Details)
  Marchenko, Maria, Mammen, Enno. 2016. Weighted Average Estimator in Nonparametric Quantile Regression for the Data of Higher Dimensions. (Details)
2015 Kastner, Gregor. 2015. Heavy-Tailed Innovations in the R Package stochvol. R Package Vignette. open access (Details)
  Kastner, Gregor. 2015. Dealing with Stochastic Volatility in Time Series Using the R Package stochvol. R Package Vignette. (Details)
  Badinger, Harald, Fichet de Clairfontaine, Aurélien, Reuter, Wolf Heinrich. 2015. Fiscal Rules and Twin Deficits: The Link between Fiscal and External Balances. (Details)
  Foster-McGregor, Neil, Kaulich, Florian, Stehrer, Robert. 2015. Global Value Chains in Africa. ISID Working Paper 04/2015, United Nations Industrial Development Organization (UNIDO). (Details)
  Badinger, Harald, Reuter, Wolf Heinrich. 2015. The Case for Fiscal Rules. (Details)
2014 Badinger, Harald, Crespo Cuaresma, Jesus. 2014. Aggregravity: Estimating Gravity Models from Aggregate Data. (Details)
  Badinger, Harald, Egger, Peter. 2014. Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances. (Details)
  Bachtrögler, Julia, Badinger, Harald, Fichet de Clairfontaine, Aurélien, Reuter, Wolf Heinrich. 2014. Summarizing Data using Partially Ordered Set Theory: An Application to Fiscal Frameworks in 97 Countries. (Details)
2013 Csereklyei, Zsuzsanna, Humer, Stefan. Forthcoming. Projecting Long-Term Primary Energy Consumption with Error Correction Models. WU Working Papers in Economics. (Details)
  Foster-McGregor, Neil, Isaksson, Anders, Kaulich, Florian. 2013. Foreign Ownership and Labour Markets in sub-Saharan African Manufacturing and Services Firms. BIT Working Paper 01/2013, United Nations Industrial Development Organization (UNIDO). (Details)
  Foster-McGregor, Neil, Isaksson, Anders, Kaulich, Florian. 2013. Foreign ownership and performance in sub-Saharan African manufacturing and services. BIT Working Paper 03/2013, United Nations Industrial Development Organization (UNIDO). (Details)
  Foster-McGregor, Neil, Isaksson, Anders, Kaulich, Florian. 2013. Importing, Exporting and Performance in Sub-Saharan African Manufacturing Firms. wiiw Working Paper No. 96, Vienna Institute for International Economic Studies (wiiw). (Details)
  Foster-McGregor, Neil, Isaksson, Anders, Kaulich, Florian. 2013. Importing, Exporting and the Productivity of Services Firms in Sub-Saharan Africa. BIT Working Paper 05/2013, United Nations Industrial Development Organization (UNIDO). (Details)
  Foster-McGregor, Neil, Isaksson, Anders, Kaulich, Florian. 2013. Outward Foreign Direct Investment, Exporting and Firm-Level Performance in sub-Saharan Africa. BIT Working Paper 07/2013, United Nations Industrial Development Organization (UNIDO). (Details)
  Badinger, Harald, Egger, Peter. 2013. Spacey Parents and Spacey Hosts in FDI. (Details)
  Badinger, Harald, Mühlböck, Monika, Nindl, Elisabeth, Reuter, Wolf Heinrich. 2013. Theoretical vs. Empirical Power Indices: Do Preferences Matter? (Details)
2012 Csereklyei, Zsuzsanna, Humer, Stefan. 2012. Modelling Primary Energy Consumption under Model Uncertainty. WU Working Papers in Economics Nr. 147. (Details)
  Badinger, Harald, Nindl, Elisabeth. 2012. Globalization, Inequality, and Corruption. (Details)
  Badinger, Harald, Antonakakis, Nikolaos. 2012. Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (Details)
2011 Arvanitis, Spyros, Fuchs, Barbara, Wörter, Martin. 2011. External End User and Innovation Performance. KOF Working Paper, No.276. (Details)
  Schiefer, Jan, Hartmann, Monika, Gschwandtner, Adelina 2011 Industry, firm, year, and country effects on profitability in EU food processing (Details)
2006 Schneider, Paul. 2006. Globally Optimal Parameter Estimates for Nonlinear Diffusion Processes with Expected Likelihood. (Details)
  Schneider, Paul. 2006. Approximations for Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models. (Details)

Research report, expert opinion

2019 Oberhofer, Harald, Streicher, Gerhard. 2019. Die Handelseffekte der österreichischen EU-Mitgliedschaft 25 Jahre nach der Volksabstimmung. Wien:FIW. (Details)
  Humer, Stefan. 2019. Entwicklung und Verteilung der Lebenserhaltungskosten. Wien:Sozialministerium, Armutsplattform. (Details)
  Humer, Stefan. 2019. Sommerdialog "Steuergerechtigkeit" Wien:Österreichischer Gewerkschaftsbund. (Details)
  Wolfmayr, Yvonne, Friesenbichler, Klaus, Oberhofer, Harald, Pfaffermayr, Michael, Siedschlag, Iulia, Di Ubaldo, Mattia, Tong Koecklin, Manuel, Yan, Weijie. 2019. The Performance of the Single Market for Goods After 25 Years. Vienna:Austrian Institute of Economic Research. (Details)
2017 Meyer, Birgit Elisabeth. 2017. Integration into Global Value Chains and Innovation Activities of Indian Firms. Wien:UNIDO. (Details)
2016 Christen, Elisabeth , Bilek-Steindl, Sandra , Glocker, Christian, Oberhofer, Harald. 2016. Austria 2025 – Austria's Competitiveness and Export Potentials in Selected Markets. Wien:WIFO. (Details)
  Christen, Elisabeth, Oberhofer, Harald. 2016. Exportpotentiale für die österreichische Wirtschaft: Eine Analyse relevanter Angebotsfaktoren. Vienna:FIW. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Gesamtabgabenstatistik der österreichischen Privathaushalte. Wien:WU. (Details)
  Oberhofer, Harald, Glocker, Christian , Hölzl, Werner , Huber, Peter , Kaniovski, Serguei , Nowotny, Klaus , Pfaffermayr, Michael , Ebell , Monique , Kontogiannis, Nikolaos . 2016. Single Market Transmission Mechanisms Before, During and After the 2008-09 Crisis: A Quantitative Assessment. Vienna:Austrian Institute of Economic Research. (Details)
  Moser, Mathias, Humer, Stefan. 2016. Zur kalten Progression und den Verteilungswirkungen ihrer Abgeltung. Wien:WU. (Details)
2013 Meyer, Birgit Elisabeth, Görg, Holger. 2013. Economic Mass, Geography and Economic Policy: Implications of Gravity Models for Eurasian Trade. Washington, DC:World Bank. (Details)

Textbook

2012 Hackl, Peter. 2012. Einführung in die Ökonometrie. 2., aktualisierte Auflage. München: Pearson Studium. (Details)

Lecture notes/article in lecture notes

2009 Hauser, Michael. 2009. Angewandte Ökonometrie/Ökonometrie 3. Wien: Eigenverlag. (Details)

Multimedia

2019 Moser, Mathias, Humer, Stefan, Derndorfer, Judith. 2019. inequalityin.eu. Interactive Webpage. (Details)
2014 Moser, Mathias. 2014. ATINEQ: Ungleichheit in Österreich. INEQ@WU. (Details)

Media report

2018 Crespo Cuaresma, Jesus, Oberhofer, Harald, Schwarz, Gerhard. 2018. Auf dem Datenfriedhof. (Details)
2017 Badinger, Harald, Crespo Cuaresma, Jesus, Oberhofer, Harald. 2017. Pseudowissenschaft in der Volkswirtschaftslehre. (Details)
  Badinger, Harald, Crespo Cuaresma, Jesus, Oberhofer, Harald. 2017. Warum Protektionismus (langfristig) schädlich ist. (Details)
  Badinger, Harald, Crespo Cuaresma, Jesus, Oberhofer, Harald. 2017. Zahlenzauber oder seriöse Wirtschaftspolitik? (Details)
2016 Meyer, Birgit Elisabeth, Donaubauer, Julian, Nunnenkamp, Peter. 2016. Aid-financed infrastructure promotes foreign direct investment. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Aus für kalte Progression besser für Gutverdiener. (Details)
  Humer, Stefan. 2016. Die ganz normale Armutsfalle. (Details)
  Humer, Stefan. 2016. Junge verdienen heute deutlich besser als ihre Eltern früher. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Kalte Progression: Gleichmäßige Entlastung begünstigt Besserverdiener. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Kalte Progression: WU-Studie warnt vor 'Umverteilung nach oben' (Details)
  Humer, Stefan. 2016. Krisensymbol Schere. (Details)
  Humer, Stefan. 2016. Nachkommen erben immer später, dafür mehr. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Steuerpolitik im ”Blindflug“. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Studie über Steuern: Spitzenverdiener zahlen weniger. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Studie: Frischer Stoff für den Steuerstreit. (Details)
  Humer, Stefan, Moser, Mathias. 2016. Studie: Ganz oben sinkt die Abgabenbelastung wieder. (Details)
  Humer, Stefan. 2016. Wie viel Menschen wie Sie verdienen Die Einkommensverteilung in Österreich, aufgeschlüsselt nach Geschlecht, Bildung und Alter - wo liegen Sie? (Details)
2014 Meyer, Birgit Elisabeth, Donaubauer, Julian, Nunnenkamp, Peter. 2014. The crucial role of infrastructure in attracting FDI. (Details)
  Meyer, Birgit Elisabeth, Hühne, Philipp, Nunnenkamp, Peter. 2014. Who benefits from aid-for-trade? (Details)
2013 Meyer, Birgit Elisabeth, Hühne, Philipp, Nunnenkamp, Peter. 2013. Entwicklungshilfe primär im Eigeninteresse der Geberländer? Das Aid-for-Trade Programm unter der Lupe. (Details)
  Meyer, Birgit Elisabeth, Nunnenkamp, Peter, Hühne, Philipp. 2013. Who benefits from aid-for-trade? . (Details)
2011 Hauser, Michael. 2011. Ökonometrische Modellspezifikation and positivistische Sparsamkeit. (Details)

Dissertation

2016 Meyer, Birgit Elisabeth. 2016. Aid, Trade and Foreign Direct Investment. Dissertation, University of Kiel. (Details)
2015 Humer, Stefan. 2015. Intergenerational Aspects of Inequality. Dissertation, WU Vienna . (Details)

Master thesis

2016 Radakovics, Stefan. 2016. The Information Content of ITS Data for the Creditworthiness of Large European Banks ¿ With Focus on Financially Healthy Countries. Masterarbeit, Vienna University of Economics and Business. (Details)
2014 Rroshi, Daniela. 2014. Labour market outcomes of immigrants in Austria: with a special focus on over-qualification. Masterarbeit, Universität Wien. (Details)

Diploma thesis

2011 Sauer, Petra. 2011. The Distribution of Education and Economic Development. Diplomarbeit, Vienna University of Economics and Business. (Details)
2001 Sorger, Helmut. 2001. Die Transmission monetärer Impulse in der Europäischen Wirtschafts- und Währungsunion. Diplomarbeit, Wirtschaftsuniversität Wien. (Details)

Magazine/newspaper article

2019 Hosszejni, Darjus, Kastner, Gregor. 2019. stochvol 2.0.0 - Stochastic volatility models with leverage in R. The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis, 26.03.19 (Details)
2014 Posekany, Alexandra, Bitto-Nemling, Angela, Kastner, Gregor. 2014. News from BAYSM 2014. The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis , 13.10.14 (Details)

Unpublished lecture

2019 Meyer, Birgit Elisabeth, Donaubauer, Julian, Glas, Alexander, Nunnenkamp, Peter. 2019. The Impact of infrastructure on trade and FDI using a new index of infrastructure. FIW-wiiw Seminars in International Economics, wiiw, 28.01.19 (Details)
2018 Rroshi, Daniela, Schneebaum, Alyssa, Augustin, Sophie. 2018. Einstellungen gegenüber MigrantInnen und die Bildungsmobilität zwischen den Generationen . 10. Dialogforum der Donauuniversität Krems, Krems, 19.09.18 (Details)
  Kastner, Gregor. 2018. Efficient Bayesian Estimation of Univariate and Multivariate Stochastic Volatility Models. Summer School in Bayesian Econometrics, University of Kopenhagen, 10.08.18 (Details)
  Kastner, Gregor. 2018. Ökonometrie zwischen Frequentismus und Bayes: Die Bayesianische Perspektive. SOLVXII - Debatten in der Ökonomie, WU Wien, 31.05.18 (Details)
  Loy, Jens-Peter, Pennerstorfer, Dieter, Rroshi, Daniela, Weiss, Christoph, Yontcheva, Biliana. 2018. Consumer Search and the Speed of Price Transmission. Economic Research Seminar, Bratislava, 30.05.18 (Details)
  Meyer, Birgit Elisabeth, Donaubauer, Julian, Glas, Alexander , Nunnenkamp, Peter. 2018. Disentangling the impact of infrastructure on trade using a new index of infrastructure. Internal Research Seminar Department of Economics, WU, 16.01.18 (Details)
  Meyer, Birgit Elisabeth. 2018. How deep is your love? Innovation, Upgrading and the Depth of Internationalization. Seminar, Unido, Unido, 01.01.18 (Details)
2017 Augustin, Sophie, Rroshi, Daniela, Schneebaum, Alyssa. 2017. Social Attitudes Towards Immigrants and Intergenerational Educational Mobility. Internal Research Seminar, WU Vienna, 21.11. (Details)
  Rroshi, Daniela, Pennerstorfer, Dieter, Loy, Jens-Peter, Yontcheva, Biliana, Weiss, Christoph. 2017. Consumer Search and the Speed of Price Transmission. 10th Geoffrey J.D. Hewings Regional Economics Workshop, Wien, 25.09. (Details)
  Humer, Stefan, Moser, Mathias. 2017. Einkommens- und Vermögensungleichheit in Österreich - Reformoptionen für ein modernes Steuersystem. Dialogforum "Steuergerechtigkeit" St. Pölten, 19.09. (Details)
  Meyer, Birgit Elisabeth. 2017. Integration into Global Value Chains and Innovation Activities of Indian Firms. Expert Group Meeting on Global Value Chains and International Cooperations on Industrial Capacity with a Focus on China, South-East and South Asian Countries at UNIDO, Wien, 04.09.17 (Details)
  Rroshi, Daniela, Loy, Jens-Peter, Pennerstorfer, Dieter, Yontcheva, Biliana, Weiss, Christoph. 2017. Consumer Search and the Speed of Price Transmission. PSE Summer School Workshop , Paris, Frankreich, 07.07. (Details)
  Rroshi, Daniela, Pennerstorfer, Dieter, Yontcheva, Biliana, Weiss, Christoph, Loy, Jens-Peter. 2017. Consumer Search and the Speed of Price Transmission. ISWG Workshop "Empirical Economics" Innsbruck, Österreich, 29.06. (Details)
  Augustin, Sophie, Schneebaum, Alyssa, Rroshi, Daniela. 2017. Social Attitudes Towards Immigrants and Intergenerational Educational Mobility. Workshop in Applied Econometrics (WUWAETRIX-5), , WU Vienna, 14.06. (Details)
  Kastner, Gregor. 2017. Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. Brown Bag Seminar, Institute for Statistics and Mathematics, 08.03. (Details)
2016 Humer, Stefan. 2016. Vermögenskonzentration: Immer mehr für immer weniger? MehrGleichheit, Berlin, 28.11. (Details)
  Pennerstorfer, Dieter, Loy, Jens-Peter, Yontcheva, Biliana, Weiss, Christoph, Rroshi, Daniela. 2016. Consumer Search and the Speed of Price Transmission. Internal Economic Research Seminar of the Department of Economics , Payerbach, Österreich, 04.06. (Details)
  Humer, Stefan and Moser, Mathias. 2016. Aktuelle Schwerpunkte der Verteilungsforschung. Workshop, Rechnungshof, 08.04. (Details)
  Humer, Stefan. 2016. Mikrosimulationsmodell TAXSIM. Workshop Ökologisierung des Steuersystems, BMLFUW, Wien, 17.03. (Details)
  Moser, Mathias. 2016. Lügen für Fortgeschrittene: Bayesianische Statistik in der Ökonom(etr)ie. Arbeitsgemeinschaft Mathematik NÖ, St. Pölten, 16.02. (Details)
2015 Kaulich, Florian. 2015. Global Value Chains in Africa. WU Competence Day: Economic Thinking, Vienna (Austria), 16.12. (Details)
  Kastner, Gregor. 2015. Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices. Brown Bag Seminar, Institute for Statistics and Mathematics, 18.11. (Details)
2013 Kastner, Gregor. 2013. Bayes Goes Finance: A Simulation-Based Approach to Dealing With Heteroskedasticity in Time Series. Diskussionsforum Junge Statistik, Wien, 21.03. (Details)
2001 Hauser, Michael, Kunst, Robert M.. 2001. Fractionally Integrated Models with ARCH Errors. Ökonometrisches Forschungseminar, IHS, Wien, 01.12. (Details)
1992 Hauser, Michael. 1992. Testing for Long Memory in Short-Run Dependent and Heteroscedastic Data. Ökonometrisches Forschungsseminar, IHS, Wien, 12.11. (Details)
  Hauser, Michael, Pötscher, Benedikt M., Reschenhofer, Erhard. 1992. Measuring Persistence in Aggregate Output: ARMA Models, Fractionally Integrated Models and Nonparametric Procedures. Ökonometrisches Forschungsseminar, IHS, Wien, 10.06. (Details)
1991 Hauser, Michael. 1991. Nichtganzzahlig integrierte Prozesse. Ökonometrisches Forschungsseminar, IHS, Wien, 20.06. (Details)

Miscellaneous

2019 Bachtrögler, Julia, Oberhofer, Harald. 2019. EU-Skepsis und die europäische Regionalpolitik: Fördert effektive Politikumsetzung die Zustimmung für proeuropäische Parteien? ÖGfE Policy Brief No.11/2019. (Details)
2018 Oberhofer, Harald, Streicher, Gerhard , Wolfmayr, Yvonne. 2018. Der Handelsstreit zwischen der EU und den USA: Abschaffung von Autozöllen als Ausweg aus dem Konflikt? WIFO Policy Brief. (Details)
  Oberhofer, Harald, Pfaffermayr, Michael. 2018. Die Handels- und Wohlfahrtseffekte eines ungeordneten Ausscheidens Großbritanniens aus der EU . ÖGfE Policy Brief No.23/2018. (Details)
2017 Christen, Elisabeth, Bilek-Steindl, Sandra , Glocker, Christian, Oberhofer, Harald. 2017. Österreich 2025 - Österreichs Wettbewerbsposition und Exportpotentiale auf ausgewählten Zukunftsmärkten. http://www.wifo.ac.at/publikationen?detail-view=yes&publikation_id=59264. (Details)

Software

2017 Kastner, Gregor. 2017. stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models. open access (Details)
  Kastner, Gregor. 2017. factorstochvol: Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models. (Details)

Projects

2018
Collective Reputation and the Price of Wine: Empirical Evidence for Austria (2018-2019) (Details)
2014
Time use and wellbeing in Vienna (2014-2015) (Details)
Socially Responsible Investment (SRI) as emergent risk prevention in the aftermath of the 2008/09 World Financial Crisis (Details)
Global Responsible Intergenerational Leadership (Details)
2008
Tax competition in the enlarged European Union (2008-2009) (Details)
2005
Modelling of cost benefit effects of gender sensitive measures at operational level (2005-2006) (Details)
Wage dispersion in and between nonprofit organisations. A quantitative analysis for Austria. (2005-2008) (Details)
Common structures in spatial econometrics (2005-2007) (Details)
2003
The Empirical Relevance of Taxes on Capital for Location Descisions of Multinationals Enterprises (2003-2007) (Details)
InterSymp. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions (2003-2008) (Details)
2000
Tax revenue forecasting and estimation in Austria (2000-2002) (Details)
1999
Input-output analysis (1999-2010) (Details)
Forecasting foreign exchange rates using high frequency data (1999-2002) (Details)
Estimating the term structure for USA, UK, Japan, Germany and Austria using daily bond prices (1999-1999) (Details)
Development of an evaluation instrument for agricultural policy measures on a regional level with special consideration of regional sustainability (1999-2001) (Details)
Growth and employment in Europe: Sustainability and competitiveness (1999-2010) (Details)
1998
Knowledge University - Industry Relations and Knowledge Spillovers from University within the Austrian Innovation System (with ARC Systems Research) (1998-1999) (Details)
Stochastic optimization of multi-period asset allocation problems (1998-2010) (Details)
1997
Multiperiod asset returns (1997-1998) (Details)
1994
Estimation and testing the multifactor Cox-Ingersoll-Ross model of the term structure (1994-1999) (Details)
  • Antonakakis, Nikolaos (Former researcher)
  • Badinger, Harald (Details)
  • Bartkowska, Monika (Former researcher)
  • Bredendiek, Maximilian (Former researcher)
  • Burgholzer, Wolfgang (Former researcher)
  • Csereklyei, Zsuzsanna (Former researcher)
  • Eisl, Alexander (Details)
  • Geyer, Alois (Details)
  • Gruber, Kathrin (Former researcher)
  • Gschwandtner, Adelina (Former researcher)
  • Gude, Stefanie (Former researcher)
  • Hackl, Peter (Former researcher)
  • Hauser, Michael (Details)
  • Hölzl, Werner (Former researcher)
  • Hosszejni, Darjus (Details)
  • Huber, Florian (Former researcher)
  • Humer, Stefan (Details)
  • Kastner, Gregor (Details)
  • Kaulich, Florian (Details)
  • Koller, Wolfgang (Former researcher)
  • Kügler, Agnes (Former researcher)
  • List, Emanuel (Details)
  • Mahlberg, Bernhard (Details)
  • Mantler, Hans-Christian (Former researcher)
  • Marchenko, Maria (Details)
  • Meyer, Birgit Elisabeth (Details)
  • Mitterling, Thomas (Details)
  • Moser, Mathias (Details)
  • Müller, Werner (Former researcher)
  • Naqvi, Syed Ali Asjad (Former researcher)
  • Nindl, Elisabeth (Former researcher)
  • Oberhofer, Harald (Details)
  • Pamminger, Christoph (Former researcher)
  • Petrag, Robert (Former researcher)
  • Pfarrhofer, Michael (Details)
  • Pittner, Stefan (Former researcher)
  • Prettner, Catherine (Details)
  • Riedl, Aleksandra (Former researcher)
  • Rroshi, Daniela (Details)
  • Rudloff, Christian (Former researcher)
  • Schmieder, Julia (Former researcher)
  • Schnetzer, Matthias (Details)
  • Sonntag, Axel (Details)
  • Stephany, Fabian (Former researcher)
  • Voigt, Stefan (Details)
  • Waltl, Sofie (Details)
  • Wild, Michael (Former researcher)
  • Winkler, Gerhard (Details)
  • Wöckl, Jürgen (Details)
  • Yontcheva, Biliana (Details)
  • Zörner, Thomas (Details)
  • Zuba, Martin (Former researcher)