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Paul Hofmarcher

Dr.rer.soc.oec. Paul Hofmarcher
Telephone:
+43 1 31336 4514
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2008
Graduation Mag.nat
2004
Graduation Mag.rer.soc.oec

Researcher Identifier

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Awards and Honors

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Classifications

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Expertise

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Activities

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Publications

Journal article

2018 Hofmarcher, Paul, Crespo Cuaresma, Jesus, Humer, Stefan, Grün, Bettina, Moser, Mathias. 2018. Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum. Journal of Macroeconomics. 57 150-165. (Details)
  Vana, Laura, Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt. 2018. Identifying key factors in accounting-based models of credit risk based on a predictive model averaging approach. Advances in Quantitative Analysis of Finance and Accounting. 16 117-146. (Details)
2016 Crespo Cuaresma, Jesus, Grün, Bettina, Hofmarcher, Paul, Humer, Stefan, Moser, Mathias. 2016. Unveiling Covariate Inclusion Structures In Economic Growth Regressions Using Latent Class Analysis. European Economic Review, 81, 189-202. open access (Details)
2015 Hofmarcher, Paul, Crespo Cuaresma, Jesus, Grün, Bettina, Hornik, Kurt. 2015. Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors. Journal of Forecasting 34, 133-144. open access (Details)
2014 Moser, Mathias, Hofmarcher, Paul. 2014. Model Priors revisited: Interaction terms in BMA Growth Applications. Journal of Applied Econometrics 29 (2): S. 344-347. (Details)
  Hofmarcher, Paul, Kerbl, Stefan, Grün, Bettina, Sigmund, Michael, Hornik, Kurt. 2014. Model uncertainty and aggregated default probabilities: New evidence from Austria. Applied Economics, 46, (8), 871-879. (Details)
2013 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2013. Deriving consensus ratings of the big three rating agencies. Journal of Credit Risk 9 (1): 75-98. open access (Details)
  Hofmarcher, Paul, Hornik, Kurt. 2013. First significant digits and the credit derivative market during the financial crisis. Contemporary Economics 7 (2): 21-29. (Details)
  Rusch, Thomas, Hofmarcher, Paul, Hatzinger, Reinhold, Hornik, Kurt. 2013. Model trees with topic model pre-processing: An approach for data journalism illustrated with the Wikileaks Afghanistan war logs. Annals of Applied Statistics 7 (2): 613-639. open access (Details)
2011 Hofmarcher, Paul, Theußl, Stefan, Hornik, Kurt. 2011. Do Media Sentiments Reflect Economic Indices?. Chinese Business Review 10 (7): 487-492. (Details)

Chapter in edited volume

2013 Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt, Mair, Patrick. 2013. Determining the similarity between US cities using a gravity model for search engine query data.. In: Algorithms from and for Nature and Life - Studies in Classification, Data Analysis, and Knowledge Organization,, Hrsg. Berthold Lausen, Dirk Van den Poel, Alfred Ultsch, 243-250. Wien: Springer. (Details)

Paper presented at an academic conference or symposium

2017 Hofmarcher, Paul. 2017. Dirichlet Process Clustering Model Priors for Reveiling Jointness in BMA Growth Regressions. XX Applied Econmics Meeting, Valencia, Spanien, 08.06.-09.06. (Details)
2016 Hofmarcher, Paul. 2016. Let's have a joint: Measuring Jointness in Bayesian Model Averaging. xix Applied Economics Meeting, Sevilla, Spanien, 09.06.-10.06. (Details)
2015 Hofmarcher, Paul. 2015. Understanding economic growth regressions using latent class analysis. 30th International Workshop Statistical Modelling, Linz, Österreich, 06.07.-10.07. (Details)
  Hofmarcher, Paul. 2015. Unveiling Covariate Inclusion Structures In Economic Growth Regressions Using Latent Class Analysis. XVIII Applied Economics Meeting , Alicante, Spanien, 04.06.-05.06. (Details)
2014 Vana, Laura, Grün, Bettina, Hofmarcher, Paul. 2014. A Predictive Bayesian Model Averaging Approach on Firm Default Probabilities. BAYSM'14 Second Bayesian Young Statisticians Meeting, Vienna, Österreich, 18.09-19.09. (Details)
  Vana, Laura, Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt. 2014. A Predictive Bayesian Model Averaging Approach on Firm Default Probabilities. CFE 2014 8th International Conference on Computational and Financial Econometrics, Pisa, Italien, 06.12-08.12. Invited Talk (Details)
2011 Hofmarcher, Paul, Grün, Bettina, Mair, Patrick, Hornik, Kurt. 2011. Determining the similarity between US cities using a gravity model for search engine query data. GfKl2011, Frankfurt/Main, Deutschland, 31.08-02.09. (Details)
  Hofmarcher, Paul, Rusch, Thomas, Hornik, Kurt, Hatzinger, Reinhold. 2011. Modeling Mortality in the Afghanistan War Logs: Combining topic-models and negative binomial recursive partitioning. GfKl2011, Frankfurt/Main, Deutschland, 31.08-02.09. open access (Details)
  Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt, Kerbl, Stefan, Sigmund, Michael. 2011. Modeling Aggregated Default Probabilities via Penalized Regression Methods. Workshop "Financial Markets & Risk'', Universität Innsbruck, Obergurgl, Österreich, 14.04.-16.04.. (Details)
2010 Hofmarcher, Paul, Hornik, Kurt, Theußl, Stefan. 2010. Do Media Sentiments Reflect Economic Indices. International Conference Operations Research 2010, München, Deutschland, 01.09.-3.09.. (Details)
  Hofmarcher, Paul, Hornik, Kurt, Löcker, Florian. 2010. First Significant Digit Distributions and the Credit Crisis. JSM 2010 - Joint Statistical Meeting, Vancouver, Kanada, 31.07.-05.08.. (Details)
2009 Hofmarcher, Paul, Hornik, Kurt, Pichler, Stefan. 2009. Benford's Law and the CDS Crisis. 24. Workshop Austrian Working Group on Banking & Finance 2009, Wien, Österreich, 4.12. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. Consensus Default Probabilities of the Big Three Rating Aencies. 24. Workshop der Austrian Working Group on Banking and Finance, Fachhochschule des bfi Wien, Österreich, 4.12.-5.12. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Dynamic Latent Variable Approach to Validate Credit Rating Systems. Computational Finance and Financial Engineering, Third R/Rmetrics User and Developer Workshop, Leissingen, Schweiz, 28.06.-02.07.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. The Information Value of Ratings. Konversatorium zum Berufsbild von Mathematikerinnen und Mathematikern: "Finanzmathematik", Universität Wien, Österreich, 10.06.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Dynamic Latent Variable Approach to Validate Credit Rating Systems. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Latent Variable Approach to Validate Credit Rating Systems using R. R Finance 2009, Chicago, Vereinigte Staaten/USA, 24.04.-25.04.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. Extending the Latent Variable Approach to Rating Validation - Including Finite Mixture Distributions and Censored Observations. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04.. (Details)

Working/discussion paper, preprint

2012 Hofmarcher, Paul, Kerbl, Stefan, Grün, Bettina, Sigmund, Michael, Hornik, Kurt. 2012. Model Uncertainty and Aggregated Default Probabilities: New Evidence from Austria. Research Report Series, Institute for Statistics and Mathematics, Report 116. open access (Details)
2011 Hofmarcher, Paul, Crespo Cuaresma, Jesus, Grün, Bettina, Hornik, Kurt. 2011. Fishing Economic Growth Determinants Using Bayesian Elastic Nets. Research Report Series, Institute for Statistics and Mathematics, Report 113. (Details)
  Rusch, Thomas, Hofmarcher, Paul, Hatzinger, Reinhold, Hornik, Kurt. 2011. Modeling Mortality Rates In The WikiLeaks Afghanistan War Logs. Research Report Series, Institute for Statistics and Mathematics, Report 112. (Details)
2010 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2010. Deriving Consensus Ratings of the Big Three Rating Agencies. Research Report Series, Institute for Statistics and Mathematics, Report 99. (Details)
  Hofmarcher, Paul, Hornik, Kurt. 2010. First Significant Digits and the Credit Derivative Market During the Financial Crisis. Research Report Series, Institute for Statistics and Mathematics, Report 101. (Details)

Projects

2010
Modeling Market Implied Ratings (2010-2012) (Details)