- Function:
- Deputy Head of Department
- Phone:
- +43 463 2700 4120
- E-mail:
- Martin [dot] Wagner [at] aau [dot] at
- Room:
- B02.2.68
- Consultation hours:
- Tuesday 16:30-17:30
Books
Neusser, K. & Wagner, M. (2022), Zeitreihenanalyse in den Wirtschaftswissenschaften. Einführung und Grundlagen für den Einstieg in die aktuelle Forschung, 4th edition. Studienbücher Wirtschaftsmathematik. Springer Gabler: Berlin.
Conferences and Talks
13th Presidents’ Conference of the New Alpe Adria Network of Chambers, Klagenfurt, Austria
October 22, 2024, Keynote and Discussion
(Macro)Economic Challenges and Opportunities for the Region
Eighth Conference on the Econometric Models of Climate Change (EMCC VIII), Cambridge, UK
August 16-17, 2024, Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
https://climatraces.org/events/emcc-viii
4th Conference on New Trends and Developments in Econometrics, Ponta Delgada, Portugal
June 7-8, 2024, Robust Inference for the Long Run
https://www.bportugal.pt/en/evento/conference-new-trends-and-developments-econometrics
6th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria
May 16-17, 2024, Co-Organizer and Session Chair
Robust Inference for the Long Run
https://www.ihs.ac.at/de/events/conference-series/time-series-workshops/time-series-workshop-2024/
4th Italian Workshop of Econometrics and Empirical Economics (IWEEE 2024), Bolzano, Italy
January 25-26, 2024, Fully Modified OLS Estimation and Inference forSeemingly Unrelated Cointegrating PolynomialRegressions with Common Integrated Regressors
https://www.side-iea.it/events/conferences/4th-italian-workshop-econometrics-and-empirical-economics-iweee2024
17th International Conference on Computational and Financial Econometrics (CFE 2023), Berlin, Germany
December 16-18, 2023, Testing Linear Cointegration Against Smooth Transition Cointegration
http://www.cfenetwork.org/CFE2023/
IWH Workshop on Forecasting in Times of Structural Change and Uncertainty, Halle (Saale), Germany
November 16-17, 2023, Robust Inference for the Long Run
Grüne Wirtschaft, Mödling, Austria
November 15, 2023, Zukunftskiller Wirtschaft?
2nd Annual Workshop of the ESCB Research Cluster Climate Change, Frankfurt am Main, Germany
November 13-14, 2023, discussant on The Effect of the EU ETS on Productivity
2023 NBER-NSF Time Series Conference, Montréal, Canada
September 22-23, 2023, Testing Linear Cointegration Against Smooth Transition Cointegration
https://www.cirano.qc.ca/en/events/1126#sommaire
75th European Meeting of the Econometric Society (ESEM 2023), Barcelona, Spain
August 28 – September 1, 2023, Testing Linear Cointegration Against Smooth Transition Cointegration
https://www.eeassoc.org/events/eea-esem-barcelona-2023
9th International Conference on Time Series and Forecasting (ITISE 2023), Gran Canaria, Spain
July 11-14, 2023, Plenary Speaker
Sources and Channels of Instabilities and Nonlinearities of the Phillips Curve: Results for the Euro Area and Its Member States
https://itise.ugr.es/speakers.html
10th Italian Congress of Econometrics and Empirical Economics (ICEEE 2023), Cagliari, Italy
May 26-28, 2023, Pseudo Maximum Likelihood Estimation for Multiple Frequency I(1) VARMA Processes: A State Space Approach
https://www.side-iea.it/events/conferences/iceee-2023
Tagung des Ausschuss für Ökonometrie des Vereins für Socialpolitik, Hasenwinkel, Germany
March 30 – April 1, 2023, Sources and Channels of Instabilities and Nonlinearities of the Phillips Curve: Results for the Euro Area and Its Member States
BS|EF Research Seminar, Ljubljana, Slovenia
March 2, 2023, Sources and Channels of Instabilities and Nonlinearities of the Phillips Curve: Results for the Euro Area and Its Member States
https://www.bsi.si/en/about-us/conferences-and-seminars
16th International Conference on Computational and Financial Econometrics (CFE 2022), London, UK
December 17-19, 2022, Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States
http://www.cfenetwork.org/CFE2022/
Center for Econometrics and Business Analytics Research Seminar, St. Petersburg, Russia
November 11, 2022, HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships
https://ceba-lab.org/seminars/eng
Netzwerkstatt 2022 der Grünen Wirtschaft, Pörtschach, Austria
October 7, 2022, Talk and Panel Discussion
Die Inflation ist in aller Munde. Aber was bedeutet das für mein unternehmerisches Tun?
Annual Meeting of the Austrian Economic Association 2022, Vienna, Austria
September 19-20, 2022, Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States
https://www.conftool.com/noeg-2022
Der Wei[s]e Salon, Vienna, Austria
July 4, 2022, Panel Discussion
Konsolidierung der Staatsschulden – Welche Reformen?
8th International Conference on Time Series and Forecasting (ITISE 2022), Gran Canaria, Spain
June 27-30, 2022, Plenary Speaker
HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships
https://itise.ugr.es/plenarytalks.php
5th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria
June 9-10, 2022, Co-Organizer and Session Chair
https://www.ihs.ac.at/de/events/conference-series/time-series-workshops/time-series-workshop-2021/
Symposium Aufsichtsrat und Abschlussprüfer – Gemeinsam für eine gute Corporate Governance, Vienna, Austria
May 30, 2022, Talk and Panel Discussion
Neues Wirtschaften nach (?) der Krise – Was braucht es jetzt?
Economics Research Seminar, University of Graz, Graz, Austria
May 24, 2022, HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships
https://uni-graz.at/economics-research-seminar/
Lange Nacht der Forschung 2022, Klagenfurt, Austria
May 20, 2022, Umwelt, Klima und Wirtschaft – Kann der Umbau der Weltwirtschaft in Richtung Klimaneutralität gelingen?
https://www.aau.at/blog/lange-nacht-der-forschung-zum-volkswirtn/
Tagung des Ausschuss für Ökonometrie des Vereins für Socialpolitik, Hegne, Germany
April 7-9, 2022, Testing Linear Cointegration Against Smooth Transition Cointegration
15th International Conference on Computational and Financial Econometrics (CFE 2021), London, UK
December 18-20, 2021, Localized Fully Modified OLS Estimation
http://www.cfenetwork.org/CFE2021/
7th International Conference on Time Series and Forecasting (ITISE 2021), Gran Canaria, Spain
July 19-21, 2021, Plenary Speaker
Testing Linear Cointegration Against Smooth Transition Cointegration
https://itise.ugr.es/plenarytalks.php
Regional Procurement Conference 2021, Portorož, Slovenia
June 14-15, 2021, Speaker and Round Table Participant
Current Economic Trends and Outlook
https://www.procurement-conference.com/program/
9th Italian Congress of Econometrics and Empirical Economics (ICEEE 2021), Cagliari, Italy
January 21-23, 2021, Testing Linear Cointegration Against Smooth Transition Cointegration
https://www.side-iea.it/events/conferences/iceee-2021
https://easychair.org/smart-program/ICEEE2021/2021-01-22.html#talk:163982
14th International Conference on Computational and Financial Econometrics (CFE 2020), London, UK
December 19-21, 2020, Testing Linear Cointegration Against Smooth Transition Cointegration
http://www.cfenetwork.org/CFE2020/
http://www.cmstatistics.org/RegistrationsV2/CFE2020/viewSubmission.php?in=472&token=1rnro37o01oop36627p0304741r354o3
Regional Procurement Conference 2020, Portorož, Slovenia
November 19-20, 2020, Current Economic Situation and Outlook
Video: https://www.youtube.com/watch?v=mEHMm5n98uY&feature=youtu.be (from minute 10:05).
Digitale Lange Nacht der Forschung 2020, Klagenfurt, Austria
October 09, 2020, Die Weltwirtschaft auf der Intensivstation? Ein volkswirtschaftlicher (Aus-)Blick auf die COVID19 Pandemie
Martin Wagner, Professor für Volkswirtschaftslehre am gleichnamigen Institut der Universität Klagenfurt, macht im Live-Vortrag verständlich, was die gegenwärtige (wirtschaftliche) Krisensituation ausmacht, und von welchen Faktoren es abhängt, dass Volkswirtschaften funktionsfähig bleiben.
Current Positions
Current positions:
02–06/2024 Simone Veil Fellow, Robert Schuman Centre for Advanced Studies, European University Institute, Firenze, Italy
10/2019 – Full Professor of Economics, University of Klagenfurt
10/2019 – Chief Economic Advisor to the Governor, Bank of Slovenia (part time)
2012 – Visiting Professor / Full Professor of Economics, University of Ljubljana
10/2011 – Senior Fellow of the Institute for Advanced Studies Vienna (Member of the Macroeconomics and Business Cycles Group)
Discussion papers
Naevdal, E., & Wagner, M. (2024). A Note on the Optimal Speed of Transition: Aghion and Blanchard Revisited.
Veldhuis, S., & Wagner, M. (2024). Integrated Modified Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 54.
Vogelsang, J., & Wagner, M. (2024). Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 53.
Wagner, M. (2023). Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions. IHS Working Paper Series 44.
Reichold, K., Wagner, M., Damjanović, M., & Drenkovska, M. (2022). Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. IHS Working Paper Series 40.
Osbat, C., Sun, Y., & Wagner, M. (2021). Sectoral Exchange Rate Pass-Through in the Euro Area. ECB Working Paper 2634.
Knorre, F., Wagner, M., & Grupe, M (2020). Monitoring cointegrating polynomial regressions: Theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions. IHS Working Paper Series 27.
Reynolds, J., Sögner, L., & Wagner, M. (2020). Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. IHS Working Paper Series 17.
Reichold, K., & Wagner, M. (2018). Panel cointegrating polynomial regressions: Group-mean fully modified OLS estimation and inference. SFB 823 Discussion Paper 27/2018.
de Jong, R. M., & Wagner, M. (2018). Panel cointegrating polynomial regression analysis and the environmental Kuznets curve. SFB 823 Discussion Paper 22/2018.
Stypka, O., & Wagner, M. (2018). The Phillips unit root tests for polynomials of integrated processes. SFB 823 Discussion Paper 18/2018.
Reynolds, J., Sögner, L., Wagner, M., & Wied, D. (2018). Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. SFB 823 Discussion Paper 9/2018.
Naevdal, E., & Wagner, M. (2017). The speed of transition revisited. SFB 823 Discussion Paper 10/2017.
Deistler, M., & Wagner, M. (2017). Cointegration in singular ARMA models. SFB 823 Discussion Paper 5/2017.
Stypka, O., Grabarczyk, P., Kawka, R., & Wagner, M. (2016). “Linear” fully modified OLS estimation of cointegrating polynomial regressions. SFB 823 Discussion Paper 77/2016.
Wagner, M., & Grabarczyk, P. (2016). The environmental Kuznets curve for carbon dioxide emissions: A seemingly unrelated cointegrating polynomial regressions approach. SFB 823 Discussion Paper 75/2016.
Frondel, M., Grabarczyk, P., & Wagner, M. (2016). Integrated modified OLS estimation for cointegrating polynomial regressions – With an application to the environmental Kuznets curve for CO2 emissions. SFB 823 Discussion Paper 74/2016.
Frondel, M., Vance, C., & Wagner, M. (2016). Cycling on the extensive and intensive margin: The role of paths and prices. SFB 823 Discussion Paper 44/2016.
Linnemann, L., Uhrin, G., & Wagner, M. (2016). Government spending shocks and labor productivity. SFB 823 Discussion Paper 9/2016.
Wagner, M., & Wied, D. (2015). Monitoring stationarity and cointegration. Available at SSRN.
Vogelsang, T.J., & Wagner, M. (2014.) An integrated modified OLS RESET test for cointegrating regressions. SFB 823 Discussion Paper 37/2014.
Publications
2024
Nævdal, E., & Wagner, M.: A Note on the Optimal Speed of Transition: Aghion and Blanchard Revisited. German Economic Review. doi.org/10.1515/ger-2024-0054.
Stypka, O., Wagner, M., Grabarczyk, P., & Kawka, R.: Cointegrating Polynomial Regression Models: Robustness of Fully Modified OLS. Econometric Theory. doi.org/10.1017/S0266466624000033.
2023
Wagner, M. (2023): Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions. Economics Letters 228. doi.org/10.1016/j.econlet.2023.111186.
Wagner, M., & Reichold, K. (2023): Panel Cointegrating Polynomial Regressions: Group-Mean Fully Modified OLS Estimation and Inference. Econometric Reviews 42(4), 358-392. doi:10.1080/07474938.2023.2178141.
2022
Wagner, M. (2022): Residual-Based Cointegration and Non-Cointegration Tests for Cointegrating Polynomial Regressions. Empirical Economics 65, 1-31. doi: 10.1007/s00181-022-02343-0
de Jong, R., & Wagner, M. (2022): Panel Cointegrating Polynomial Regression Analysis and an Illustration with the Environmental Kuznets Curve. Econometrics and Statistics. doi: 10.1016/j.ecosta.2022.03.005
2021
Reynolds, J., Sögner, L., & Wagner, M. (2021): Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. Central European Journal of Economic Modelling and Econometrics, 13(2), 105-146. doi:10.24425/cejeme.2021.137358
Knorre, F., Wagner, M., & Grupe, M. (2021): Monitoring cointegrating polynomial regressions: theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions. Econometrics, 9(1), 12. doi:10.3390/econometrics9010012
2020
Bauer, D., Matuschek, L., de Matos Ribeiro, P., & Wagner, M. (2020): A parameterization of models for unit root processes: structure theory with and hypothesis testing. Econometrics, 8(4), 42. doi:10.3390/econometrics8040042
Wagner, M., Grabarczyk, P., & Hong, S. H. (2020). Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. Journal of Econometrics, 214(1), 216–255. doi:10.1016/j.jeconom.2019.05.012
Kunst, R. M., & Wagner, M. (2020). Economic forecasting: editors’ introduction. Special Volume on Economic Forecasting. Empirical Economics, 58, 1-5. doi./10.1007/s00181-019-01820-3
2019
Stypka, O., & Wagner, M. (2019). The Phillips unit root tests for polynomials of integrated processes revisited. Economics Letters, 176, 109–113. doi:10.1016/j.econlet.2018.12.033
Wagner, M., Grabarczyk, P., & Hong, S. H. (2019). Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. Journal of Econometrics, 214(1), 216-255. doi:10.1016/j.jeconom.2019.05.012
Wagner, M., & Zeileis, A. (2019). Heterogeneity and spatial dependence of regional growth in the EU: a recursive partitioning approach. German Economic Review, 20(1), 67–82. doi:10.1111/geer.12146
2018
Grabarczyk, P., Wagner, M., Frondel, M., & Sommer, S. (2018). A cointegrating polynomial regression analysis of the material Kuznets Curve hypothesis. Resources Policy, 57, 236–245. doi:10.1016/j.resourpol.2018.03.009
2017
Deistler, M., & Wagner, M. (2017). Cointegration in singular ARMA models. Economics Letters, 155, 39–42. doi:10.1016/j.econlet.2017.03.001
Wagner, M., & Wied, D. (2017). Consistent monitoring of cointegrating relationships: the US housing market and the subprime crisis. Journal of Time Series Analysis, 38(6), 960–980. doi:10.1111/jtsa.12247
2016
Wagner, M., & Hlouskova, J. (2016). Growth regressions, principal components augmented regressions and frequentist model averaging. Jahrbücher für Nationalökonomie und Statistik, 235(6), 642–662. doi:10.1515/jbnst-2015-0608
Wagner, M., & Hong, S. H. (2016). Cointegrating polynomial regressions: fully modified OLS estimation and inference. Econometric Theory, 32(5), 1289–1315. doi:10.1017/s0266466615000213
2015
Aschersleben, P., Wagner, M., & Wied, D. (2015). Monitoring Euro area real exchange rates. In A. Steland, E. Rafajłowicz, & K. Szajowski (Eds.), Stochastic models, statistics and their applications: Wroclaw, Poland, February 2015 (pp. 363–370). doi:10.1007/978-3-319-13881-7_40
Pedroni, P. L., Vogelsang, T. J., Wagner, M., & Westerlund, J. (2015). Nonparametric rank tests for non-stationary panels. Journal of Econometrics, 185(2), 378–391. doi:10.1016/j.jeconom.2014.08.013
Wagner, M. (2015). The environmental Kuznets curve, cointegration and nonlinearity. Journal of Applied Econometrics, 30(6), 948–967. doi:10.1002/jae.2421
2014
Vogelsang, T. J., & Wagner, M. (2014). Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. Journal of Econometrics, 178(2), 741–760. doi:10.1016/j.jeconom.2013.10.015
2013
Hlouskova, J., & Wagner, M. (2013). The determinants of long-run economic growth: a conceptually and computationally simple approach. Swiss Journal of Economics and Statistics, 149(4), 445–492. https://ideas.repec.org/a/ses/arsjes/2013-iv-2.html
Vogelsang, T. J., & Wagner, M. (2013). A fixed-b perspective on the Phillips-Perron unit root tests. Econometric Theory, 29(03), 609–628. doi:10.1017/s0266466612000485
2012
Bauer, D., & Wagner, M. (2012). A state space canonical form for unit root processes. Econometric Theory, 28(6), 1313–1349. doi:10.1017/s026646661200014x
Schneider, U., & Wagner, M. (2012). Catching growth determinants with the adaptive Lasso. German Economic Review, 13(1), 71–85. doi:10.1111/j.1468-0475.2011.00541.x
Wagner, M. (2012). The Phillips unit root tests for polynomials of integrated processes. Economics Letters, 114(3), 299–303. doi:10.1016/j.econlet.2011.11.006
2010
Wagner, M. (2010). Cointegration analysis with state space models. Advances in Statistical Analysis, 94(3), 273–305. doi:10.1007/s10182-010-0138-x
Wagner, M., & Hlouskova, J. (2010). The performance of panel cointegration methods: results from a large scale simulation study. Econometric Reviews, 29(2), 182–223. doi:10.1080/07474930903382182
2009
Banerjee, A., & Wagner, M. (2009). Panel methods to test for unit roots and cointegration. In T. C. Mills & K. Patterson (Eds.), Applied Econometrics (pp. 632–726). doi:10.1057/9780230244405_13
Bauer, D., & Wagner, M. (2009). Using subspace algorithm cointegration analysis: simulation performance and application to the term structure. Computational Statistics & Data Analysis, 53(6), 1954–1973. doi:10.1016/j.csda.2008.10.039
Hlouskova, J., Schmidheiny, K., & Wagner, M. (2009). Multistep predictions for multivariate GARCH models: closed form solution and the value for portfolio management. Journal of Empirical Finance, 16(2), 330–336. doi:10.1016/j.jempfin.2008.09.002
Hlouskova, J., & Wagner, M. (2009). Finite sample correction factors for panel cointegration tests. Oxford Bulletin of Economics and Statistics, 71(6), 851–881. doi:10.1111/j.1468-0084.2009.00559.x
Other publications
Pötscher, B.M., Sögner, L., & M. Wagner (2024): Editor’s Introduction. Special Issue on High-Dimensional Time Series in Macroeconomics and Finance. Econometrics 12, 6 (2 pages).
Wagner, M., Knorre, F., & C. Kopetzky (2023): Gross Domestic Product, Greenhouse Gas Emissions and Global Warming. In: Weihs, C., Buschfeld S., & W. Krämer (Eds.): Statistics Today, Springer, Chapter 16, 133-140.
Osbat, C., Sun, Y., & Wagner, M. (2022). Sectoral Exchange Rate Pass-Through in the Euro Area. SUERF Policy Brief 347.
Kimmich, C., König, T., Laa, E., Lappöhn, S., & Wagner, M. (2022). Energiewende beschleunigen? Engpässe berücksichtigen! IHS Policy Brief 7/2022.
Kimmich, C., Koch, S., König, T., Lappöhn, S., Schnabl, A., Wagner, M., Weyerstraß, K., & Zenz, H. (2022). Abschätzung der wirtschaftlichen Folgen des Kriegs in der Ukraine und der Sanktionen gegen Russland. IHS Policy Brief 2/2022.
Kluge, J., Lappöhn, S., Plank, K., Schnabl, A., Wagner, M., Weyerstraß, K., Wimmer L., & Zenz, H. (2021). Austria’s Competitiveness and Its Determinants. Concepts, Developments, Relative Performance and Policy Options. OeNB Project No. 17686, Final report.
Research (Downloads)
On this page we present code and tables for the papers listed below. We do not assume any liability for results obtained using this material. In case you use the code or the tables, please make sure to cite the corresponding article.
- Veldhuis, S., & Wagner, M. (2024): Integrated Modified Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 54. [link]
- Vogelsang, J., & Wagner, M. (2024): Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 53. [link]
- Wagner, M., & Reichold, K. (2023): Panel Cointegrating Polynomial Regressions: Group-Mean Fully Modified OLS Estimation and Inference. Econometric Reviews 42, 358-392. [DOI]
- de Jong, R., & Wagner, M. (2022): Panel Cointegrating Polynomial Regression Analysis and an Illustration with the Environmental Kuznets Curve. Econometrics and Statistics. [DOI]
- Knorre, F., Wagner, M., & Grupe, M. (2021): Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. Econometrics 9, 12. [DOI]
- Vogelsang, J., & Wagner, M. (2014): Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Journal of Econometrics 178, 741-760. [DOI]
- Vogelsang, J., & Wagner, M. (2013): A Fixed-b Perspective on the Phillips-Perron Tests. Econometric Theory 29, 609-628. [DOI]
- Vogelsang, J., & Wagner, M. An Integrated Modified OLS RESET Test for Cointegrating Regressions. Submitted. [DOI]
- Wagner, M., & Wied, D. Monitoring Stationarity and Cointegration. Diskussionspapier. [DOI]
- Aschersleben, P., & Wagner, M. cointReg: Parameter Estimation and Inference in a Cointegrating Regression.
- Wagner, M., Zeileis, A., & Bivand, R. lagsarlmtree: Spatial Lag Model Trees.
- Wagner, M. Residual Based Cointegration and Non-cointegration Tests for Cointegrating Polynomial Regressions.
Projects
Project leader of the project “GLASS – Global Augmented State Space Error Correction Model”. Funded by the Austrian Science Fund (FWF). [Volume: approx. 227.000€, funding period September 2022 – August 2025]
Project leader of the project “Instability and Nonlinearity of Long-Run Money Demand: Econometric Theory and Empirical Analysis”. Funded by the Anniversary Fund of Oesterreichische Nationalbank. [Volume: 249.000€, funding period July 2022 – December 2025]
Project leader in projects A3 (Dynamic Modelling of Production Technologies; Co-PI with Christoph Schmidt and Manuel Frondel) and A4 (Factor Allocation and Pricing with Aggregate Risks on Financial Markets; Co-PI with Ludger Linnemann) in the Collaborative Research Center (Sonderforschungsbereich) 823. Funded by Deutsche Forschungsgemeinschaft/German Science Foundation. [Volume of subprojects: approx. 400.000€ for second funding period July 2013 – June 2017; approx. 500.000€ for the third funding period July 2017 – June 2021]
- Data science
- Econometrics
- Economics
- Economic statistics
- Macroeconomics
- Mathematical statistics
