Univ.-Prof. Dipl.-Ing. Dr.techn. Martin Wagner

Aktuelle Positionen:

10/2019 –   Universitätsprofessor für Volkswirtschaftslehre,

10/2019 –   Chefökonom und Berater des Gouverneurs, Bank of Slovenia (teilzeit)

2012      –   Gastprofessor, Universität Ljubljana

10/2011   –   Fellow, Institut für Höhere Studien, Wien (Forschungsgruppe Makroökonomie und Wirtschaftspolitik)

Klaus Neusser und Martin Wagner, Zeitreihenanalyse in den Wirtschaftswissenschaften. (i.E.)

• Knorre, F., Wagner, M., & Grupe, M. Monitoring cointegrating polynomial regressions: Theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions. [DOI]
  
• Reynolds, J., Sögner, L., & Wagner, M. Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. [DOI]
• Reichold, K., & Wagner, M. Panel cointegrating polynomial regressions: Group-mean fully modified OLS estimation and inference. [DOI]
• de Jong, R. M., & Wagner, M. Panel cointegrating polynomial regression analysis and the environmental Kuznets curve. [DOI]
• Stypka, O., & Wagner, M. The Phillips unit root tests for polynomials of integrated processes. [DOI]
• Reynolds, J., Sögner, L., Wagner, M., & Wied, D. Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. [DOI]
• Naevdal, E., & Wagner, M. The speed of transition revisited. [DOI]
• Deistler, M., & Wagner, M. Cointegration in singular ARMA models. [DOI]
• Stypka, O., Grabarczyk, P., Kawka, R., & Wagner, M. „Linear“ fully modified OLS estimation of cointegrating polynomial regressions. [DOI]
• Wagner, M., & Grabarczyk, P. The environmental Kuznets curve for carbon dioxide emissions: A seemingly unrelated cointegrating polynomial regressions approach. [DOI]
• Frondel, M., Grabarczyk, P., & Wagner, M. Integrated modified OLS estimation for cointegrating polynomial regressions – With an application to the environmental Kuznets curve for CO₂ emissions. [DOI]
• Frondel, M., Vance, C., & Wagner, M. Cycling on the extensive and intensive margin: The role of paths and prices. [DOI]
• Linnemann, L., Uhrin, G., & Wagner, M. Government spending shocks and labor productivity. [DOI]
• Wagner, M., & Wied, D. Monitoring stationarity and cointegration. [DOI]
• Vogelsang, T.J., & Wagner, M. An integrated modified OLS RESET test for cointegrating regressions. [DOI]

15^th International Conference on Computational and Financial Econometrics (CFE 2021), London, UK
18.-20. Dezember 2021, Co-Chair
http://www.cfenetwork.org/CFE2021/

7th International conference on Time Series and Forecasting (ITISE 2021), Gran Canaria, Spanien
19.-21. Juli 2021, Plenary Speaker Testing Linear Cointegration Against Smooth Transition Cointegration
https://itise.ugr.es/plenarytalks.php

Regional Procurement Conference 2021, Portorož, Slovenien
14.-15. Juni 2021, Speaker and Round Table Participant
Current Economic Trends and Outlook
https://www.procurement-conference.com/program/

Strategieprozess der Universität Klagenfurt „Zukunft 27/40“ – laufend 2021
Im Rahmen des Strategieprozesses der Universität unter dem Titel „Zukunft 27/40“ wollen wir an Grundlagen arbeiten, die uns dabei unterstützen, unsere Aktivitäten in Lehre, Forschung und Third Mission zielgerichtet zu gestalten.

Ninth Italian Congress of Econometrics and Empirical Economics (ICEEE 2021), Cagliari, Italien
21.-23. Januar 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

14^th International Conference on Computational and Financial Econometrics (CFE 2020), London, UK
19.-21. Dezember 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, Slovenien
19.-20. November 2020, Current Economic Situation and Outlook
Video-Verlinkung https://www.youtube.com/watch?v=mEHMm5n98uY&feature=youtu.be

Digitale Lange Nacht der Forschung 2020, Klagenfurt, Österreich
09. Oktober 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.

Wagner, M. „Wir wollen’s wissen: Wann sinken Rohstoffpreise wieder“ [Audio-Podcast]. Antenne Kärnten. (12. August 2021).
https://www.antenne.at/kaernten/wir-wollen-s-wissen-podcast

Wagner, M. „Über Staatsschulden und ökonomische Kompetenzen in unsicheren Zeiten“. AAU ad astra Magazin für Wissenschaft und Kultur der Universität Klagenfurt. (26. Mai 2021).
https://www.aau.at/blog/ueber-staatsschulden-und-oekonomische-kompetenzen-in-unsicheren-zeiten/

Wagner, M. „2020-05 Die mit den wirtschaftlichen Folgen“ [Audio-Podcast]. Zischcast.com. (09. April 2020).
https://www.zischcast.com/2020-05-die-mit-den-wirtschaftlichen-folgen/

Projektleiter der Projekte A3 (Dynamische Modellierung von Produktionstechnologien; Co-Projektleiter Christoph Schmidt und Manuel Frondel) und A4 (Faktorallokation und Preisbildung bei aggregierten Risiken auf Finanzmärkten; Co-Projektleiter Ludger Linnemann) im Sonderforschungsbereich 823. Gefördert durch die Deutsche Forschungsgemeinschaft/German Science Foundation. [Volumen der Teilprojekte: ca. 400.000€ für die zweite Förderperiode Juli 2013 – Juni 2017; ca. 500.000€ für die dritte Förderperiode Juli 2017 – Juni 2021]

2021

Reynolds, J., Sögner, L., & Wagner M. (2021): Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. Forthcoming in Central European Journal of Economic Modelling and Econometrics.

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 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. 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