Classification: 1145: Time series analysis
Publications
Journal article
| 2020 | Hauzenberger, Niko, Huber, Florian, Pfarrhofer, Michael, Zörner, Thomas. 2020. Stochastic model specification in Markov switching vector error correction models. Studies in Nonlinear Dynamics and Econometrics. | (Details) | |
Zens, Gregor, Böck, Maximilian, Zörner, Thomas. 2020. The heterogeneous impact of monetary policy on the US labor market. Journal of Economic Dynamics & Control. 119
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| 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) | |
| 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) | ||
| 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.
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| 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) | ||
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Meyer, Michael, Simsa, Ruth. 2018. Organizing the Unexpected: How Civil Society Organizations Dealt with the Refugee Crisis. Voluntas: International Journal of Voluntary and Nonprofit Organizations. 29 (6), 1159-1175.
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| 2017 | Huber, Florian, Piribauer, Philipp, Krisztin, Tamas. 2017. Forecasting Global Equity Indices using Large Bayesian VARs. Bulletin of Economic Research 69 (3), 288-308. | (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) | ||
| 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) | ||
| 2016 | Huber, Florian, Feldkircher, Martin. Forthcoming. Adaptive shrinkage in Bayesian vector autoregressive models. Journal of Business and Economic Statistics , | (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) | ||
| 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) |
Chapter in edited volume
| 2021 | Aroney, Nicholas, Behnke, Nathalie, Béland, Daniel, Bender, Christian, Dornacher, Corinna, Fallend, Franz, Fenna, Alan, Griller, Stefan, Hesse, Mario, Huber, Florian, Kempny, Simon, Lecours, André, Lenk, Thomas, MacDonnell, Vanessa, Oliver, Peter, Palmstorfer, Rainer, Plesdonat, Sebastian, Puntscher Riekmann, Sonja, Rodden, Jonathan, Scheckel, Tobias, Skazlic, Ivana, Springsklee, Maren, Tombe, Trevor, Winner, Hannes, Zörner, Thomas. 2021. Coping with Covid: How Did Covid-19 Management Measures Affect Fiscal Federal Relations? In: Jahrbuch für öffentliche Finanzen 2-2021, Hrsg. Martin Junkernheinrich, Stefan Korioth, Thomas Lenk, Henrik Schelle, Matthias Woisin, 117-156. Berlin: Berliner Wissenschafts-Verlag. | (Details) |
Contribution to conference proceedings
| 2018 | Bala, Saimir, Mendling, Jan. 2018. Monitoring the Software Development Process with Process Mining. In Business Modeling and Software Design - 8th International Symposium, BMSD 2018, Vienna, Hrsg. Boris Shishkov, 432-442. Cham: Springer. | (Details) | |
| 2017 | Kusen, Ema, Strembeck, Mark, Cascavilla, Giuseppe, Conti, Mauro. 2017. Proceedings of the 2017 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining 2017. In On the Influence of Emotional Valence Shifts on the Spread of Information in Social Networks, Hrsg. Jana Diesner, Elena Ferrari, Guandong Xu , 321-324. Sydney, Australia: ACM Press. | (Details) |
Paper presented at an academic conference or symposium
| 2022 | Zörner, Thomas. 2022. Hawks vs. Doves: Monetary policy effectiveness in light of diverging national policy stances. RCEA Conference on Recent Developments in Economics, Econometrics and Finance, online, Vereinigtes Königreich von Großbrit. u. Nordirland, 04.03.-06.03. | (Details) | |
| 2021 | Zörner, Thomas. 2021. The green and the brown: Environmental effects in a credit cycle model. 12th Nonlinear Economic Dynamics (NED) Conference, Milan, Italien, 13.09.-15.09. | (Details) | |
| Zörner, Thomas. 2021. The money-inflation nexus revisited. 25th International Conference on Macroeconomic Analysis and International Finance, Kreta, Griechenland, 29.07.-31.07. | (Details) | ||
| 2020 | Zörner, Thomas. 2020. The heterogeneous impact of monetary policy on the US labor market. European Economic Association 35th Annual Congress, online, Niederlande, 24.08.-28.08. | (Details) | |
| 2019 | 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) | |
| 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. 11th NED (Conference on Nonlinear Economic Dynamics), Kiew, Ukraine, 04.09.-06.09. | (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) | ||
| 1994 | Hauser, Michael. 1994. A Note on the Generation, Estimation and Prediction of Stationary Processes. COMPSTAT 1994 - 11th Symposium on Computational Statistics, Wien, Österreich, 22.08.-26.08. | (Details) | |
| Hauser, Michael, Kunst, Robert M. 1994. Forecasting the Arfima-Arch Model. European Meeting of the Econometric Society, Maastricht, Niederlande, 29.08.-02.09. | (Details) | ||
| Hauser, Michael. 1994. Small Sample Properties of the Kullback-Leibler Index for ARFIMA Models. ISF 94 - The Fourteenth Annual International Symposium on Forecasting, Stockholm, Schweden, 12.06.-15.06. | (Details) | ||
| Hauser, Michael, Hörmann, Wolfgang. 1994. The Simulation of Stationary Gaussian Processes. International Workshop on Mathematical Methods and Tools in Computer Simulations - MMTCS'94, St.Petersburg, Russische Föderation, 24.05.-28.05. | (Details) |
Poster presented at an academic conference or symposium
| 2016 | 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) |
Working/discussion paper, preprint
| 2021 |
Ringwald, Leopold, Zörner, Thomas. 2021. The money-inflation nexus revisited. WU Economics Working Paper Series, No. 310.
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| 2020 |
Hauzenberger, Niko, Huber, Florian, Klieber, Karin. 2020. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques.
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| 2019 |
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.
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| Böck, Maximilian, Zörner, Thomas. 2019. The Impact of Credit Market Sentiment Shocks – A TVAR Approach. WU Economics Working Paper Series, No. 288. | (Details) |
Media report
| 2020 | Zörner, Thomas. 2020. Wirtschaftlicher Schock: Die Covid-19-Krise in der Makroökonomie. | (Details) |
Projects
- 2018
- Modeling and forecasting exchange rates in an unified econometric framework (2018-2020) (Details)