
Paul Hofmarcher
Dr.rer.soc.oec. Paul Hofmarcher- Email:
- paul.hofmarcher@wu.ac.at
Affiliation
CV
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2008
- Graduation Mag.nat 2004
- Graduation Mag.rer.soc.oec
Researcher Identifier
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No researcher identifier found.
Awards and Honors
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No awards found.
Classifications
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No classifications found.
Expertise
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No expertises found.
Activities
Publications
Journal article
2021 |
Grün, Bettina, Hofmarcher, Paul. 2021. Identifying Groups of Determinants in Bayesian Model Averaging Using Dirichlet Process Clustering. Scandinavian Journal of Statistics. 48 (3), 1018-1045.
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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.
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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.
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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 (2), 133-144. | (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.
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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.
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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
2020 | Hofmarcher, Paul, Grün, Bettina. 2020. Bayesian Model Averaging. In: Macroeconomic Forecasting in the Era of Big Data, Hrsg. Peter Fuleky, 359-388. Advanced Studies in Theoretical and Applied Econometrics: Springer, Cham. | (Details) | |
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, 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) | |
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) | ||
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.
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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.
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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) |
Unpublished lecture
2018 | Malsiner-Walli, Gertraud, Hofmarcher, Paul, Grün, Bettina. 2018. Semi-parametric regression under model uncertainty in economic applications. Research Seminar of the Faculty of Economics, University of Ljubljana, 23.04.18 | (Details) |
Projects
- 2010
- Modeling Market Implied Ratings (2010-2012) (Details)