35 citations
- Vienna University of Economics and BusinessAT2 papers
- Diplomatic Academy of ViennaAT1 paper
- ETH ZurichCH1 paper
- Johannes Kepler University of LinzAT1 paper
- Medical University of ViennaAT1 paper
- Nagoya City UniversityJP1 paper
- TU WienAT1 paper
- University of Applied Sciences St PöltenAT1 paper
- University of SalzburgAT1 paper
6 papers
Perspectives of Visualization Onboarding and Guidance in VA
Christina Stoiber, Davide Ceneda, Markus Wagner +5
A typical problem in Visual Analytics is that users are highly trained experts in their application domains, but have mostly no experience in using VA systems. Thus, users often ha…
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks
Michael Pfarrhofer, Anna Stelzer
We explore the international transmission of monetary policy and central bank information shocks originating from the United States and the euro area. Employing a panel vector auto…
How does monetary policy affect income inequality in Japan? Evidence from grouped data
Martin Feldkircher, Kazuhiko Kakamu
We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped…
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Florian Huber, Gregor Kastner, Martin Feldkircher
This paper proposes a straightforward algorithm to carry out inference in large time-varying parameter vector autoregressions (TVP-VARs) with mixture innovation components for each…
Weak and Strong Taylor methods for numerical solutions of stochastic differential equations
Maria Siopacha, Josef Teichmann
We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work ou…
Contagion Flow Through Banking Networks
Michael Boss, Martin Summer, Stefan Thurner
Based on an empirical analysis of the network structure of the Austrian inter-bank market, we study the flow of funds through the banking network following exogenous shocks to the…