Lehrstuhl für Statistik und Ökonometrie

Economic Policy Statements, Social Media, and Stock Market Uncertainty: an analysis of Donald Trump’s tweets (2022) Perico Ortiz H Journal article, Original article BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R (2022) Böck M, Feldkircher M, Huber F Journal article Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships (2022) Stübinger J, Walter D Journal article Uncertainty Measures from Partially Rounded Probabilistic Forecast Surveys (2022) Glas A, Hartmann M Journal article Sample size analysis for two-sample linear rank tests (2022) Klein I, Doll M Journal article The role of information and experience for households' inflation expectations (2022) Glas A, Conrad C, Enders Z Journal article Sentiment and Firm Behavior During the COVID-19 Pandemic (2022) Buchheim L, Dovern J, Krolage C, Link S Journal article, Original article The Impact of Monetary Policy on Yield Curve Expectations (2021) Böck M, Feldkircher M Journal article International Effects of Euro Area Forward Guidance (2021) Böck M, Feldkircher M, Siklos PL Journal article Machine Learning in Futures Markets (2021) Waldow F, Schnaubelt M, Krauss C, Fischer T Journal article