Photo Hans Manner {f:if(condition: 'SBESS/Wolf', then: '©SBESS/Wolf')}
©SBESS/Wolf

Hans Manner

Hans Manner is Professor of Econometrics and Empirical Economics at the Department of Economics, which he also heads on a deputy basis.

His research focuses on the development and application of econometric methods in various areas of economics. His main research areas are the modeling of dependencies and volatilities of multivariate financial market data for the analysis of risks with the help of copulas. Furthermore, he deals with the statistical detection of financial crises using tests for structural breaks, the analysis and forecasting of extremes in energy and financial markets and methods for the evaluation of density forecasts. Recent research interests include the analysis of real estate prices and research on CO2 emissions in the transportation sector.

Website: https://sites.google.com/view/hansmanner/about-me

  • Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian
    A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets.
    In: International Review of Economics & Finance. 89. 2024. 1385-1403. doi:10.1016/j.iref.2023.08.021
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Quiroz, Matias ; Tafakori, Laleh ; Manner, Hans
    Forecasting Realized Covariances Using HAR-Type Models.
    In: Graz Economics Papers. 2024-20. 2024. 1-32.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Eibinger, Tobias; Deixelberger, Beate; Manner, Hans
    Estimating IPAT Models Using Panel Data.
    In: Graz Economics Papers. 2024-01. 2024. 1-61.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Eibinger, Tobias; Manner, Hans; Steininger, Karl
    Shifting Gears? The Impact of Austria's Transport Policy Mix on CO2 Emissions from Passenger Cars.
    In: Graz Economics Papers. 2024-10. 2024. 1-45.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Ješić, Milutin; Manner, Hans
    What Determines the Success of the ECB's Monetary Policy.
    In: Graz Economics Papers. 2024-17. 2024. 1-30.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Eibinger, Tobias; Deixelberger, Beate; Manner, Hans
    Panel data in environmental economics: Econometric issues and to IPAT models.
    In: Journal of Environmental Economics and Management. 125. 2024. 1-26. doi:10.1016/j.jeem.2024.102941
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Koten, Jan Willem; Manner, Hans; Pernet, Cyril; Schüppen, Andre; Szücs, Dénes; Wood, Guilherme; Ioannidis, John P. A.
    When most fMRI connectivity cannot be detected: Insights from time course reliability.
    In: PLoS One. .. 2024. 1-22. doi:10.1371/journal.pone.0299753
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Eibinger, Tobias; Seininger, Karl; Manner, Hans
    The Development of Austrian Greenhouse Gas Emissions Since 2021.
    In: Graz Economics Papers. 2024–23,GEP . 2024. 1-18.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans; Eisner, Anna; Neumann, Camilla
    Exploring sharing coefficients in energy communities: A simulation-based study.
    In: Energy and Buildings. 297. 2023. 113447. doi:10.1016/j.enbuild.2023.113447
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Kielmann, Julia; Manner, Hans; Min, Aleksey
    Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models.
    In: Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna. 62. 2022. pages 1543–1574. doi:10.1007/s00181-021-02073-9
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Blatt, Dominik; Chaudhuri, Kausik; Manner, Hans
    A changepoint analysis of UK house price spillovers.
    In: Regional Studies. . 2022. . doi:10.1080/00343404.2022.2120977
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Eibinger, Tobias; Manner, Hans
    The Effectiveness of Policy Measures to Reduce CO2 Emissions from Passenger Cars in Austria. Graz. Graz Economics Papers. 2022.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung
  • Manner, Hans; Stark, Florian; Wied Dominik
    A monitoring procedure for detecting structural breaks in factor copula models.
    In: Studies in Nonlinear Dynamics and Econometrics. 25,4. 2021. 171-192. doi:10.1515/snde-2019-0081
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Blatt, Dominik; Chaudhuri, Kausik; Manner, Hans
    Spillover in the UK Housing Market. Graz. Working Paper. 2021.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung
  • Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian
    A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. Graz. Working Paper. 2021.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung
  • Dovern, Jonas; Manner, Hans
    Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts.
    In: Journal of Applied Econometrics. 35. 2020. 440-456. doi:10.1002/jae.2755
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Daniel, Betty C.; Hafner, Christian M.; Manner, Hans
    Asymmetries in Business Cycles and the Role of Oil Prices.
    In: Macroeconomic Dynamics. 23. 2019. 1622-1648. doi:10.1017/S1365100517000360
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans; Alavi Fard, Farzad; Pourkhanali, Armin; Tafakori, Laleh
    Forecasting Portfolio Conditional Quantiles with Nonlinear Dynamic Dependence: Evidence from Electricity Markets with Extreme Price Movements.
    In: Energy Economics. 78. 2019. 143-164. doi:10.1016/j.eneco.2018.10.034
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans; Stark, Florian; Wied, Dominik
    Testing for Structural Breaks in Factor Copula Models.
    In: Journal of Econometrics. 208,2. 2019. 324-345. doi:10.1016/j.jeconom.2018.10.001
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans; Duan, Fang; Wied, Dominik
    Model and Moment Selection in Factor Copula Models.
    In: Journal of Financial Econometrics. -. 2019. online first. doi:10.1093/jjfinec/nbz039
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Hafner, Christian; Manner, Hans; Simar, Leopold
    The "wrong skewness" problem in stochastic frontier models: A new approach.
    In: Econometric Reviews. 37,4. 2018. 380-400. doi:10.1080/07474938.2016.1140284
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans; Bekierman, Jeremias
    Forecasting realized variance measures using time-varying coefficient models.
    In: International Journal of Forecasting. 34,2. 2018. 276-287. doi:10.1016/j.ijforecast.2017.12.005
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Manner, Hans; Dovern, Jonas
    Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. New York. SSRN. 2018.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung
  • Manner, Hans; Stark, Florian; Wied, Dominik
    A monitoring procedure for detecting structural breaks in factor copula models. Graz. Working Paper. 2018.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung
  • Duan, Fang; Manner, Hans; Wied, Dominik
    Model and Moment Selection in Factor Copula Models. Graz. Working Paper. 2018.
    Forschung: Andere Veröffentlichung > Wissenschaftliche Veröffentlichung

Professor
Hans Manner

hans.manner(at)uni-graz.at

+43 316 380 - 3446
https://sites.google.com/view/hansmanner/about-me