Prof. Hans Manner
Website: https://sites.google.com/view/hansmanner/about-me
Professor 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.
Publications
-
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 -
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: Evidencefrom 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 -
Almeida, Carlos; Czado, Claudia; Manner, Hans
Modeling high-dimensional time-varying dependence using dynamic D-vine models..
In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. 32,5. 2016. 621-638. doi:10.1002/asmb.2182.
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Manner, Hans
Modeling and forecasting the outcomes of NBA Basketball games..
In: Journal of Quantitative Analysis in Sports. 12,1. 2016. 31-41..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Eichler, Michael; Manner, Hans; Türk, Dennis;
Modeling and forecasting multivariate electricity price spikes..
In: Energy Economics. 60. 2016. 255-265..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag