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
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Gerhard Goessler; Vera Hofer [presenting]; Hans Manner; Walter Goessler
A statistical test for the overlap of normal distributions based on generalized p-values. 29.08.2024..
Forschung: Vortrag > Beitrag -
Gerhard Goessler [presenting]; Vera Hofer; Hans Manner; Walter Goessler
K-cover: A novel way to compare distributions in the context of drug development. 29.08.2024..
Forschung: Vortrag > Beitrag -
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
Mining, railways and local economic development
Laufzeit: 15.12.2023 - 14.12.2026GeldgeberIn: FWF (Fonds z. Förderung d. wissensch. Forschung)
Drittmittelprojekt (§§ 26-28 UG) (laufend) -
Manner, Hans; Hörmann, Siegfried
Testing for Cobreaks. Dresden, Deutschland. 27.04.2023..
Forschung: Vortrag > Hauptbeitrag -
Manner, Hans
Testing the equality of changepoints. Uni Graz, Sowi. 29.03.2023..
Forschung: Vortrag > Hauptbeitrag -
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 -
Eibinger, Tobias; Deixelberger, Beate; Manner, Hans
Drivers of GHG Emissions in the EU Transport Sector: A Nonstationary Macropanel Analysis. University of Graz. 28.09.2022..
Forschung: Vortrag > Beitrag -
Manner, Hans
CO2 emissions in the transport sector - The effectiveness of polidy measures in Austria. Belgrad. 14.09.2022..
Forschung: Vortrag > Hauptbeitrag -
Manner, Hans
Testing the equality of changepoints. WU Wien. 23.08.2022..
Forschung: Vortrag > Hauptbeitrag -
Manner, Hans
Testing the equality of changepoints. München. 22.06.2022..
Forschung: Vortrag > Hauptbeitrag -
Manner, Hans
Volkswirtschaftslehre in Graz - Popup Store Präsentation . Graz. 08.06.2022..
Transfer: Vortrag > Hauptbeitrag -
Manner, Hans
Determinants of greenhouse gas emissions in the transport Sector. Louvain-la-neuve. 12.05.2022..
Forschung: Vortrag > Beitrag -
Manner, Hans
A changepoint analysis of UK house price spillovers. Wien. 12.01.2022..
Forschung: Vortrag > Hauptbeitrag -
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 -
Manner, Hans
Model and Moment Selection in Factor Copula Models. München. 13.01.2020..
Forschung: Vortrag > Beitrag -
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 -
Manner, Hans
The role of persistence in tackling Austria´s climate target: Policies for the transport sector
Laufzeit: 01.12.2019 - 28.02.2022GeldgeberIn: sonstige öffentlich-rechtliche Einrichtungen
Drittmittelprojekt (§§ 26-28 UG) (abgeschlossen) -
Manner, Hans; Duan, Fang; Wied, Dominik
Model and Moment Selection in Factor Copula Models. Leipzig, Deutschland. 24.09.2019..
Forschung: Vortrag > Beitrag -
Manner, Hans; Duan, Fang; Wied, Dominik
Model and Moment Selection in Factor Copula Models. Graz. 06.06.2019..
Forschung: Vortrag > Beitrag