Photo Hans Manner ©SBESS/Wolf

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
  • 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
  • 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
  • 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
  • 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

Univ.-Prof. Dr.
Hans Manner

hans.manner(at)uni-graz.at

+43 316 380 - 3446
Dienstags 9-11h