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Research

The research activities of our group can be divided roughly into the following areas (see contact persons in parenthesis):

  • Theory and applications of Lasso-type estimators [U. Schneider ]

    • Distributional properties of Lasso-type estimators, in particular confidence sets
    • Finding determinants of regional economic growth
    • Finding determinants of retirement decisions

  • Methods and theory of system identification and econometrics [M. Deistler |W. Scherrer ]

    • Parametrization of linear dynamic systems
    • Algorithms for the identification of linear dynamic multi-input multi-output systems, in particular subspace algorithms
    • Bayes' procedures for linear dynamic systems
    • Order estimation
    • Identification of nonlinear dynamic systems, in particular neural nets
    • Linear dynamic factor of models: structure theory and estimation

  • Econometrics of financial data [M. Deistler |W. Scherrer ]

    • Forecasts of returns
    • Multivariate modelling of volatility
    • Modelling and estimation of non stationary time series

  • Analysis and forecasting of enterprise data [M. Deistler ]

    • Turnover forecasts
    • Market response models
    • Modelling of supply chains
    • Models for production planning
    • Prediction for asymmetrical cost functions

  • Analysis and predictions of the demand for electricity [M. Deistler |W. Scherrer ]

    • (short term) forecasts for the load and for prices
    • Analysis of markets for electricity (spot and futures markets)
    • Value at Risk analysis of forward contracts

  • Environmental modelling and environmental economics [M. Deistler |B. Böhm ]

    • Modelling of material and energy flow systems: Measurement data reconciliation and identification of subsystems
    • criteria for the evaluation of technical processes and economical actions, which influence environmental processes
    • Environmental monitoring and modelling of environmental systems
    • Energy taxes: technical consequences and effects on prices and competition
    • Spatiotemporal models for the propagation of air pollutants
    • Extended Leontief models
    • Ecological efficiency analysis

  • Modelling and analysis of traffic systems [M. Deistler ]

  • Macroeconometric models [B. Böhm ]

    • Models of the Austrian economy
    • Productivity and efficiency analyses
    • Input output models

  • Microeconometrics [E. Deutsch ]

    • Housing and Labour markets
    • Industrial Economics

Some informationen about current and completed research projects is provided in [Projects ] as well as in the Project-database of the TU Wien.

For publications of the research group please see the Publications-database of the TU Wien.