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.