2009
Badinger, Harald (2009). Globalization, the output-inflation tradeoff, and inflation. European Economic Review, forthcoming.
Badinger, Harald (2009): Output volatility and economic growth. Economics Letters, forthcoming.
Breuer, Thomas, Martin Jandačka, Klaus Rheinberger and Martin Summer (2009). How to Find Plausible, Severe and Useful Stress Scenarios. International Journal of Central Banking, September 2009, pp 205-224.
Breuer, Thomas, Martin Jandačka, Klaus Rheinberger and Martin Summer (2009). Does Adding Up of Economic Capital for Market and Credit Risk amount to Conservative Risk Assessment? Journal of Banking and Finance, online first, April 2 2009, doi:10.1016/j.jbankfin.2009.03.013
Kaufmann Sylvia and Peter Kugler (2009). A monetary real-time conditional forecast of euro area inflation. Journal of Forecasting, forthcoming.
Kaufmann Sylvia and Maria T. Valderrama (2009). The role of credit aggregates and asset prices in the transmission mechanism: A comparison between the Euro Area and the US. The Manchester School, 2009, forthcoming.
Kaufmann Sylvia (2009). Dating and forecasting turning points by Bayesian clustering with dynamic structure – A suggestion with an application to Austrian data. Journal of Applied Econometrics, 2009, forthcoming.
Kaufmann, S., Scharler J. (2009).Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks. Economic Modelling 26, 40-46.
Knell, Markus (2009). The Work-and-Spend Cycle in a Globalized World. Economics Bulletin 29 (1), 492-499.
Knell, Markus (2009). The Optimal Mix Between Funded and Unfunded Pensions Systems When People Care About Relative Consumption. Economica, forthcoming.
Knell, Markus (2009). How Automatic Adjustment Factors Affect the Internal Rate of Return of PAYG Pension Systems. Journal of Pension Economics and Finance, (forthcoming).
Raunig, Burkhard and Johann Scharler (2009). Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison. German Economic Review, 10(2),176-192.
Stix. H. (2009). “Euroization: What Factors drive its Persistence? Household Data Evidence for Croatia, Slovenia and Slovakia”, forthcoming Applied Economics.
Stix. H. (2009). “Perceived Inflation and the Euro: Evidence from an Austrian Survey”, European Journal of Political Economy 25, 547-561.
2008
Fidrmuc, Jarko, Sylvia Kaufmann and Andreas Resch (2008). Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s. Empirica, 35, 465-479.
Frühwirth-Schnatter, S., Kaufmann, S. (2008). Model-Based Clustering of Multiple Time Series. Journal of Business & Economic Statistics, 26(1), 78-89.
Kaufmann, S., Kugler P. (2008). Does money matter for inflation in the euro area? Contemporary Economic Policy, 26, 590-606.
Kaufmann, S., Valderrama, M.T. (2008). Bank Lending in Germany and the UK: Are there Differences between a Bank-Based and a Market-Based Country? International Journal of Finance and Economics 13, 266-279.
Raunig, B. (2008). Detecting Arch Effects in Non-Gaussian Time Series, Journal of Financial Econometrics, 6(2), 271-289.
Raunig, B. (2008).The Predictability of Exchange Rate Volatility, Economics Letters, 98(2), 220-228.
2007
Raunig, B. (2007). Are Economic Tracking Portfolios useful for Forecasting Output and Inflation in Austria? Applied Financial Economics 17, 1043-1049.
Stix, H. (2007). The Impact of Central Bank Intervention During Periods of Speculative Pressure – Evidence from the EMS. German Economic Review,No. 8(3), 399-427.
2006
Elsinger, H., Lehar, A., Summer, M. (2007). Systemically Important Banks. International Economics and Economic Policy, 3, 73-89.
Elsinger, H., Lehar, A., Summer, M. (2006). Using Market Information for Banking System Risk Assessment. International Journal of Central Banking 2, 137-165.
Frühwirth-Schnatter, S., Kaufmann, S. (2006). How do Changes in Monetary Policy Affect Bank Lending? An Analysis of Austrian Bank Data. Journal of Applied Econometrics 21, 275-305.
Kaufmann, S., Scheicher, M. (2006). A Switching ARCH Model for the German DAX Index. Studies in Nonlinear Dynamics & Econometrics 10(4).
Knell, M., Stix, H. (2006). How Robust are Money Demand Estimations? A Meta-Analytic Summary of Findings about Income Elasticities. Kredit und Kapital 38(4), 514-540.
Knell, M., Stix, H. (2006). Three Decades of Money Demand Studies. Differences and Similarities. Applied Economics 38(7), 805-818.
Raunig, B. (2006). The Longer-Horizon Predictability of German Stock Market Volatility. International Journal of Forecasting 22, 363-372.
2005
Eichberger, J., Summer, M. (2005). Bank Capital, Liquidity and Systemic Risk. Journal of the European Economic Association 3, 547–555.
Elsinger, H., Summer, M. (2005). Arbitrage and Optimal Portfolio Choice with Financial Constraints. Investment Management and Financial Innovations 3.
Glück, H., Schleicher, S. (2005). Monetary Policy in Real-Time Situations: The Relevance of Simple Instrument Rules. In: Proceedings of the 65th Anniversary Conference of the Institute of Economics, Zagreb, 251–277.
Hochreiter, E., Tavlas, G. (2005). Two Roads to the Euro: The Monetary Experiences of Austria and Greece. In: Schadler, Susan (ed.). Euro adoption in Central and Eastern Europe: opportunities and challenges. International Monetary Fund, Washington D.C., 187–201.
Knell, M., Stix, H. (2005). The Income Elasticity of Money Demand. A Meta-Analysis of Empirical Results. Journal of Economic Surveys 19, 513–533.
De Raaij, G., Raunig, B. (2005). Evaluating Density Forecasts of Stock Market Returns. In: European Journal of Finance 11, 151-166.
Raunig, B. (2005). How Well Do Models Of Stock Market Volatility Forecast At Longer Horizons? Forecasting Financial Markets: Theory and Applications. Lodz University Press, 71-83.
Stix. H. (2005). Zahlungsverhalten und Bargeldverwendung in Österreich. In: Thomas Lammer (ed.), Handbuch eMoney, ePayment & mPayment. Springer Verlag.
2004
Boss, M., Summer, M., Thurner, S. (2004). Contagion Flow through Banking Networks. In: Marian Bubak, Geert Dick van Albada, Peter M. A. Sloot, et al. (eds.). Lecture Notes in Computer Science, Vol. 3038, Computational Science – ICCS 2004: 4th International Conference, Kraków, Poland, June 6–9, Proceedings, Part III, Springer-Verlag Heidelberg.
Boss, M., Elsinger, H., Summer, M., Thurner, S. (2004). Network Topology of the Interbank Market. Quantitative Finance 4, 1-8.
Dulleck, U., Kaufmann, S. (2004). Do Customer Information Programs Reduce Household Electricity Demand? – The Irish Program, Energy Policy 32, 1025-1032.
Falk, A., Knell, M. (2004). Choosing the Joneses: Endogenous Goals and Reference Standards. Scandinavian Journal of Economics 106, 417–435.
Hochreiter, E., Sitz, A. (2004). Monetary Policy and EMU Enlargement: The Adoption of the Euro – Introduction and Overview. Atlantic Economic Journal 32, 263–267.
Hochreiter, E., Tavlas, G. (2004). Two Roads to the Euro: The Monetary Experiences of Austria and Greece. Conference Proceedings „Adopting the Euro – Challenges and Opportunities for New Member States of the European Union“, International Monetary Fund, Washington D.C.
Hochreiter, E., Tavlas, G. (2004). On the Road Again: An Essay on the Optimal Path to EMU for the New Member States. Journal of Economic Policy Modeling, Vol. 26/7, 793–816.
Knell, M. (2004). Institutional Interactions in Open Economies-Implications for EMU. In: Robert Solow (ed.), Structural Reform and Economic Policy, Basingstoke, Hampshire [et al.]: Palgrave Macmillan in association with International Economic Association, 41–65.
De Raaij, G., Raunig, B. (2004). Evaluating VaR Models With Likelihood Ratio Tests: A Note. Finance Letters 2, 16–19.
Sitx, H. (2004). Foreign Currency Demand Since 2002 – Evidence from Five Central and Eastern European Countries. CESifo Forum.
Stix, H. (2004). How Do Debit Cards Affect Cash Demand? Survey Data Evidence. Empirica 31, 93–115.
Summer, M., Wuerz, M. (2004). Financial Regulation in the New Europe. In: Maciandero, D. (eds.). Financial Intermediation in the New Europe. Edward Elgar.
2003
Hochreiter, E. (2003). The Impact of European Monetary Union Enlargement on Central Banks. Introductory Essay, Atlantic Economic Journal 4.
Hochreiter, E., Korinek, A., Siklos, P. (2003). The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions. International Journal of Economics and Finance 4, 327–350.
Kaufmann, S. (2003). The Cross-Sectional and the Time Dimension of the Bank Lending Channel: The Austrian Case. In: I. Angeloni, A. Kashyap and B. Mojon (eds.). Monetary Policy Transmission in the Euro Area. Cambridge University Press, 347–358.
Reininger, T., Schardax, F., Summer, M. (2003). Financial System Transition in Central Europe: The First Decade. In: Tumpel-Gugerell, G., Mooslechner, P. (eds.). Economic Convergence and Divergence in Europe: Growth and Regional Development in an Enlarged European Union. Edward Elgar, Cheltenham, UK and Northampton, MA, USA.
Summer, M. (2003). Banking Regulation and Systemic Risk. Open Economies Review 14, 43–70.
2002
Hochreiter, E., Siklos, P. L. (2002). Choosing an Exchange Rate Regime: Selected Issues and Their Relevance for the Southern Cone Region. In: North American Journal of Economics and Finance 2.
Hochreiter, E., Wagner, H. (2002). The Road to the Euro – Exchange Rate Arrangements in European Transition Economies. In: Tavlas, G., Ulan, M. (eds.). Annals of the American Academy of Social and Political Science, 579, Exchange Rate Regimes and Capital Flows; 168–182.
Hochreiter, E., Rovelli, R. (2002). The Generation and Distribution of Central Bank Seigniorage in the Czech Republic, Hungary and Poland. Banca Nazionale del Lavoro, Quarterly Review December 2002 Issue.
Kaufmann, S. (2002). Is there an Asymmetric Effect of Monetary Policy over Time? A Bayesian Analysis Using Austrian Data. Empirical Economics 27 (2), 277–297, and in: Hamilton, J. D., Baldev, Raj (eds.). Advances in Markov-Switching Models, Springer.
Kaufmann, S., Frühwirth-Schnatter, S. (2002). Bayesian Analysis of Switching ARCH Models. Journal of Time Series Analysis 23, 425–458.
Kaufmann, S., Scharler, J., Winckler, G. (2002). The Austrian Current Account: Driven by Twin Deficits or by Intertemporal Expenditure Allocation? Empirical Economics 27, 529–542.
Knell, M. (2002). The Effects of EMU on Euro Area Unemployment. Atlantic Economic Journal 30, 244–262.
Stix, H. (2002). Die Auswirkungen von elektronischem Geld auf die Geldpolitik. Wirtschaftspolitische Blätter 2, 110–119.
Summer, M. (2002). Financial Markets, the Structure of Long Term Investments and Labor Income Risks. Research in Economics 56, 265–298.
Summer, M., Niederle, M. (2002). Income Tax Enforcement with a Self Interested Auditor. In: Murshed, M. (ed.). Issues in Positive Political Economy, Routledge, London.