Univ.-Prof. Dipl.-Ing. Dr.techn. Martin Wagner

Aktuelle Positionen

Aktuelle Positionen:

02–06/2024 Simone Veil Fellow, Robert Schuman Centre for Advanced Studies, European University Institute, Florenz, Italien

10/2019 – Universitätsprofessor für Volkswirtschaftslehre, Universität Klagenfurt

10/2019 – Chief Economic Advisor des Gouverneurs, Bank of Slovenia (teilzeit)

2012 – Gastprofessor bzw. Universitätsprofessor für Volkswirtschaftslehre, Universität Ljubljana

10/2011 – Senior Fellow, Institut für Höhere Studien, Wien (Forschungsgruppe Makroökonomik und Konjunktur)

Bücher

Klaus Neusser und Martin Wagner (2022), Zeitreihenanalyse in den Wirtschaftswissenschaften. Einführung und Grundlagen für den Einstieg in die aktuelle Forschung, 4., vollständig überarbeitete und ergänzte Auflage. Studienbücher Wirtschaftsmathematik. Springer Gabler: Berlin.

Im Buch verwendete Daten und MATLAB-Programme:

Abbildung 1.1: CSV (16 KB)
Abbildung 1.2: CSV (153 KB)
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Abbildung 3.5: CSV (2 KB)
Abbildungen 5.2-5.7: CSV (4 KB)
Abbildungen 6.2, 6.3, 6.6: CSV (2 KB)
Abbildung 7.4: CSV (2 KB)
Abbildung 7.5: CSV (5 KB)
Abbildung 7.9: CSV (21 KB)
Abbildung 7.10: Siehe Abbildung 7.5 und 7.9
Abbildung 7.11: CSV (6 KB)
Abbildungen 8.2-8.5: Siehe Abbildung 1.2
Abbildung 11.2: CSV (2 KB)
Abbildung 11.3: CSV (2 KB)
Abbildung 14.2: CSV (1 KB)
Abbildung 14.3: CSV (12 KB)
Abbildung 14.4: CSV (5 KB)
Beispiel 15.4: CSV (8 KB)
Übung 15.5.1: CSV (7 KB)
Abbildung 16.3: CSV (3 KB); MATLAB (49 KB)
Abbildung 17.1: CSV (8 KB)

Weitere Daten:

Diskussionspapiere

Naevdal, E., & Wagner, M. (2024). A Note on the Optimal Speed of Transition: Aghion and Blanchard Revisited.

Veldhuis, S., & Wagner, M. (2024). Integrated Modified Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 54.

Vogelsang, J., & Wagner, M. (2024). Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 53.

Wagner, M. (2023). Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions. IHS Working Paper Series 44.

Reichold, K., Wagner, M., Damjanović, M., & Drenkovska, M. (2022). Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. IHS Working Paper Series 40.

Osbat, C., Sun, Y., & Wagner, M. (2021). Sectoral Exchange Rate Pass-Through in the Euro Area. ECB Working Paper 2634.

Knorre, F., Wagner, M., & Grupe, M (2020). Monitoring cointegrating polynomial regressions: Theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions. IHS Working Paper Series 27.

Reynolds, J., Sögner, L., & Wagner, M. (2020). Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. IHS Working Paper Series 17.

Reichold, K., & Wagner, M. (2018). Panel cointegrating polynomial regressions: Group-mean fully modified OLS estimation and inference. SFB 823 Discussion Paper 27/2018.

de Jong, R. M., & Wagner, M. (2018). Panel cointegrating polynomial regression analysis and the environmental Kuznets curve. SFB 823 Discussion Paper 22/2018.

Stypka, O., & Wagner, M. (2018). The Phillips unit root tests for polynomials of integrated processes. SFB 823 Discussion Paper 18/2018.

Reynolds, J., Sögner, L., Wagner, M., & Wied, D. (2018). Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. SFB 823 Discussion Paper 9/2018.

Naevdal, E., & Wagner, M. (2017). The speed of transition revisited. SFB 823 Discussion Paper 10/2017.

Deistler, M., & Wagner, M. (2017). Cointegration in singular ARMA models. SFB 823 Discussion Paper 5/2017.

Stypka, O., Grabarczyk, P., Kawka, R., & Wagner, M. (2016). „Linear“ fully modified OLS estimation of cointegrating polynomial regressions. SFB 823 Discussion Paper 77/2016.

Wagner, M., & Grabarczyk, P. (2016). The environmental Kuznets curve for carbon dioxide emissions: A seemingly unrelated cointegrating polynomial regressions approach. SFB 823 Discussion Paper 75/2016.

Frondel, M., Grabarczyk, P., & Wagner, M. (2016). Integrated modified OLS estimation for cointegrating polynomial regressions – With an application to the environmental Kuznets curve for CO₂emissions. SFB 823 Discussion Paper 74/2016.

Frondel, M., Vance, C., & Wagner, M. (2016). Cycling on the extensive and intensive margin: The role of paths and prices. SFB 823 Discussion Paper 44/2016.

Linnemann, L., Uhrin, G., & Wagner, M. (2016). Government spending shocks and labor productivity. SFB 823 Discussion Paper 9/2016.

Wagner, M., & Wied, D. (2015). Monitoring stationarity and cointegration. Available at SSRN.

Vogelsang, T.J., & Wagner, M. (2014.) An integrated modified OLS RESET test for cointegrating regressions. SFB 823 Discussion Paper 37/2014.

Publikationen

2024

Nævdal, E., & Wagner, M.: A Note on the Optimal Speed of Transition: Aghion and Blanchard Revisited. German Economic Review. doi.org/10.1515/ger-2024-0054.

Stypka, O., Wagner, M., Grabarczyk, P., & Kawka, R.: Cointegrating Polynomial Regression Models: Robustness of Fully Modified OLS. Econometric Theory. doi.org/10.1017/S0266466624000033.

2023

Wagner, M. (2023): Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions. Economics Letters 228. doi.org/10.1016/j.econlet.2023.111186.

Wagner, M., & Reichold, K. (2023): Panel Cointegrating Polynomial Regressions: Group-Mean Fully Modified OLS Estimation and Inference. Econometric Reviews 42(4), 358-392. doi:10.1080/07474938.2023.2178141.

2022

Wagner, M. (2022): Residual-Based Cointegration and Non-Cointegration Tests for Cointegrating Polynomial Regressions. Empirical Economics 65, 1-31. doi: 10.1007/s00181-022-02343-0

de Jong, R., & Wagner, M. (2022): Panel Cointegrating Polynomial Regression Analysis and an Illustration with the Environmental Kuznets Curve. Econometrics and Statistics. doi:10.1016/j.ecosta.2022.03.005

2021

Reynolds, J., Sögner, L., & Wagner, M. (2021): Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets. Central European Journal of Economic Modelling and Econometrics, 13(2), 105-146. doi:10.24425/cejeme.2021.137358

Knorre, F., Wagner, M., & Grupe, M. (2021): Monitoring cointegrating polynomial regressions: theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions. Econometrics, 9(1), 12. doi:10.3390/econometrics9010012

2020

Bauer, D., Matuschek, L., de Matos Ribeiro, P., & Wagner, M. (2020): A parameterization of models for unit root processes: structure theory and hypothesis testing. Econometrics, 8(4), 42. doi:10.3390/econometrics8040042

Wagner, M., Grabarczyk, P., & Hong, S. H. (2020). Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. Journal of Econometrics, 214(1), 216–255. doi:10.1016/j.jeconom.2019.05.012

Kunst, R. M., & Wagner, M. (2020). Economic forecasting: editors‘ introduction. Empirical Economics, 58, 1-5. doi:10.1007/s00181-019-01820-3

2019

Stypka, O., & Wagner, M. (2019). The Phillips unit root tests for polynomials of integrated processes revisited. Economics Letters, 176, 109–113. doi:10.1016/j.econlet.2018.12.033

Wagner, M., Grabarczyk, P., & Hong, S. H. (2019). Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. Journal of Econometrics, 214(1), 216-255. doi:10.1016/j.jeconom.2019.05.012

Wagner, M., & Zeileis, A. (2019). Heterogeneity and spatial dependence of regional growth in the EU: a recursive partitioning approach. German Economic Review, 20(1), 67–82. doi:10.1111/geer.12146

2018

Grabarczyk, P., Wagner, M., Frondel, M., & Sommer, S. (2018). A cointegrating polynomial regression analysis of the material Kuznets Curve hypothesis. Resources Policy, 57, 236–245. doi:10.1016/j.resourpol.2018.03.009

2017

Deistler, M., & Wagner, M. (2017). Cointegration in singular ARMA models. Economics Letters, 155, 39–42. doi:10.1016/j.econlet.2017.03.001

Wagner, M., & Wied, D. (2017). Consistent monitoring of cointegrating relationships: the US housing market and the subprime crisis. Journal of Time Series Analysis, 38(6), 960–980. doi:10.1111/jtsa.12247

2016

Wagner, M., & Hlouskova, J. (2016). Growth regressions, principal components augmented regressions and frequentist model averaging. Jahrbücher für Nationalökonomie und Statistik, 235(6), 642–662. doi:10.1515/jbnst-2015-0608

Wagner, M., & Hong, S. H. (2016). Cointegrating polynomial regressions: fully modified OLS estimation and inference. Econometric Theory, 32(5), 1289–1315. doi:10.1017/s0266466615000213

2015

Aschersleben, P., Wagner, M., & Wied, D. (2015). Monitoring Euro area real exchange rates. In A. Steland, E. Rafajłowicz, & K. Szajowski (Eds.), Stochastic models, statistics and their applications: Wroclaw, Poland, February 2015 (pp. 363–370). doi:10.1007/978-3-319-13881-7_40

Pedroni, P. L., Vogelsang, T. J., Wagner, M., & Westerlund, J. (2015). Nonparametric rank tests for non-stationary panels. Journal of Econometrics, 185(2), 378–391. doi:10.1016/j.jeconom.2014.08.013

Wagner, M. (2015). The environmental Kuznets curve, cointegration and nonlinearity. Journal of Applied Econometrics, 30(6), 948–967. doi:10.1002/jae.2421

2014

Vogelsang, T. J., & Wagner, M. (2014). Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. Journal of Econometrics, 178(2), 741–760. doi:10.1016/j.jeconom.2013.10.015

2013

Hlouskova, J., & Wagner, M. (2013). The determinants of long-run economic growth: a conceptually and computationally simple approach. Swiss Journal of Economics and Statistics, 149(4), 445–492. https://ideas.repec.org/a/ses/arsjes/2013-iv-2.html

Vogelsang, T. J., & Wagner, M. (2013). A fixed-b perspective on the Phillips-Perron unit root tests. Econometric Theory, 29(03), 609–628. doi:10.1017/s0266466612000485

2012

Bauer, D., & Wagner, M. (2012). A state space canonical form for unit root processes. Econometric Theory, 28(6), 1313–1349. doi:10.1017/s026646661200014x

Schneider, U., & Wagner, M. (2012). Catching growth determinants with the adaptive Lasso. German Economic Review, 13(1), 71–85. doi:10.1111/j.1468-0475.2011.00541.x

Wagner, M. (2012). The Phillips unit root tests for polynomials of integrated processes. Economics Letters, 114(3), 299–303. doi:10.1016/j.econlet.2011.11.006

2010

Wagner, M. (2010). Cointegration analysis with state space models. Advances in Statistical Analysis, 94(3), 273–305. doi:10.1007/s10182-010-0138-x

Wagner, M., & Hlouskova, J. (2010). The performance of panel cointegration methods: results from a large scale simulation study. Econometric Reviews, 29(2), 182–223. doi:10.1080/07474930903382182

2009

Banerjee, A., & Wagner, M. (2009). Panel methods to test for unit roots and cointegration. In T. C. Mills & K. Patterson (Eds.), Applied Econometrics (pp. 632–726). doi:10.1057/9780230244405_13

Bauer, D., & Wagner, M. (2009). Using subspace algorithm cointegration analysis: simulation performance and application to the term structure. Computational Statistics & Data Analysis, 53(6), 1954–1973. doi:10.1016/j.csda.2008.10.039

Hlouskova, J., Schmidheiny, K., & Wagner, M. (2009). Multistep predictions for multivariate GARCH models: closed form solution and the value for portfolio management. Journal of Empirical Finance, 16(2), 330–336. doi:10.1016/j.jempfin.2008.09.002

Hlouskova, J., & Wagner, M. (2009). Finite sample correction factors for panel cointegration tests. Oxford Bulletin of Economics and Statistics, 71(6), 851–881. doi:10.1111/j.1468-0084.2009.00559.x

Sonstige Publikationen

Pötscher, B.M., Sögner, L., & M. Wagner (2024): Editor’s Introduction. Special Issue on High-Dimensional Time Series in Macroeconomics and Finance. Econometrics 12, 6 (2 Seiten).

Wagner, M., Knorre, F., & C. Kopetzky (2023): Gross Domestic Product, Greenhouse Gas Emissions and Global Warming. In: Weihs, C., Buschfeld S., & W. Krämer (Hrsg.): Statistics Today, Springer, forthcoming.

Osbat, C., Sun, Y., & Wagner, M. (2022). Sectoral Exchange Rate Pass-Through in the Euro Area. SUERF Policy Brief 347.

Kimmich, C., König, T., Laa, E., Lappöhn, S., & Wagner, M. (2022). Energiewende beschleunigen? Engpässe berücksichtigen! IHS Policy Brief 7/2022.

Kimmich, C., Koch, S., König, T., Lappöhn, S., Schnabl, A., Wagner, M., Weyerstraß, K., & Zenz, H. (2022). Abschätzung der wirtschaftlichen Folgen des Kriegs in der Ukraine und der Sanktionen gegen Russland. IHS Policy Brief 2/2022.

Kluge, J., Lappöhn, S., Plank, K., Schnabl, A., Wagner, M., Weyerstraß, K., Wimmer L., & Zenz, H. (2021). Austria’s Competitiveness and Its Determinants. Concepts, Developments, Relative Performance and Policy Options. OeNB Projekt Nr. 17686, Endbericht.

Forschung (Downloads)

Auf dieser Seite stellen wir Code und Tabellen für die untenstehenden Arbeiten zur Verfügung. Wir übernehmen keine Garantie für die Richtigkeit und somit auch keinerlei Haftung. Wenn Sie den Code oder die Tabellen verwenden, ist die entsprechende Arbeit zu zitieren.

Veldhuis, S., & Wagner, M. (2024): Integrated Modified Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 54. [link]
- Matlab-Code (zip, 13 KB)

Vogelsang, J., & Wagner, M. (2024): Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 53. [link]
- Tabellen: Fixed-b Critical Values for RESET Testing (pdf)
- Matlab-Code (zip, 502 KB)

Wagner, M., & Reichold, K. (2023): Panel Cointegrating Polynomial Regressions: Group-Mean Fully Modified OLS Estimation and Inference. Econometric Reviews 42, 358-392. [DOI]
- Matlab-Code (zip, 7 KB)

de Jong, R., & Wagner, M. (2022): Panel Cointegrating Polynomial Regression Analysis and an Illustration with the Environmental Kuznets Curve. Econometrics and Statistics. [DOI]
- Matlab-Code (zip, 12 KB)

Knorre, F., Wagner, M., & Grupe, M. (2021): Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. Econometrics 9(1), 12. [DOI]

Vogelsang, J., & Wagner, M. (2014): Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Journal of Econometrics 178(2), 741-760. [DOI]
- Tabellen (pdf)
- Matlab-Code (zip, 346 KB)

Vogelsang, J., & Wagner, M. (2013): A Fixed-b Perspective on the Phillips-Perron Tests. Econometric Theory 29(3), 609-628. [DOI]
- Tabellen (pdf)
- Matlab-Code (zip, 430 KB)

Vogelsang, J., & Wagner, M. An Integrated Modified OLS RESET Test for Cointegrating Regressions. Submitted. [DOI]
- Tabellen (pdf)
- Matlab-Code (zip, 550 KB)

Wagner, M., & Wied, D. Monitoring Stationarity and Cointegration. Diskussionspapier. [DOI]
- Tabellen (pdf)
- R-Paket via CRAN/ R-Paket via GitHub

Aschersleben, P., & Wagner, M. cointReg: Parameter Estimation and Inference in a Cointegrating Regression.
- R-Paket via CRAN/ R-Paket via GitHub

Wagner, M., Zeileis, A., & Bivand, R. lagsarlmtree: Spatial Lag Model Trees.
- R-Paket via CRAN

Wagner, M. Residual Based Cointegration and Non-cointegration Tests for Cointegrating Polynomial Regressions.
- Tabellen (pdf)
- Matlab-Code (zip, 60 KB)

Konferenzen und Vorträge

13. Präsidentenkonferenz der Wirtschaftskammern des New Alpe Adria Network, Klagenfurt, Österreich
22. Oktober 2024, Vortrag und Diskussion
(Macro)Economic Challenges and Opportunities for the Region

Eighth Conference on the Econometric Models of Climate Change (EMCC VIII), Cambridge, UK
16.-17. August 2024, Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
https://climatraces.org/events/emcc-viii

4th Conference on New Trends and Developments in Econometrics, Ponta Delgada, Portugal
7.-8. Juni 2024, Robust Inference for the Long Run
https://www.bportugal.pt/en/evento/conference-new-trends-and-developments-econometrics

6^th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Wien, Österreich
16.-17. Mai 2024, Co-Organizer und Session Chair
Robust Inference for the Long Run
https://www.ihs.ac.at/de/events/conference-series/time-series-workshops/time-series-workshop-2024/

4th Italian Workshop of Econometrics and Empirical Economics: (IWEEE 2024), Bozen, Italien
25.-26. Jänner 2024, Fully Modified OLS Estimation and Inference forSeemingly Unrelated Cointegrating PolynomialRegressions with Common Integrated Regressors
https://www.side-iea.it/events/conferences/4th-italian-workshop-econometrics-and-empirical-economics-iweee2024

17^th International Conference on Computational and Financial Econometrics (CFE 2023), Berlin, Deutschland
16.-18. Dezember 2023, Testing Linear Cointegration Against Smooth Transition Cointegration
http://www.cfenetwork.org/CFE2023/

IWH Workshop on Forecasting in Times of Structural Change and Uncertainty, Halle (Saale), Deutschland
16.-17. November 2023, Robust Inference for the Long Run

Grüne Wirtschaft, Mödling, Österreich
15. November 2023, Vortrag und Diskussion
Zukunftskiller Wirtschaft?

2^nd Annual Workshop of the ESCB Research Cluster Climate Change, Frankfurt am Main, Deutschland
13.-14. November 2023, Diskutant zum Thema The Effect of the EU ETS on Productivity

2023 NBER-NSF Time Series Conference, Montréal, Kanada
22.-23. September 2023, Testing Linear Cointegration Against Smooth Transition Cointegration
https://www.cirano.qc.ca/en/events/1126#sommaire

75th European Meeting of the Econometric Society (ESEM 2023), Barcelona, Spanien
28. August -1. September 2023, Testing Linear Cointegration Against Smooth Transition Cointegration
https://www.eeassoc.org/events/eea-esem-barcelona-2023

9th International Conference on Time Series and Forecasting (ITISE 2023), Gran Canaria, Spanien
11.-14. Juli 2023, Plenary Speaker
Sources and Channels of Instabilities and Nonlinearities of the Phillips Curve: Results for the Euro Area and Its Member States
https://itise.ugr.es/speakers.html

10th Italian Congress of Econometrics and Empirical Economics (ICEEE 2023), Cagliari, Italien
26.-28. Mai 2023, Pseudo Maximum Likelihood Estimation for Multiple Frequency I(1) VARMA Processes: A State Space Approach
https://www.side-iea.it/events/conferences/iceee-2023

Tagung des Ausschuss für Ökonometrie des Vereins für Socialpolitik, Hasenwinkel, Deutschland
30. März – 1. April 2023, Sources and Channels of Instabilities and Nonlinearities of the Phillips Curve: Results for the Euro Area and Its Member States

BS|EF Research Seminar, Ljubljana, Slowenien
2. März 2023, Sources and Channels of Instabilities and Nonlinearities of the Phillips Curve: Results for the Euro Area and Its Member States
https://www.bsi.si/en/about-us/conferences-and-seminars

16^th International Conference on Computational and Financial Econometrics (CFE 2022), London, UK
17.-19. Dezember 2022, Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States
http://www.cfenetwork.org/CFE2022/

Center for Econometrics and Business Analytics Research Seminar, St. Petersburg, Russland
11. November 2022, HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships
https://ceba-lab.org/seminars/eng

Netzwerkstatt 2022 der Grünen Wirtschaft, Pörtschach, Österreich
7. Oktober, 2022, Vortrag und Diskussion
Die Inflation ist in aller Munde. Aber was bedeutet das für mein unternehmerisches Tun?

Jahrestagung der Nationalökonomischen Gesellschaft 2022, Wien, Österreich
19.-20. September 2022, Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States
https://www.conftool.com/noeg-2022

Der Weis[s]e Salon, Wien, Österreich
4. Juli 2022, Podiumsdiskussion
Konsolidierung der Staatsschulden – Welche Reformen?

8th International Conference on Time Series and Forecasting (ITISE 2022), Gran Canaria, Spanien
27.-30. Juni 2022, Plenary Speaker
HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships
https://itise.ugr.es/2022/plenarytalks.php

5^th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Wien, Österreich
9.-10. Juni 2022, Co-Organizer und Session Chair
https://www.ihs.ac.at/de/events/conference-series/time-series-workshops/time-series-workshop-2021/

Symposium Aufsichtsrat und Abschlussprüfer – Gemeinsam für eine gute Corporate Governance, Wien, Österreich
30. Mai 2022, Vortrag und Podiumsdiskussion
Neues Wirtschaften nach (?) der Krise – Was braucht es jetzt?

Economics Research Seminar, Universität Graz, Graz, Österreich
24. Mai 2022, HAC Robust Estimation and Inference for Long-Run Equilibrium Relationships
https://uni-graz.at/economics-research-seminar/

Lange Nacht der Forschung 2022, Klagenfurt, Österreich
20. Mai 2022, Umwelt, Klima und Wirtschaft – Kann der Umbau der Weltwirtschaft in Richtung Klimaneutralität gelingen?
https://www.aau.at/blog/lange-nacht-der-forschung-zum-volkswirtn/

Tagung des Ausschuss für Ökonometrie des Vereins für Socialpolitik, Hegne, Deutschland
7.-9. April 2022, Testing Linear Cointegration Against Smooth Transition Cointegration

15^th International Conference on Computational and Financial Econometrics (CFE 2021), London, UK
18.-20. Dezember 2021, Localized Fully Modified OLS Estimation
http://www.cfenetwork.org/CFE2021/

7th International Conference on Time Series and Forecasting (ITISE 2021), Gran Canaria, Spanien
19.-21. Juli 2021, Plenary Speaker
Testing Linear Cointegration Against Smooth Transition Cointegration
https://itise.ugr.es/plenarytalks.php

Regional Procurement Conference 2021, Portorož, Slowenien
14.-15. Juni 2021, Speaker and Round Table Participant
Current Economic Trends and Outlook
https://www.procurement-conference.com/program/

9th Italian Congress of Econometrics and Empirical Economics (ICEEE 2021), Cagliari, Italien
21.-23. Januar 2021, Testing Linear Cointegration Against Smooth Transition Cointegration
https://www.side-iea.it/events/conferences/iceee-2021
https://easychair.org/smart-program/ICEEE2021/2021-01-22.html#talk:163982

14^th International Conference on Computational and Financial Econometrics (CFE 2020), London, UK
19.-21. Dezember 2020, Testing Linear Cointegration Against Smooth Transition Cointegration
http://www.cfenetwork.org/CFE2020/
http://www.cmstatistics.org/RegistrationsV2/CFE2020/viewSubmission.php?in=472&token=1rnro37o01oop36627p0304741r354o3

Regional Procurement Conference 2020, Portorož, Slowenien
19.-20. November 2020, Current Economic Situation and Outlook
Video-Verlinkung https://www.youtube.com/watch?v=mEHMm5n98uY&feature=youtu.be (ab Minute 10:05).

Digitale Lange Nacht der Forschung 2020, Klagenfurt, Österreich
09. Oktober 2020, Die Weltwirtschaft auf der Intensivstation? Ein volkswirtschaftlicher (Aus-)Blick auf die COVID19 Pandemie
Martin Wagner, Professor für Volkswirtschaftslehre am gleichnamigen Institut der Universität Klagenfurt, macht im Live-Vortrag verständlich, was die gegenwärtige (wirtschaftliche) Krisensituation ausmacht, und von welchen Faktoren es abhängt, dass Volkswirtschaften funktionsfähig bleiben.

Medienbeiträge

„Wieso wird alles teurer?“, [Interview]. Antenne Kärnten (3. Oktober 2022).

„Wir wollen’s wissen: Wie Wissenschaft, Wissen schafft“, [Audio-Podcast]. Antenne Kärnten (27. Juli 2022).

„Verborgene Zusammenhänge in der Wirtschaft“, in: Die Presse (05. Februar 2022), S. 32 (W2).

„Land kann sich leisten, was es sich leisten will“, in: Kleine Zeitung (03. Jänner 2022), S. 20-21.

Interview im Rahmen des Wirtschaftsbeitrags „Steigende Inflation trifft arme Menschen“, in: ORF-Sendung Kärnten Heute (30. August 2021).

„Wir wollen’s wissen: Wann sinken Rohstoffpreise wieder“, [Audio-Podcast]. Antenne Kärnten (12. August 2021).

„Über Staatsschulden und ökonomische Kompetenzen in unsicheren Zeiten“, in: ad astra. Magazin für Wissenschaft und Kultur der Universität Klagenfurt (26. Mai 2021).

„Aus Krisensolidarität muss Bewältigung werden“, in: Kleine Zeitung (17. April 2020), S. 14.

„2020-05 Die mit den wirtschaftlichen Folgen“, [Audio-Podcast]. Zischcast.com (09. April 2020).

Projekte

Projektleiter des Projekts „GLASS – Global Augmented State Space Error Correction Model“. Gefördert durch den FWF (Fonds zur Förderung der wissenschaftlichen Forschung). [Volumen: ca. 227.000€, Förderperiode Oktober 2022 – September 2025]

Projektleiter des Projekts „Instability and Nonlinearity of Long-Run Money Demand: Econometric Theory and Empirical Analysis“. Gefördert durch den Jubiläumsfonds der Oesterreichischen Nationalbank [Volumen: 249.000€, Förderperiode Juli 2022 – Dezember 2025]

Projektleiter der Projekte A3 (Dynamische Modellierung von Produktionstechnologien; Co-Projektleiter Christoph Schmidt und Manuel Frondel) und A4 (Faktorallokation und Preisbildung bei aggregierten Risiken auf Finanzmärkten; Co-Projektleiter Ludger Linnemann) im Sonderforschungsbereich 823. Gefördert durch die Deutsche Forschungsgemeinschaft/German Science Foundation. [Volumen der Teilprojekte: ca. 400.000€ für die zweite Förderperiode Juli 2013 – Juni 2017; ca. 500.000€ für die dritte Förderperiode Juli 2017 – Juni 2021]