Rünstler, Gerhard

Gerhard Rünstler

Research

 gerhard.ruenstler@ecb.europa.eu

Fields of interest:

  • Macroeconometrics
  • Macroeconomics

Education:

  • MSc Mathematics, Technical University Graz
  • PhD Social Sciences, University of Graz
  • Postgraduate Studies in Econometrics, Institute for Advanced Studies, Vienna

Professional experience:

  • Assistant Professor at Institute for Advanced Studies, Vienna, 1992-1998
  • Economist, Austrian National Bank, 1998-1999
  • Economist, European Central Bank, 1999-2003
  • Principal Economist, European Central Bank, since 2003
  • Austrian Institute for Economic Research, 2009-2012

Awards:

  • Isaac Kerstenetzky Award, CIRET conference 2009, New York

Teaching experience:

  • Econometrics I @ Institute for Advanced Studies 1995-1998
  • Tutorials in time series analysis @ Vienna Business School 1996-1998
  • International Economics @ University of Applied Sciences Vienna 2009
No. Title Authors
1915Business, housing and credit cyclesRünstler, Gerhard, Vlekke, Marente
1893On the design of data sets for forecasting with dynamic factor modelsRünstler, Gerhard
1887Network Dependence in the Euro Area Money MarketRünstler, Gerhard
953Estimating and forecasting the euro area monthly national accounts from a dynamic factor modelAngelini, Elena, Rünstler, Gerhard, Bańbura, Marta
949Short-term forecasts of euro area GDP growthAngelini, Elena, Camba-Méndez, Gonzalo, Rünstler, Gerhard, Giannone, Domenico, Reichlin, Lucrezia
751A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDPRünstler, Gerhard, Bańbura, Marta
276Short-term estimates of euro area real GDP by means of monthly dataRünstler, Gerhard, Sédillot, Franck
182The information content of real-time output gap estimates, an application to the euro areaRünstler, Gerhard
No. Title Authors
205Real and financial cycles in EU countries - Stylised facts and modelling implications
WGEM Team on Real and Financial Cycles

Rünstler, Gerhard, Balfoussia, Hiona, Burlon, Lorenzo, Buss, Ginters, Comunale, Mariarosaria, De Backer, Bruno, Dewachter, Hans, Guarda, Paolo, Haavio, Markus, Hindrayanto, Irma, Iskrev, Nikolai Ivanov, Jaccard, Ivan, Kulikov, Dmitry, Kunovac, Davor, Lenarcic, Crt, Lequien, Matthieu, Lozej, Matija, Mandler, Martin, Papageorgiou, Dimitris, Pedersen, Jesper, Perez-Quiros, Gabriel, Rannenberg, Ansgar, Rots, Eyno, Scharnagl, Michael, Welz, Peter

191The transmission channels of monetary, macro- and microprudential policies and their interrelationsBeyer, Andreas, Nicoletti, Giulio, Papadopoulou, Niki, Papsdorf, Patrick, Rünstler, Gerhard, Schwarz, Claudia, Sousa, João, Vergote, Olivier
84Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exerciseVan Nieuwenhuyze, Christophe, Benk, Szilard, Rünstler, Gerhard, Cristadoro, Riccardo, Den Reijer, Ard, Jakaitiene, Audrone, Jelonek, Piotr, Rua, António, Ruth, Karsten, Barhoumi, Karim
Title Authors Where
Business, housing, and credit cycles G. Rünstler and M. Vlekke Journal of Applied Econometrics 33(2), 212-226
On the design of data set for forecasting with dynamic factor models G. Rünstler Hillebrand and Koopman, Advances in Econometrics, Vol 20, Emerald Publishing
Short-term forecasts of euro area GDP growth Angelini, E., G. Camba-Mendez, D. Giannone, L. Reichlin, G. Rünstler Econometrics Journal 14(1), C25-C44.
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP M. Banbura and G. Rünstler International Journal of Forecasting 27(2), 333-46.
Short-term forecasting of GDP using large data sets: a pseudo real-time forecast evaluation exercise G. Rünstler et al. Journal of Forecasting 28(7), 595-611
Modelling phase shifts among stochastic cycles G. Rünstler Econometrics Journal 7, 232-48.