Rünstler, Gerhard

  • 1990-1992
    Postgraduate Studies in Econometrics, Institute for Advanced Studies, Vienna
  • 1982-1988
    PhD Social Sciences, University of Graz
  • 1980-1986
    MSc Mathematics, Technical University Graz
Professional experience
  • 2009-2012
    Austrian Institute for Economic Research, 2009-2012
  • 1999-2003
    Economist, European Central Bank, 1999-2003
  • 2003
    Principal Economist, European Central Bank, since 2003
  • 1998-1999
    Economist, Austrian National Bank, 1998-1999
  • 1992-1998
    Assistant Professor at Institute for Advanced Studies, Vienna, 1992-1998
Teaching experience
  • 2009
    International Economics at University of Applied Sciences Vienna 2009
  • 1995-1998
    Econometrics I at Institute for Advanced Studies 1995-1998
  • 1996-1998
    Tutorials in time series analysis at Vienna Business School 1996-1998
  • 2009
    Isaac Kerstenetzky Award, CIRET conference 2009, New York

ECB Working Paper Series

ECB Occasional Paper Series

ECB Research bulletin

Journal publications

G. Rünstler and M. Vlekke
Business, housing, and credit cycles
Journal of Applied Econometrics 33(2), 212-226
G Rünstler
Network dependence in the euro area money market
Journal of Computational Economics and Econometrics 6(3), 294-314
G. Rünstler
On the design of data set for forecasting with dynamic factor models
Hillebrand and Koopman, Advances in Econometrics, Vol 35, Emerald Publishing
Angelini, E., G. Camba-Mendez, D. Giannone, L. Reichlin, G. Rünstler
Short-term forecasts of euro area GDP growth
Econometrics Journal 14(1), C25-C44.
M. Banbura and G. Rünstler
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
International Journal of Forecasting 27(2), 333-46.
E. Angelini, M. Banbura, G. Rünstler
Estimating and forecasting the euro area national accounts from a dynamic factor model
Journal of Business Cycle Measurement and Analysis 2010(1), 5-26
G. Rünstler
Modelling phase shifts among stochastic cycles
Econometrics Journal 7, 232-48.
H. Hofer, G. Rünstler, T. Url
The dynamic effects of aggregate supply and demand disturbances: further evidence
Applied Economics Letters 7(1), 25-28
A. Jumah, S. Karbuz, G. Rünstler
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Applied Financial Economics 9, 101-108

Other publications

Ruenstler, G.
On the design of data set for forecasting with dynamic factor models
Advances in Econometrics Vol 25