Gerhard Rünstler
Research
- Division
-
Monetary Policy Research
- Current Position
-
Senior Lead Economist
- Fields of interest
-
Macroeconomics and Monetary Economics, Mathematical and Quantitative Methods
Biography
- Education
- 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
- Awards
- 2009
Isaac Kerstenetzky Award, CIRET conference 2009, New York
- 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
- 15 June 2020
- 6 January 2020
- 9 January 2018
- 16 May 2017
- 31 August 2016
- 7 June 2016
- 20 April 2016
- 3 March 2016
- 28 October 2008
- 28 October 2008
- 8 May 2008
- 23 May 2007
- 1 September 2003
- 1 September 2002
- 2018
- Journal of Applied Econometrics 33(2), 212-226Business, housing, and credit cycles
- 2016
- Journal of Computational Economics and Econometrics 6(3), 294-314Network dependence in the euro area money market
- 2016
- Hillebrand and Koopman, Advances in Econometrics, Vol 35, Emerald PublishingOn the design of data set for forecasting with dynamic factor models
- 2011
- Econometrics Journal 14(1), C25-C44.Short-term forecasts of euro area GDP growth
- 2011
- International Journal of Forecasting 27(2), 333-46.A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
- 2010
- Journal of Business Cycle Measurement and Analysis 2010(1), 5-26Estimating and forecasting the euro area national accounts from a dynamic factor model
- 2010
- Journal of Forecasting 28(7), 595-611Short-term forecasting of GDP using large data sets: a pseudo real-time forecast evaluation exercise
- 2004
- Econometrics Journal 7, 232-48.Modelling phase shifts among stochastic cycles
- 2000
- Applied Economics Letters 7(1), 25-28The dynamic effects of aggregate supply and demand disturbances: further evidence
- 1999
- Applied Financial Economics 9, 101-108Interest rate differentials, market integration, and the efficiency of commodity futures markets
- 2016
- Advances in Econometrics Vol 25On the design of data set for forecasting with dynamic factor models