Seitlicher Blick auf das gesamte D4 Gebäude.


A warm welcome to Katharina Litschauer!

Katharina Litschauer

We are delighted to welcome our new Teaching and Research Associate with effect from 1st August, 2023: Katharina Litschauer.

Franziska Disslbacher awarded with the Dr. Maria Schaumayer prize

Congratulations to Franziska Disslbacher who was awarded the Dr. Maria Schaumayer prize for the advancement of carriers of women for her dissertation “Inequality of What among Whom? Essays on Socio-Economic Inequalities, Systematic Errors in their Measurement and Novel Correction Methods”

A warm welcome to Franziska Disslbacher!

Franziska Disslbacher

The institute is delighted to welcome our new assistant professor with effect from 1st July, 2023: Franziska Disslbacher.

Franziska's research centers on understanding the social, economic and political mechanisms linking inequalities in outcomes to inequalities in opportunities. Prior to joining the Institute of Economic Geography & GIScience, Franziska was a visiting researcher at UC Berkeley and LISER and worked as a postdoctoral researcher at the University Roma Tre. Franziska is a research associate at the Stone Center on Socio-Economic Inequality at the City University New York and a research fellow at the International Inequalities Institute at the London School of Economics. She is also affiliated with the Research Institute Economics of Inequality at WU Vienna.

Franziska was awarded a grant from the Vienna Science and Technology Fund (WWTF) for her project “MOBILITY-PATH”. Read more about it here.

New paper by Manfred M. Fischer, Nico Hauzenberger, Florian Huber and Michael Pfarrhofer

„General Bayesian time-varying parameter vector autoregressions for modeling government bond yields”

online first in Journal of Applied Econometrics.

US yield curve dynamics are subject to time-variation, but there is ambiguity about its precise form. This paper develops a vector autoregressive (VAR)model with time-varying parameters and stochastic volatility, which treats the nature of parameter dynamics as unknown. Coefficients can evolve according to a random walk, a Markov switching process, observed predictors, or depend on a mixture of these.

Wecome, Jürgen Braunstein!

Jürgen Braunstein

Our team welcomes Jürgen Braunstein, who joined us on 1st October, 2022!

Here you will find his publications in WU Research. Informationen with regard to his new project can be found here: WU researcher Jürgen Braunstein wins ERC Starting-Grant