Education

  • 2017 — Habilitation (venia docendi) in Economics, WU Vienna
  • 2013 – 2014 — PhD in Economics, WU Vienna
  • 2011 – 2013 — MSc in Economics, WU Vienna
  • 2008 – 2011 — BSc in Economics, WU Vienna

Academic positions

Current

  • 2018 – present — Full Professor of Empirical Macroeconomics, University of Salzburg

Previous

  • 2022 – 2026 — Senior Researcher, International Institute for Applied Systems Analysis (IIASA)
  • 2017 – 2018 — Research Associate, Department of Economics, Masaryk University
  • 2016 – 2018 — Assistant Professor, Department of Economics, WU Vienna
  • 2014 – 2015 — Economist, Foreign Research Division, Oesterreichische Nationalbank (OeNB)

Other professional activities

Current

  • 2026 – present — Associate Editor, Journal of Applied Econometrics
  • 2025 – present — Associate Editor, International Journal of Forecasting
  • 2025 – present — Research Fellow, BAFFI Centre on Economics, Finance and Regulation, Bocconi University
  • 2021 – present — Scientific Expert, Economic Nowcasting Group, Joint Research Centre of the European Commission

Previous

  • 2023 – 2025 — Associate Editor, Macroeconomic Dynamics
  • 2023 – 2025 — Scientific Consultant, Prices & Costs Division, DG Economics, European Central Bank
  • 2019 – 2022 — Associate Editor, Empirical Economics
  • 2019 – 2021 — Associate Editor, International Economics
  • 2016 – 2023 — Scientific Consultant, Foreign Research Division, Oesterreichische Nationalbank (OeNB)

Awards and honors

  • 2024 — Journal of Applied Econometrics Distinguished Author
  • 2024 — Kurt-Zopf Förderpreis, University of Salzburg
  • 2023 — Elected member, Society for Economic Measurement (SEM)
  • 2022 — Best Paper Award, Scottish Journal of Political Economy
  • 2020 — Vladas Jurgutis Award, Bank of Lithuania
  • 2019 — Klaus Liebscher Economic Research Scholarship, Oesterreichische Nationalbank
  • 2019 — Ordinary member, European Academy of Arts & Sciences
  • 2018 — Young Economist Award, Austrian Economic Association
  • 2015 — Stephan Koren Prize (best dissertation at WU Vienna)
  • 2014 — Young Economist Award, Austrian Economic Association

Rankings

  • 2994 citations, 2345 citations since 2021, h-index: 30, i10-index: 61 (Google Scholar)
  • Rank 59 Young Authors (≤10 years), Rank 59 Young Authors (≤15 years), Rank 4 (Austria, 10 years), Rank 25 (Austria) (IDEAS/RePEc)
  • Rank 30 Author & Rank 12 Young Economist Ranking (Wirtschaftswoche/Forschungsmonitoring)

Commissions of trust

  • 2022 – present — Deputy Head, Department of Economics, University of Salzburg
  • 2022 – present — Speaker of the Full Professors, Department of Economics, University of Salzburg
  • 2022 – present — Head of the Curricular-Commission Economics & Business, University of Salzburg
  • 2022 – present — Substitute Member of the Senate, University of Salzburg
  • 2019 – present — Board Member, Austrian Economic Association
  • 2019 – present — Board Member and Treasurer, Österreichische Gesellschaft für Europaforschung (ECSA Austria)
  • 2023 – 2024 — Member of the Scientific Committee, International Association for Applied Econometrics
  • 2018 – 2021 — Deputy Director, Salzburg Centre of European Union Studies, University of Salzburg

Research interests

Economic forecasting, Bayesian econometrics, machine learning, empirical macroeconomics.

Top 10 publications

A full list of publications can be found here.

  1. Predictive Density Combination Using Bayesian Machine Learning (with T. Chernis, N. Hauzenberger, G. Koop and J. Mitchell), International Economic Review, forthcoming.

  2. Bayesian Neural Networks for Macroeconomic Analysis (with N. Hauzenberger, K. Klieber and M. Marcellino), Journal of Econometrics, forthcoming. DOI: 10.1016/j.jeconom.2024.105843

  3. Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty (with N. Hauzenberger, M. Marcellino and N. Petz), Journal of Business & Economic Statistics, Vol. 43/1 (2025): 27–43. DOI: 10.1080/07350015.2024.2322089

  4. Investigating Growth at Risk Using a Multi-Country Non-parametric Quantile Factor Model (with T. Clark, G. Koop, M. Marcellino and M. Pfarrhofer), Journal of Business & Economic Statistics, Vol. 42/4 (2024): 1302–1317. DOI: 10.1080/07350015.2024.2310020

  5. Tail Forecasting with Multivariate Bayesian Additive Regression Trees (with T. Clark, G. Koop, M. Marcellino and M. Pfarrhofer), International Economic Review, Vol. 64/3 (2023): 979–1022. DOI: 10.1111/iere.12619

  6. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (with G. Koop, M. Pfarrhofer, L. Onorante and J. Schreiner), Journal of Econometrics, Vol. 232 (2023): 52–69. DOI: 10.1016/j.jeconom.2020.11.006

  7. Approximate Bayesian Inference and Forecasting in Huge-dimensional Multi-country VARs (with M. Feldkircher, G. Koop and M. Pfarrhofer), International Economic Review, Vol. 63 (2022): 1625–1658. DOI: 10.1111/iere.12577

  8. Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (with G. Koop and L. Onorante), Journal of Business & Economic Statistics, Vol. 39 (2021): 669–683. DOI: 10.1080/07350015.2020.1713796

  9. Adaptive Shrinkage in Bayesian Vector Autoregressive Models (with M. Feldkircher), Journal of Business & Economic Statistics, Vol. 37 (2019): 27–39. DOI: 10.1080/07350015.2016.1256217

  10. The International Transmission of US Shocks – Evidence from Global Vector Autoregressions (with M. Feldkircher), European Economic Review, Vol. 81 (2016): 167–188. DOI: 10.1016/j.euroecorev.2015.01.009

Selected talks (last five years)

2025: Oil, inflation expectations and household heterogeneity. Workshop on Machine Learning in Macroeconomics, European Central Bank; Economics Research Seminar, Bank of Canada; New Methods Seminar, Bank of England.

2024: Predictive Density Combination Using Bayesian Machine Learning. BART Reading Group, University of Texas in Dallas; Research Seminar in Economics and Statistics, Karlsruhe Institute of Technology. — Beware of large shocks! A non-parametric structural inflation model. Research Seminar, DG Economics, European Central Bank.

2023: Bayesian nonlinear regression using sums of simple functions. Econometrics Research Seminar, Queen Mary University of London; Time Series Research Seminar Series, Bocconi University. — Forecasting US inflation using Bayesian nonparametric models. DG Economics Research Seminar, European Central Bank. — Coarsened Bayesian VARs. Econometrics Research Seminar Series, University of Glasgow. — Mis-specification in multivariate time series models. Economics research seminar, University of Strathclyde.

2022: Bayesian Modeling of TVP-VARs Using Regression Trees. Research Seminar, Xiamen University; Computational Finance & Econometrics conference. — Gaussian process vector autoregressions and macroeconomic uncertainty. Research workshop, Joint Research Centre (JRC) of the European Commission. — Inflation forecasting using Bayesian nonparametrics. International Institute of Forecasters.

2021: Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. Computational Finance & Econometrics conference. — Tail Forecasting with Bayesian Multivariate Regression Trees. 11th ECB workshop on forecasting techniques; Google Research Seminar.

Third-party projects

  • Research grant from the Austrian National Bank (OeNB), Grant No. 18304: Between Fostering and Limiting Central Bank Independence: The Impact of Constitutional Court Decisions, 2020–2022, EUR 118,000 (Principal Investigator).
  • Zukunftskolleg funded by the FWF, Grant No. ZK 35: High-dimensional statistical learning: New methods to advance economic and sustainability policies, 2019–2023, EUR 2,000,000 (with colleagues from WU, TU Vienna, University of Klagenfurt and WIFO; approx. EUR 500,000 Salzburg).
  • Research grant from the Austrian National Bank (OeNB), Grant No. 17650: Modeling and forecasting exchange rates in a unified econometric framework, 2018–2019, EUR 150,000 (Principal Investigator).

Doctoral supervision

  • Nico Petz (PhD, University of Salzburg), 2019–2025. Placement: Central and Eastern European Unit, OeNB.
  • Anna Stelzer (PhD, University of Salzburg), 2019–2022. Placement: Monetary Policy Analysis Division, OeNB.
  • Karin Klieber (PhD, University of Salzburg), 2019–2022. Placement: DG Economics, ECB.
  • Niko Hauzenberger (PhD, WU Vienna), 2018–2020. Placement: Senior Lecturer, University of Strathclyde.
  • Martin Guth (PhD, WU Vienna), 2018–2023. Placement: Banking Supervision, OeNB.
  • Michael Pfarrhofer (PhD, WU Vienna), 2017–2019. Placement: Assistant Professor (Tenure Track), WU.
  • Clara De Luigi (PhD, WU Vienna), 2017–2018. Placement: Foreign Research Division, OeNB.