Non-parametric volatility modeling in macroeconomics and finance.
Role: principal investigator. Funding: EUR 232,000.00 from the Anniversary Fund of the Austrian Central Bank (OeNB). Project duration: Nov 2022 - Oct 2025.
Overview of Research Grants
Textual inference for central bank communication.
with B. Grün and P. Hofmarcher (principal investigator). Role: co-investigator. Funding: EUR 240,910.00 from the Anniversary Fund of the Austrian Central Bank (OeNB). Project duration: Jul 2022 - Jun 2025.
Interest rate and exchange rate fluctuations over two centuries.
with F. Huber, D. Kaufmann (principal investigator), R. Stuart, and C. Tille. Role: co-investigator. Funding: State Secretariat for Economic Affairs (SECO). Project duration: Aug 2020 - Jun 2021.