Sögner, Leopold

2024

Gehrig, Thomas; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Westerkamp, Arne (2024) Extending the demand system approach to asset pricing. Financial Markets and Portfolio Management. https://doi.org/10.1007/s11408-024-00463-4

Ertl, MartinORCID: https://orcid.org/0009-0000-2001-2007; Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Koch, Sebastian P.ORCID: https://orcid.org/0000-0002-3946-7551; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2024) Inflation forecasting in turbulent times. Empirica, pp. 1-33. https://doi.org/10.1007/s10663-024-09633-z

Ertl, MartinORCID: https://orcid.org/0009-0000-2001-2007; Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Koch, Sebastian P.ORCID: https://orcid.org/0000-0002-3946-7551; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (September 2024) Inflation Forecasting in Turbulent Times. IHS Working Paper Series 56, 36 p.

2023

Koval, Borys; Frühwirth-Schnatter, Sylvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2023) Bayesian Reconciliation of Return Predictability. Studies in Nonlinear Dynamics & Econometrics, 28 (2). https://doi.org/10.1515/snde-2022-0110

Meier, Martin and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2023) Hunting for superstars. Mathematics and Financial Economics, 17, pp. 335-371. https://doi.org/10.1007/s11579-023-00337-9

Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2023) Financial and economic uncertainties and their effects on the economy. Empirica. https://doi.org/10.1007/s10663-023-09570-3

2022

Kirchner, Susanne; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Schönpflug, KarinORCID: https://orcid.org/0000-0002-6511-9817 (April 2022) Modellentwicklung im Zusammenhang mit Faktoren zu Freiheit und Sicherheit. [Research Report] 133 p.

2021

Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (November 2021) Financial instability and economic activity. IHS Working Paper Series 36, 57 p.

Reynolds, Julia; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2021) Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. Central European Journal of Economic Modelling and Econometrics, 13 (2), pp. 105-146. https://doi.org/10.24425/cejeme.2021.137358

2020

Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X; Garstenauer, Viola; Kocher, Martin G.ORCID: https://orcid.org/0000-0002-6792-1192 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (December 2020) Nachhaltige Investments für Pensions- und Vorsorgekassen. [Research Report] 48 p.

Kirchner, Susanne; Angleitner, BarbaraORCID: https://orcid.org/0000-0003-4343-0804 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (December 2020) Optimierung von kriminalpräventiven Angeboten. Erhebungen bei beratenen BürgerInnen und VertreterInnen von kriminalpräventiv tätigen Organisationen. [Research Report] 145 p.

Kirchner, Susanne; Schönpflug, KarinORCID: https://orcid.org/0000-0002-6511-9817 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (October 2020) Stabilitätsindex. Entwicklung von Indikatoren und Bewertung von Faktoren unter Berücksichtigung des sozialen Friedens und Zusammenhalts. [Research Report] 61 p.

Reynolds, Julia; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (July 2020) Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. IHS Working Paper Series 17, 47 p.

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2020) GMM estimation of affine term structure models. Econometrics and Statistics, 13, pp. 2-15. https://doi.org/10.1016/j.ecosta.2019.10.001

2019

Kirchner, Susanne and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2019) An Exploratory Analysis on the Risk to be Offended on the Internet. Archives of Data Sciences, Series A, 3 (1), pp. 1-26. https://doi.org/10.5445/KSP/1000083488/02

Mutl, Jan and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2019) Parameter estimation and inference with spatial lags and cointegration. Econometric Reviews, 38 (6), pp. 597-635. https://doi.org/10.1080/07474938.2017.1382803

2018

Kirchner, Susanne; Angleitner, BarbaraORCID: https://orcid.org/0000-0003-4343-0804; Grozea-Helmenstein, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Kuschej, Hermann; Schönpflug, KarinORCID: https://orcid.org/0000-0002-6511-9817 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2018) Erhaltung des sozialen Friedens und gesellschaftlichen Zusammenhalts als Herausforderung für die innere Sicherheit in Österreich. Grundlagen, Herausforderungen und Lösungsansätze. [Research Report] 255 p.

2017

Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (December 2017) Evaluation of the New OeBFA Term-Structure Model. Final Report. [Research Report] 33 p.

Kirchner, Susanne and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (April 2017) Validierung der Hannoverschen Korruptionsskala (HKS 38 Ö). Einstellung zu Korruption in Österreich. [Research Report] 74 p.

Meier, Martin and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2017) A new strategy for Robbins' problem of optimal stopping. Journal of Applied Probability, 54 (1), pp. 331-336. https://doi.org/10.1017/jpr.2016.103

2016

Kirchner, Susanne and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (October 2016) An Exploratory Analysis on the Risk to be Offended on the Internet. Former Series > Working Paper Series > IHS Economics Series 325, 38 p.

2015

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (August 2015) GMM Estimation of Affine Term Structure Models. Former Series > Working Paper Series > IHS Economics Series 315, 64 p.

Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Frühwirth, Manfred (2015) Weather and SAD Related Mood Effects on the Financial Market. Quarterly Review of Economics and Finance, 57, pp. 11-31. https://doi.org/10.1016/j.qref.2015.02.003

Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2015) Learning, convergence and economic constraints. Mathematical Social Sciences, 75, pp. 27-43. https://doi.org/10.1016/j.mathsocsci.2015.01.004

2014

Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2014) Priors and Bayesian parameter estimation of affine term structure models. International Journal of Computational Economics and Econometrics, 4 (3/4), pp. 288-319. https://doi.org/10.1504/IJCEE.2014.064785

2013

Mutl, Jan and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (May 2013) Parameter Estimation and Inference with Spatial Lags and Cointegration. Former Series > Working Paper Series > IHS Economics Series 296

2011

Barth, Alfred; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601; Gnambs, Timo; Kundi, Michael; Reiner, Andreas and Winker, Robert (2011) Socioeconomic Factors and Suicide: An Analysis of 18 Industrialized Countries for the Years 1983 Through 2007. Journal of Occupational and Environmental Medicine, 53 (3), pp. 313-317. https://doi.org/10.1097/JOM.0b013e31820d161c

2010

Schneider, Paul; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Veža, Tanja (2010) The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Journal of Financial and Quantitative Analysis, 45 (06), pp. 1517-1547. https://doi.org/10.1017/S0022109010000554

Frühwirth, Manfred; Schneider, Paul and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2010) The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market. European Financial Management, 16 (4), pp. 658-685. https://doi.org/10.1111/j.1468-036X.2009.00503.x

2009

Frühwirth-Schnatter, Sylvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2009) Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law. Annals of the Institute of Statistical Mathematics, 61 (1), pp. 159-179. https://doi.org/10.1007/s10463-007-0130-8

2008

Frühwirt-Schnatter, Silvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2008) Bayesian Estimation of the Heston Stochastic Volatility Model. Communications in Dependability and Quality Management, 11 (4), pp. 5-25.

Munduch, Gerhard; Pfister, Alexander; Stiassny, Alfred and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2008) An econometric analysis of maintenance costs as a basis for infrastructure charges for the Austrian railway system. Zeitschrift für Betriebswirtschaft, 78 (4), pp. 423-438. https://doi.org/10.1007/s11573-008-0024-0

2007

Barth, Alfred; Winker, Robert; Ponocny-Seliger, Elisabeth and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2007) Economic growth and the incidence of occupational injuries: a long time analysis among Austrian employees between 1955 and 2004. Wiener klinische Wochenschrift, 119 (5-6), pp. 158-163. https://doi.org/10.1007/s00508-006-0726-7

2006

Frühwirth, Manfred and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2006) The Jarrow/Turnbull default risk model—Evidence from the German market. The European Journal of Finance, 12 (2), pp. 107-135. https://doi.org/10.1080/13518470500145969

2004

Pötzelberger, Klaus and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2004) Sample autocorrelation learning in a capital market model. Journal of Economic Behavior & Organization, 53 (2), pp. 215-236. https://doi.org/10.1016/S0167-2681%2803%2900071-4

2003

Pötzelberger, Klaus and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2003) Stochastic equilibrium: learning by exponential smoothing. Journal of Economic Dynamics and Control, 27 (10), pp. 1743-1770. https://doi.org/10.1016/S0165-1889%2802%2900081-7

2002

Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Mitlöhner, Hans (2002) Consistent expectations equilibria and learning in a stock market. Journal of Economic Dynamics and Control, 26 (2), pp. 171-185. https://doi.org/10.1016/S0165-1889%2800%2900050-6

Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Stiassny, Alfred (2002) An analysis on the structural stability of Okun's law--a cross-country study. Applied Economics, 34 (14), pp. 1775-1787. https://doi.org/10.1080/00036840210124180

2001

Dangl, Thomas; Dockner, Engelbert J.; Gaunernsdorfer, Andrea; Pfister, Alexander; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Strobl, Günter (2001) Adaptive Erwartungsbildung und Finanzmarktdynamik. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, 53 (4), pp. 339-365.

Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2001) Okun's Law: Does the Austrian Unemployment - GDP Relationship exhibit Structural Breaks? Empirical Economics, 26 (3), pp. 553-564. https://doi.org/10.1007/s001810000070

2000

Haefke, Christian and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2000) Asset Pricing Under Asymmetric Information. Central European Journal of Operations Research, 8, pp. 143-161.