Michael Sigmund

Macroprudential s upervision: A Key l esson from the Financial c risis

Peter Strobl, Judith Eidenberger, Stefan W. Schmitz, 2014 .

Panel Vector Autoregression in R with the Package Panelvar

Michael Sigmund, Robert Ferstl, Michael Sigmund, 2019, The Quarterly Review of Economics and Finance.

Model uncertainty and aggregated default probabilities: new evidence from Austria

Kurt Hornik, Paul Hofmarcher, Bettina Grün, 2014 .

ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System

Thomas Reininger, Christoph Siebenbrunner, Claus Puhr, 2013 .

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Katerina Smidkova, Tomas Havranek, Diana Bonfim, 2015 .