Research output per year
Research output per year
Personal profile
Curriculum Vitae
Full Professor of Applied Statistics and Econometrics, Vienna University of Economics and Business
2011 → 2024
Program Director, Doctoral and PhD Programs, Vienna University of Economics and Business
2016 → 2020
Alternate Member, Equal Opportunities Working Group, Vienna University of Economics and Business
2016 → 2018
Chair, Institute for Statistics and Mathematics, Vienna University of Economics and Business
2014 → 2018
Member of the Senate, Vienna University of Economics and Business
2013 → 2016
Deputy Department Chair, Department of Finance, Accounting and Statistics, Vienna University of Economics and Business
2014 → 2015
Member of the Equal Opportunities Working Group, Vienna University of Economics and Business
2013 → 2015
Deputy Institute Chair, Institute for Statistics and Mathematics, Vienna University of Economics and Business
2012 → 2013
Full Professor of Applied Statistics and Econometrics, Johannes Kepler University Linz
2003 → 2011
Assistant Professor, and since 1996 Associate Professor, Department of Statistics, Vienna University of Economics and Business Administration
1990 → 2003
Statistics, Habilitation
1996
Visiting Professor, Vienna University of Technology
1991
Post-doc, Vienna University of Technology, Department of Statistics and Probability Theory
1988 → 1990
Mathematics, PhD, Vienna University of Technology
1988
Research assistant, Department for Hydraulics, Hydrology and Water Resources Management, Vienna University of Technology
1982 → 1988
Expertise
- statistical modelling of economic time series
- state space modelling and Kalman filter methods
- Markov Chain Monte Carlo methods
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Publications
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Capturing Correlated Clusters Using Mixtures of Latent Class Models
Malsiner-Walli, G., Grün, B. & Frühwirth-Schnatter, S., 25 Apr 2025.Publication: Contribution to conference › Conference poster
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Bayesian Reconciliation of Return Predictability
Koval, B., Frühwirth-Schnatter, S. & Sögner, L., 2023, (E-pub ahead of print) In: Studies in Nonlinear Dynamics and Econometrics.Publication: Scientific journal › Journal article › peer-review
Open Access -
Bayesian Reconciliation of Return Predictability
Koval, B., Frühwirth-Schnatter, S. & Sögner, L., 27 Feb 2023, 48 p.Publication: Working/Discussion Paper › Working Paper/Preprint
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Factor-augmented Bayesian treatment effects models for panel outcomes
Wagner, H., Frühwirth-Schnatter, S. & Jacobi, L., Oct 2023, In: Econometrics and Statistics. 28, p. 63-80 18 p.Publication: Scientific journal › Journal article › peer-review
Open Access -
Generalized cumulative shrinkage process priors with applications to sparse Bayesian factor analysis
Frühwirth-Schnatter, S., 2023, In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 381, 20220148.Publication: Scientific journal › Journal article › peer-review
Activities
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Clustering Categorical Data using a Bayesian Mixture of Finite Mixtures of Latent Class Analysis Models
Malsiner-Walli, G. (Contributor), Grün, B. (Speaker) & Frühwirth-Schnatter, S. (Contributor)
15 Dec 2024Activity: Talk or presentation › Science to science
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CliPS - Clustering in the Parameter Space
Malsiner-Walli, G. (Contributor), Frühwirth-Schnatter, S. (Contributor) & Grün, B. (Speaker)
24 Jul 2024Activity: Talk or presentation › Science to science
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Bayesian Clustering of Categorical Data with Mixtures of Latent Class Models
Malsiner-Walli, G. (Contributor), Frühwirth-Schnatter, S. (Contributor) & Grün, B. (Speaker)
5 Jul 2024Activity: Talk or presentation › Science to science
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Clips - Clustering in the parameter space
Malsiner-Walli, G. (Speaker), Frühwirth-Schnatter, S. (Contributor) & Grün, B. (Contributor)
2 Jul 2024Activity: Talk or presentation › Science to science
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Clustering Categorical Data Using a Bayesian Mixture of Finite Mixtures of Latent Class Analysis Models
Malsiner-Walli, G. (Contributor), Frühwirth-Schnatter, S. (Contributor) & Grün, B. (Speaker)
28 Jun 2024Activity: Talk or presentation › Science to science
Projects
- 6 Finished
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Arianna: A Domain-Specific Language for MCMC Algorithms
Adelsberger, S. (PI - Project head), Frühwirth-Schnatter, S. (PI - Project head) & Winkler, D. (PI - Project head)
6/01/20 → 30/12/22
Project: Research funding
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Shrinking and Regularizing Finite Mixture Models
Frühwirth-Schnatter, S. (PI - Project head) & Malsiner-Walli, G. (Researcher)
1/11/16 → 30/04/22
Project: Research funding
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National Research Network The Austrian Center for Labor Economics and the Analysis of the Welfare State, Project Bayesian Econometrics (FWF S10309-G14)
Frühwirth-Schnatter, S. (PI - Project head), Pittner, S. (Researcher) & Posekany, A. (Researcher)
1/01/08 → 31/12/14
Project: Research funding
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Conjoint analysis using tools from state space modelling
Frühwirth-Schnatter, S. (PI - Project head), Otter, T. (Researcher) & Tüchler, R. (Researcher)
1/01/99 → 30/06/00
Project: Research funding
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Bayesian methods for Markov switching time series models
Frühwirth-Schnatter, S. (PI - Project head)
1/01/98 → 31/07/00
Project: Research funding
Prizes
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Elected Fellow of the International Society for Bayesian Analysis
Frühwirth-Schnatter, S. (Recipient), 2018
Prize
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