معرفی
Gregor Kastner is Professor and Deputy Head of the Institute of Statistics at the University of Klagenfurt. His research focuses on Bayesian statistics, time series analysis, econometrics, and computational methods, with applications in finance, economics, and environmental modeling. He develops statistical software including packages for stochastic volatility modeling in R.
Kastner's methodological work centers on Bayesian inference for high-dimensional problems, developing efficient computational algorithms for complex models. His applied research examines volatility dynamics in financial markets, macroeconomic forecasting, and spatial analysis of economic indicators.
Recent projects include Bayesian nonparametric clustering for evaluating agricultural subsidies in Europe, sparse vector autoregressions for high-dimensional forecasting, and stochastic volatility models for commodity markets. He maintains active collaborations across economics, finance, and environmental science disciplines.
