معرفی
Karsten Reichold is an Assistant Professor at TU Wien, affiliated with the Institute of Statistics and Mathematical Methods in Economics within the Faculty of Mathematics and Geoinformation. His research bridges econometrics, time series analysis, and statistical learning, with a focus on robust inference in cointegrating regressions and forecasting applications in macroeconomics.
His research interests include:
- Econometrics and time series modeling
- Statistical learning methods in economics
- Bootstrap and resampling techniques
- Empirical macroeconomic forecasting
- Stochastic processes and cointegration
- Panel data and polynomial cointegration
The recent publication trend indicates a strong methodological focus on bootstrap inference, particularly self-normalized test statistics in cointegrating regressions, with implementation provided through open-source MATLAB code. His work emphasizes practical, ready-to-use econometric tools for robust statistical inference.
Karsten Reichold has not been mentioned as receiving any scientific awards in the provided material.
He is actively involved in teaching, offering courses such as Selected Topics in Econometrics, Stationary Processes and Time Series Analysis, and Introduction to Stochastic Processes. No information is available regarding student advisement or external research grants. He contributes to the academic community by sharing reproducible research code on GitHub.
He leads and maintains research software repositories related to cointegration and panel FM-OLS estimation, promoting open science and computational reproducibility in econometrics.
