Sylvia Frühwirth-Schnatter

Professor
Institute for Statistics and Mathematics
Vienna University of Economics and Business
Austria

Professor Mathematics
Biography

Dr. Sylvia Frühwirth-Schnatter is currently working as a Professor in the Department of Institute for Statistics and Mathematics, Vienna University of Economics and Business, Austria. Her research interests includes statistical modelling of economic time series, state space modelling and Kalman filter methods, Markov Chain Monte Carlo methods. she has authored of many research articles/books related to statistical modelling of economic time series, state space modelling and Kalman filter methods, Markov Chain Monte Carlo methods.

Research Intrest

Statistical modelling of economic time series, state space modelling and Kalman filter methods, Markov Chain Monte Carlo methods.

List of Publications
Jacobi, Liana, Wagner, Helga, Frühwirth-Schnatter, Sylvia. 2016. Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave. Journal of Econometrics 193, 234-250.
Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2017. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. Journal of Computational and Graphical Statistics.
Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. Forthcoming. Identifying mixtures of mixtures using Bayesian estimation. Journal of Computational and Graphical Statistics 26 (2), 285-295.