Stefan's Web Resources
This page provides some interesting and/or useful links and an overview over some web content I have put on this page: supporting material for courses I have taught or attended, as well as an archive of miscellaneous content created by me.
During the last few years, I developed lots of code, mostly tailor-made for particular applications or institutions (such as WestLB or the ECB):
Below are some contributions I made that are 'fit for public use':
- The BMS package for Bayesian model Averging in R
- A match schedule that allows for custom and betting market-based forecasts of the football world cup 2010: either online or Excel-based
- The FIA_STATS addin for Excel my department used in financial markets. It provides extended functionality for time series analysis (inlcuinding principal-components anlysis), as well as utiliites such as for freqeuncy reduction or outlier detection (see FIA_STATS manual)manual).
To install, download the zip file und uncompress it on your local machine. Then open
fia_stats_setup.xls. (Caution: This version was tested on Excel 97, XP, 2007, 2010 under Windows systems (Win XP and Win 7).
Courses I have taught
- Tutorial for 'Graduate Macroeconomics II (password-protected), at ECARES, ULB Brussels 2009-2010
- Course 'Economie Politique' ('EcoPol') at Solvay Business School, ULB Brussels, 2007-2008:
- Course 'Tutorial for R' (English) - associated with the Econometrics I course at IHS Vienna, 2007
Courses I have attended
- Econometrics course (LaTeX-typed homeworks) by Martin Wagner at IHS Vienna, 2006
- Statistics B course (LaTeX-typed homeworks) by Strasser at IHS Vienna, 2006
- I programmed the paper upload facilities for the IHS Macro Reading Group in 2007
- Vienna: Map of current traffic conditions
- Brussels: Map of current traffic conditions
- WestLB EM Monitor: an Excel tool for the UEFA Euro 2008 - check the probabilities and impact of your match results
Some of the older content I have put on the web for various reasons:
- A page for my fellow students at IHS Vienna with some IT utilites, etc.
- A page listing some of the seminar papers I wrote at WU Vienna, HEC Paris, and IHS Vienna.
- A note on a typo in the Blanchard/Kahn 1980 paper on the solution of linear difference models under rational expectations.
- An archive of obsolete old stuff I created in my computer-dyslexic age
- The page I created for my wedding in 2008 (in German)