Publications

Books:

1. M. A. Hauser
   Inflation, Arbeitslosigkeit, optimale Politik und die neue klassische Makroökonomik. Eine empirische Analyse für Österreich und eine Kritik
   Campus Verlag, Campus Forschung Band 599, Frankfurt/New York (1989)
   (in German. Title in English: Inflation, Unemployment, Optimal Policy and The New Classical Economics)

1. A. Gschwandtner and M. A. Hauser
   Modelling profit series: nonstationarity and long memory
   Applied Economics 40, 1475-1482 (2008)

2. M. A. Hauser and W. Hörmann
   Time Series
   in W. Hörmann, J. Leydold and G. Derflinger: Automatic Nonuniform Random Variate Generation, 345-362, Springer (2004)

3. M. A. Hauser
   Dynamic Nonlinear Econometric Models - Asymptotic Theory
   by B.M.\ Pötscher and I.R.\ Prucha, 1997, Springer: Book Review, Statistical Papers 42, 134 (2001)

4. M. A. Hauser and R. M. Kunst
   Forecasting High-frequency Financial Data with the ARFIMA-ARCH Model
   Journal of Forecasting 20, 501-518 (2001)

5. M. A. Hauser
   Maximum likelihood estimators for ARFIMA models: A Monte Carlo Study
   Journal of Statistical Planning and Inference 80, 229-255 (1999)

6. Michael A. Hauser, Benedikt M. Pötscher and Erhard Reschenhofer
   Measuring Persistence in Aggregate Output:
   ARMA Models, Fractionally Integrated ARMA Models and Nonparametric Procedures
   Empirical Economics 24, 243-269 (1999)

7. M. A. Hauser and R. M. Kunst
   Fractionally Integrated Models With ARCH Errors - With an Application to the 1-month Euromarket Interest Rate
   Review of Quantitative Finance and Accounting 10, 95-113 (1998)

8. M. A. Hauser
   Semiparametric and Nonparametric Testing for Long Memory: A Monte Carlo Study
   Empirical Economics 22, 247-271 (1997)

9. M. A. Hauser and E. Reschenhofer
   Estimation of the fractionally differencing parameter with the R/S method
   Computational Statistics and Data Analysis 20, 569-579 (1995)

10. M. A. Hauser, B. M. Pötscher and E. Reschenhofer
    On Gagnon's Criticism of ARMA Models for Real GNP Growth
    Economic Notes 23, 124-128 (1994)

11. M. A. Hauser, R. M. Kunst and E. Reschenhofer
    Modelling exchange rates: long-run dependence versus conditional heteroscedasticity
    Applied Financial Economics 4, 233-239 (1994)

1. M. A. Hauser, W. Hörmann, R. M. Kunst and J. Lenneis
   A note on generation, estimation and prediction of stationary processes
   in: R. Dutter and W. Grossmann (eds.), COMPSTAT, Physica Verlag, Heidelberg, 323-329 (1994)

1. M. A. Hauser and R. M. Kunst
   Fractionally Integrated Models With ARCH Errors - With an Application to a Swiss Interest Rate
   Arbeitspapier Nr. 9402, Johannes Kepler Universität Linz, Department of Economics (1994)

2. M. A. Hauser and R. M. Kunst
   Fractionally Integrated Models With ARCH Errors
   Forschungsbericht No. 322, Institute for Advanced Studies, Vienna (1993)

3. M. A. Hauser, B. M. Pötscher and E. Reschenhofer
   Measuring persistence in aggregate output: ARMA models, fractionally integrated models and nonparametric procedures
   Technical Report, TC-SMC 117, Department of Statistics, University of Vienna (1992)

4. M. A. Hauser, R. M. Kunst and E. Reschenhofer
   Modelling exchange rates: long-run dependence versus conditional heteroscedasticity
   Forschungsbericht No. 306, Institute for Advanced Studies, Vienna (1992)

1. M. A. Hauser
   A partitioning approach to the specification of large VAR models: With an application to the DAX30 series
   Department of Statistics, Vienna University of Economics and Business Administration (2002)

2. M. A. Hauser and W. Hörmann
   The Generation of Stationary Gaussian Time Series
   Department of Statistics, University of Economics and Business Administration, Vienna (1997)

3. M. A. Hauser
   Long Range Dependence in International Output Series: A Reexamination
   Department of Statistics, University of Economics and Business Administration, Vienna,
   presented at the World Congress of the Econometric Society, Tokyo (1995)

4. M. A. Hauser
   A note on Sowell's modelling long-run behavior with the fractional ARIMA model
   Department of Statistics, University of Economics and Business Administration, Vienna (1995)

5. M. A. Hauser and R. M. Kunst
   Forecasting the ARFIMA/ARCH Model
   Department of Statistics, University of Economics and Business Administration, and
   Institute for Advanced Studies, Vienna (1994)

6. M. A. Hauser and F. Müller
   Zur Modellierung von Investitionen
   Institut für Wirtschaftswissenschaften, Universität Wien, Projektbericht zum Proket No. 2155 des Jubiläumsfond der Österreichischen Nationalbank (1984)

1. The Nile River Data: Long Range Dependence or a Shift in The Mean?
   Biometrisches Kolloquium, Wiener Biometrische Sektion der Internationalen Biometrischen Gesellschaft, Wien, 15. Dezember 1993

2. Long Range Dependence in Economic Series: Aggregate Output, Stock Prices and Exchange Rates
   IFAC (International Federation of Automatic Control) Workshop on Economic Time Series Analysis and Systems Identification, ESI'92, Vienna, July 1-3, 1992

3. Long Memory in Wiener Wertpapierkursen
   1.Workshop der Austrian Working Group on Banking and Finance, Graz, 3.-4.April 1992

4. Computerfarming - ein Entscheidungsmodell für die zukünftige landwirtschaftliche Betriebsoptimierung
   Zentrale-Ein- und Verkaufsgenossenschaft landwirtschaftlicher Betriebe, Großenzersdorf, 25.Jänner 1991

5. Strategisches Entscheidungsmodell in der Pflanzenproduktion
   Österreichische Gesellschaft für Operations Research, Wr. Neustadt, 7. Dezember 1989

6. The Existence of Weak and Strong Neutrality of Aggregate Policy in Macro Models with Rational Expectations
   1988 Australian Meeting of the Econometric Society, Canberra, August 28-31, 1988

7. Politique de la demand optimisant la perte de bien-etre par inflation et chomage: le cas de l'economie autrichienne
   Journees Internationales d'Etude Analyse Structurelle des Modeles Econometriques, Association d'Econometrie Appliquee, Rotterdam, December 1982