Burkhard Raunig

Research interests

• applied causal inference
• empirical banking
• economic uncertainty
• crypto assets

Selected publications

Saggese, P., Segalla, E., Sigmund, M., Zangerl, F., Raunig, B. and Haslhofer, B. Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? Applied Economics, forthcoming.

Böck, M., Feldkiercher, M. and Raunig, B. A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty, Macroeconomic Dynamics, forthcoming.

Raunig, B. (2023). Using Causal Graphs to Test for the Direction of Instantaneous Causality Between Economic Policy Uncertainty and Stock Market Volatility, Empirical Economics, 65, 1579–1598.

Raunig, B. (2019). Background Indicators. Econometrics. 7(2), 2019, 20.

Raunig, B., Scharler, J. and F. Sindermann. (2017). Do Banks Lend Less in Uncertain Times? Economica, 84, 682–711.

Raunig, B. (2017). Stop Breaking Down: A Graphical Analysis of Proxy Variable and Instrumental Variable Solutions to Omitted Variable Problems. Economics Bulletin, 37(3), P.A. 180.

Raunig, B. (2015). Firm Credit Risk in Normal Times and during the Crisis: Are Banks less risky? Applied Economics, 47(24), 2455–2469.

Raunig, B., Scheicher, M. (2011). A Value at Risk Analysis of Credit Default Swaps. Journal of Risk 13(4), 3–29.

Raunig B. (2008). Detecting ARCH Effects in Non-Gaussian Time Series. Journal of Financial Econometrics 6(2), 271–289.

Raunig, B. (2008). The Predictability of Exchange Rate Volatility. Economics Letters 98(2), 220–228.