Stefan Hubner

Postdoctoral Prize Research Fellow
Oxford University

About me

Stefan Hubner

Curriculum Vitæ Download as PDF  

Date of birth 14th of June 1985 in Bruck/Mur
Citizenship Austria
Military service 09/2004-05/2005
Languages German (native), English (fluent), Dutch (intermediate)

Higher Education & Studies

since 09/2016 Oxford University
Postdoctoral Price Research Fellow at Nuffield College
09/2012-08/2016 Tilburg University (CentER)
Ph.D. Candidate in Econometrics, Advisor: Arthur van Soest
05/2015 - 07/2015 Boston College
Visiting scholar, Host: Stefan Hoderlein
09/2010 - 08/2012 Tilburg School of Economics and Management
Research Master in Economics, Major in Econometrics, With Distinction
03/2008 - 06/2010 Vienna University of Economics and Business
Bachelor of Science in Economics (Main Course), Advisor: Ingrid Kubin
09/2006 - 06/2008 Johannes Kepler University Linz
Bachelor of Science in Economics and Business (Preliminary Diploma)
09/1999 - 06/2004 Higher Level Secondary Technical College Leonding
Software Engineering

Awards and Scholarships

2017 Oxford University
George Webb Medley Fund
2015 Tilburg University
CentER Overseas Research Grant
2011 Talenta, Vienna University of Economics and Business
WU Best Paper Award for Bachelor Thesis on "Exchange Rate Volatility and Its Impact on International Trade"
2010 Raabstiftung, Austrian Chamber of Commerce
Julius Raab Scholarship for high academic performance
2009 Vienna University of Economics and Business
Merit Scholarship for excellent academic performance
2008 Raabstiftung, Austrian Chamber of Commerce
Julius Raab Scholarship for high academic performance
2008-2012 Austrian Ministry of Science
Scholarship for former professionals in academia

Seminars and Conferences

2018 University College London - Cemmap Seminar
Queen Mary University Seminar - London
Universitié Catholique de Louvain Seminar - Leuven (scheduled)
Econometric Society Winter Meeting - Naples
2017 Econometric Society Summer Meeting - Lisbon
Oxford University Faculty Seminar
Royal Economic Society Meeting - Bristol
Vienna-Copenhagen Conference - Vienna
2016 Heterogeneity in Supply and Demand Workshop - Boston
Econometric Society Winter Meeting - Edinburgh (cancelled)
Nuffield/INET Econometrics Seminar - Oxford
Econometric Study Group Meeting - Bristol
Royal Economic Society, PhD Meeting - London
2015 Econometric Society Winter Meeting - Milan
Simposio de la Asociacion Espanola de Economia - Girona
Tilburg University Structural Econometrics Group
Oxford University Job Market Seminar
Econometric Society World Congress - Montreal
Boston College Empirical Microeconomics Seminar
2014 Tilburg University GSS Seminar
2013 Advances in Family Economics - Paris
Tilburg University Brownbag Seminar

Professional Experience (full time)

06/2005 - 06/2008 RACON Software GmbH Linz
Development of front-office banking software
Mostly C, but also managed C++ and C# programming

Relevant Internships & Part-time Jobs

11/2008 - 03/2010 Raiffeisen Zentralbank Österreich AG
Economic and Financial Markets Research
Interest Rates and Foreign Exchange
06/2008 - 10/2008 Kommunalkredit Austria AG
Treasury - Funding and Liquidity Management
Research, reporting as well as the construction of different models and analyses
08/2003 and 08/2002 GRZ IT Center Linz GmbH
Software development and design, database modelling, E-Government

Further Skills

Programming ANSI C, C#, Python, Haskell (among others)
Scientific tools SciPy/NumPy, R, Ox, GNU Scientific Library, LaTeX
Applications Microsoft Office (Excel modelling and VBA programming), Bloomberg, Reuters, Thomson Datastream, EViews, Stata, Mathematica and a range of GNU tools
Personal Development Teaching, Rhetoric, Team building, Conflict management, Sales and Promotion

Personal Interests

  • Linux, (Open source) Programming, Haskell & Basic Category Theory
  • Windsurfing, Rowing, Triathlon, Skiing and Golf
  • Single malt Whisky, Coffee and Wine

Academic Work


Oxford University, Department of Economics

MPhil Econometrics: Introduction to R and Stata (since 2017)
Lecture Notes:
Exercises, Solutions and Scripts:

MPhil Advanced Econometrics: Nonparametric Methods (since 2017)
Philosophy, Politics & Economics: Econometrics 314 (since 2018)
Lecture Notes:
  • Econometric Analysis (William H. Greene)
  • Microeconometrics: Methods and Applications (A. Colin Cameron and Pravin K. Trivedi)
  • Advanced Econometrics (Takeshi Amemiya)
  • Econometric Analysis of Cross Section and Panel Data (Jeffrey Wooldridge)
  • Applied Econometrics With R (Christian Kleiber and Achim Zeileis)
Problem Sets:
  • 16/11/2018: The week 6 problem set refers to two variables "workedm" and years of schooling. The first one was renamed to "hourswm" and the second one does not exist in this iteration of the dataset. Just proceed without including it into the model.

MPhil Econometrics (Teaching Assistant, 2017)

Tilburg School of Economics and Management

350912: Statistics 2 (Teaching Assistant, 2014-2016)
35B111: Introduction Econometrics (Teaching Assistant, 2012-2016)
350931: Statistics for Pre-master (Teaching Assistant, 2014/15)
35B113: Introduction Analysis & Probability Theory (Teaching Assistant, 2013/14)
350011: Statistics 1 (Teaching Assistant, 2012/13)

Vienna University of Economics, Department of Mathematics and Statistics

Econometrics 1 (Teaching Assistant, 2009/10)

System & Software

Trading Track Record

Total Trades 69 Open Trades 0
Win Trades 36 Loss Trades 25
Total Profits +1817.85 Total Losses -972.69
Average Wins +116.36% Average Losses -63.21%
Profit/Loss +845.16 Win-Loss Ratio 1.869
Avg Return per Trade +37.81% Total Yield +84.52%
Average Period 29.8 days

XAUEUR Long @ 743.56 +582.96% EURUSD Short @ 1.3128 -169.44%
EURGBP Long @ 0.80039 +236.77% XAUEUR Long @ 763.74 -155.92%
XAUEUR Short @ 703.6 +219.04% Spread T-Note vs Bund @ -1 -123.74%
Bund Mar09 Long @ 123.81 +200.00% Bund Long @ 123.17 -107.14%
DAX Short @ 4670 +194.29% Crude Mar09 Long @ 30.795 -103.80%
EURUSD Short @ 1.3188 +169.08% Crude Mar09 Long @ 29.398 -100.19%
USDCNY Short @ 6.432 +163.45% EURGBP Short @ 0.9394 -100.00%
DAX Long @ 4288 +123.68% DAX Short @ 4422 -100.00%
DAX Short @ 4418 +109.38% EURJPY Long @ 129.01 -100.00%
EURGBP Short @ 0.905577 +94.44% Bund Mar09 Short @ 124.95 -100.00%
Bund Mar09 Short @ 125.57 +90.70% GBPEUR Short @ 1.1087 -100.00%
EURUSD Short @ 1.5 +86.00% Bund Mar09 Long @ 125.15 -100.00%
EURUSD Long @ 1.38817 +80.33% DAX Spot Long @ 4053 -100.00%
EURCHF Long @ 1.5104 +72.22% EURJPY Short @ 133.8 -100.00%
Bund Mar09 Short @ 124.84 +68.18% Bund Mar09 Short @ 125.82 -100.00%
DAX Long @ 4248 +66.67% XAGEUR Long @ 10.488 -100.00%
Bund Mar09 Short @ 125.15 +63.64% GBPEUR Short @ 1.123 -82.75%
EURUSD Short @ 1.34707 +60.92% Bund Mar09 Short @ 121.9 -73.33%
XAUEUR Long @ 701.56 +58.63% EURUSD Short @ 1.2321 -70.14%
EURGBP Short @ 0.89204 +53.56% Bund Mar09 Long @ 123.93 -61.54%

Genealogy Project


Placement and Ph.D. ThesisSep 28, 2016

As of September 1, I am a Postdoctoral Research Fellow at Oxford University in association with the Department of Economics and Nuffield College.

I will defend my Ph.D. Thesis in Tilburg on November 18, 2016 at 2pm. The members of my committee are Arthur van Soest, Pavel Cizek, Jaap Abbring, Laurens Cherchye and Frederic Vermeulen. The defense is open to the public.

Job MarketSep 23, 2015

I expect to finish my Ph.D. thesis in Summer 2016. Thus, I will be on the academic job market this year attending the AEA/ASSA annual meeting in San Francisco on January 3-5 as well as the annual meeting of the Spanish Economic Association in Girona on December 10-12 and the Ph.D. presentation meeting of the Royal Economic Society in London on January 8-9.

I am available for interviews at any of these sessions.

ETRICS package for Python3Nov 25, 2012

I recently started developing an Econometrics package written in Python which I published on Bitbucket. The idea of this project is, to roll out a scalable Econometrics class library for Python. This toolkit is supposed to provide both implementations for the most commonly used econometric models, and base classes and interfaces for new models and methods to be developed. The functionality will heavily rely on the Python libraries NumPy, SciPy, Matplotlib and statsmodels.

You can access the actual version at The code is released under the Gnu Public License, meaning that everyone is welcome to use it, fork it and submit changes or even implement new methods. So far, the package contains a simulation class, both linear and non-parametric (local polynomial) quantile regression estimation routines, and a generic class for Systems of equations.

I composed a small Ipython notebook showing how the Python Etrics package can be used.