Stefan Hubner

Assistant Professor
University of Bristol

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
Children Eleanor (5 years 7 months) and Magnus (2 years )
Languages German (native), English (fluent), Dutch (intermediate)

Academic Positions

since 07/2020 University of Bristol
Assistant Professor (Lecturer)
09/2016 - 06/2020 Oxford University
Postdoctoral Prize Research Fellow at Nuffield College

Higher Education & Studies

09/2012 - 08/2016 Tilburg University (CentER & Department of Econometrics)
Ph.D. 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
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 & 2019 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

2023 Workshop on Labour and Family Economics
International Association for Applied Econometrics - Oslo
Society of Economics of the Household - Copenhagen
2022 Computational and Methodological Statistics (invited)
University of Sussex - Economics Seminar
2021 Bristol Econometric Study Group
Asian Meeting of the Econometric Society - Virtual
2020 University of Glasgow - Economics Seminar
University of Bristol - Economics Seminar
University of Maastricht - Econometrics Seminar (cancelled)
2019 European Meeting of the Econometric Society - Rotterdam
Oxford University Department Seminar
Revealed Preference Mini Workshop - Oxford, Nuffield College
Asian Meeting of the Econometric Society - Xiamen
2018 University College London - Cemmap Seminar
Queen Mary University Seminar - London
Universitié Catholique de Louvain Seminar - Leuven (cancelled)
European Econometric Society Winter Meeting - Naples
2017 European 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
European 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 Services

Refereeing: Journal of Econometrics, Empirical Economics
Scientific Committee:International Association for Applied Econometrics (2023)

Professional Experience (full time)

06/2005 - 06/2008 RACON Software GmbH Linz
Software Developer for banking front-office applications (C, C++ and C#)

Relevant Internships & Part-time Jobs

09/2019 Deliveroo
Regression training for their Data science and analytics team
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, Modelling and Data Analysis
08/2003 & 08/2002 GRZ IT Center Linz GmbH
Software Development and Database Modelling

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, Public speaking, Sales, Team building, Conflict management

Personal Interests

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

Academic Work


University of Bristol, Department of Economics

MRes Econometrics: Nonparametric Methods (since 2020)
Lecture Notes:

BSc Economics & Econometrics: Foundations of Econometric Theory (since 2020)
Lecture Notes:

PhD Supervision
  • Stuart Lane (Bristol): Nonparametric IV, Weak Instruments.

Oxford University, Department of Economics

MPhil Econometrics: Introduction to R and Stata (2017 - 2018)
Lecture Notes:
Exercises, Solutions and Scripts:

MPhil Advanced Econometrics: Nonparametric Methods (2017 - 2019)
Course Material:

Philosophy, Politics & Economics: Econometrics 314 (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.
  • 06/05/2019: The solution for the remaining problem (question 2 of the 2016 exam) of the repetition class can be found here.

MPhil Econometrics (Teaching Assistant, 2017)
Exercises, Solutions and Scripts:
  • Dynamic Panel Methods (OLS, IV, Arellano & Bond, Kean & Runkle): Solution

External Workshops

Deliveroo: Econometrics
Course Material:

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 70 Open Trades 1
Win Trades 36 Loss Trades 25
Total Profits1 +1817.85 Total Losses1 -972.69
Average Wins2 +116.36% Average Losses2 -63.21%
Profit/Loss1 +845.16 Win-Loss Ratio 1.869
Avg Return per Trade +37.81% Total Yield +84.52%
Average Period 29.8 days Last Trade 2021-05-17

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% Bund Mar09 Short @ 124.95 -100.00%
DAX Long @ 4288 +123.68% Bund Mar09 Short @ 125.82 -100.00%
DAX Short @ 4418 +109.38% Bund Mar09 Long @ 125.15 -100.00%
EURGBP Short @ 0.905577 +94.44% GBPEUR Short @ 1.1087 -100.00%
Bund Mar09 Short @ 125.57 +90.70% DAX Short @ 4422 -100.00%
EURUSD Short @ 1.5 +86.00% XAGEUR Long @ 10.488 -100.00%
EURUSD Long @ 1.38817 +80.33% DAX Spot Long @ 4053 -100.00%
EURCHF Long @ 1.5104 +72.22% EURGBP Short @ 0.9394 -100.00%
Bund Mar09 Short @ 124.84 +68.18% EURJPY Short @ 133.8 -100.00%
DAX Long @ 4248 +66.67% EURJPY Long @ 129.01 -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%
1) Normalised to 1,000 EUR.
2) Stop-Loss order served as reference for the calculations of wins and losses.

Genealogy Project


University of BristolApr 4, 2020

I am very excited to join the University of Bristol as an Assistant Professor in September 2020.

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.

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.