I am an Econometrician and Data Scientist with a particular interest in the technical foundations of Empirical Economics. My research centres on the interdependence of agents’ expectation formation — or, more broadly, on how micro-level interactions are reflected in macro-level outcomes. Over recent years, this interest has increasingly converged on the empirical study of complex systems and the technical challenges that arise when working with vast quantities of relational data.

I work as a Data Scientist in the financial services industry.

Publications

Andreas Karpf , Antoine Mandel and Stefano Battiston. Price and Network Dynamics in the European Carbon Market, 2018. Journal of Economic Behavior & Organization Vol. 153, p.  103 – 122: https://www.sciencedirect.com/science/article/pii/S0167268118301720.

Andreas Karpf and Antoine Mandel. The changing value of the ‘green’ label on the US municipal bond market, 2018. Nature Climate Change (2018/01/29): https://www.nature.com/articles/s41558-017-0062-0

Darko Cerepnalkoski, Andreas Karpf, Miha Grčar and Igor Mozetič (all Department of Knowledge Technologies at the Jozef Stefan Institute, Ljubljana, SI). Cohesion and Coalition Formation in the European Parliament: Roll-Call Votes and Twitter Activities, 2016. PLoS ONE 11(11): https://doi.org/10.1371/journal.pone.0166586

Andreas Karpf, Antoine Mandel and Stefano Battiston. A network-based analysis of the European Emission Market, 2015. Proceedings of the ECCS 2014, European Conference on Complex Systems.

Working papers

Andreas Karpf, Antoine Mandel. Does it pay to be green? A comparative study of the yield term structure of green and brown bonds in the US municipal bonds market?, 2017.
SSRN Working Papers: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2923484

Andreas Karpf, Antoine Mandel and Stefano Battiston. Price and Network Dynamics in the European Carbon Market, 2017.
CES Working Papers: ftp://mse.univ-paris1.fr/pub/mse/CES2017/17010.pdf

Andreas Karpf, Antoine Mandel and Stefano Battiston. A network-based analysis of the European Emission Market, 2015.
CES Working Papers: ftp://mse.univ-paris1.fr/pub/mse/CES2015/15084.pdf

Andreas Karpf. Expectation Formation and Social Influence, 2014.
CES Working Papers: ftp://mse.univ-paris1.fr/pub/mse/CES2014/14005.pdf

Andreas Karpf. Herd behavior in consumer inflation expectations – Evidence from the French household survey, 2013.
CES Working Papers: ftp://mse.univ-paris1.fr/pub/mse/CES2013/13054R.pdf

Press

Andreas Karpf, Antoine Mandel . Le marché du carbone sous la loupe du “big data”, Les Echos, 2 June 2016.

Dissertation

Andreas Karpf. Social interactions, expectation formation and markets, 2015. Theses.fr: http://www.theses.fr/2015PA010015

Master Theses

Andreas Karpf. Optimal fiscal policy and commitment, 2011. UB Wien:
http://othes.univie.ac.at/12991/

Andreas Karpf. Wechselwirkungen von Demokratie und Finanzpolitik, 2008. UB Wien:
https://ubdata.univie.ac.at/AC07030369 – Download