A0483
Title: A multivariate dynamic analysis of third-party funds
Authors: Alona Zharova - Humboldt-Universitaet zu Berlin (Germany) [presenting]
Wolfgang Karl Haerdle - Humboldt University at Berlin (Germany)
Stefan Lessmann - Humboldt-University of Berlin (Germany)
Abstract: Successful research management of universities requires both qualitative and quantitative information about their research units as well as clear understanding of the existing interdependence structure for effective decision making. The quantitative analysis through parametric and non-parametric techniques is provided. For identification of dependence structure we use vector autoregressive model with exogenous variables (VARX). The data provided by the Humboldt-Universitaet zu Berlin and Scopus database include third-party expenses, publication and citation count as well as academic age of professors from 2001 to 2015. While the analysis is implemented on individual level, the results are introduced in aggregated form on the faculty level.
