Niko Hauzenberger
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Niko |
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Hauzenberger |
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Affiliations
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Paris-Lodron Universität Salzburg
/ Bereich Volkswirtschaftslehre
Research profile
author of:
- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Papers, arXiv.org (2019)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante
(ReDIF-paper, arx:papers:1910.10779) - Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
Papers, arXiv.org (2019)
by Niko Hauzenberger & Michael Pfarrhofer
(ReDIF-paper, arx:papers:1911.06206) - Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Papers, arXiv.org (2020)
by Niko Hauzenberger & Florian Huber & Gary Koop
(ReDIF-paper, arx:papers:2005.03906) - Flexible Mixture Priors for Large Time-varying Parameter Models
Papers, arXiv.org (2020)
by Niko Hauzenberger
(ReDIF-paper, arx:papers:2006.10088) - Sparse time-varying parameter VECMs with an application to modeling electricity prices
Papers, arXiv.org (2020)
by Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini
(ReDIF-paper, arx:papers:2011.04577) - On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
Papers, arXiv.org (2020)
by Niko Hauzenberger & Michael Pfarrhofer & Anna Stelzer
(ReDIF-paper, arx:papers:2011.14424) - Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
Papers, arXiv.org (2020)
by Niko Hauzenberger & Florian Huber & Karin Klieber
(ReDIF-paper, arx:papers:2012.08155) - Predictive Density Combination Using a Tree-Based Synthesis Function
Staff Working Papers, Bank of Canada (2023)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, bca:bocawp:23-61) - Stochastic model specification in Markov switching vector error correction models
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021)
by Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O.
(ReDIF-article, bpj:sndecm:v:25:y:2021:i:2:p:17:n:7) - Bayesian Modeling of Time-Varying Parameters Using Regression Trees
Working Papers, Federal Reserve Bank of Cleveland (2023)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, fip:fedcwq:95470) - Predictive Density Combination Using a Tree-Based Synthesis Function
Working Papers, Federal Reserve Bank of Cleveland (2023)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, fip:fedcwq:97343) - Implications of macroeconomic volatility in the Euro area
ESRB Working Paper Series, European Systemic Risk Board (2018)
by Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor
(ReDIF-paper, srk:srkwps:201880) - The impact of macroprudential policies on capital flows in CESEE
ESRB Working Paper Series, European Systemic Risk Board (2021)
by Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas
(ReDIF-paper, srk:srkwps:2021118) - Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2020)
by Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel
(ReDIF-paper, wiw:wiwwuw:wuwp305) - General Bayesian time-varying parameter VARs for modeling government bond yields
Working Papers in Regional Science, WU Vienna University of Economics and Business (2022)
by Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael
(ReDIF-paper, wiw:wus046:8006) - Combining shrinkage and sparsity in conjugate vector autoregressive models
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021)
by Niko Hauzenberger & Florian Huber & Luca Onorante
(ReDIF-article, wly:japmet:v:36:y:2021:i:3:p:304-327) - Model instability in predictive exchange rate regressions
Journal of Forecasting, John Wiley & Sons, Ltd. (2020)
by Niko Hauzenberger & Florian Huber
(ReDIF-article, wly:jforec:v:39:y:2020:i:2:p:168-186)