Florian Huber
Names
| first: |
Florian |
| last: |
Huber |
Identifer
Contact
Affiliations
-
Paris-Lodron Universität Salzburg
/ Bereich Volkswirtschaftslehre
Research profile
author of:
- Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models (RePEc:arx:papers:1607.04532)
by Florian Huber & Gregor Kastner & Martin Feldkircher - Sparse Bayesian vector autoregressions in huge dimensions (RePEc:arx:papers:1704.03239)
by Gregor Kastner & Florian Huber - Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? (RePEc:arx:papers:1711.00564)
by Martin Feldkircher & Florian Huber & Gregor Kastner - Predicting crypto-currencies using sparse non-Gaussian state space models (RePEc:arx:papers:1801.06373)
by Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner - The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions (RePEc:arx:papers:1802.05870)
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer-Steinnocher - A Bayesian panel VAR model to analyze the impact of climate change on high-income economies (RePEc:arx:papers:1804.01554)
by Florian Huber & Tam'as Krisztin & Michael Pfarrhofer - Introducing shrinkage in heavy-tailed state space models to predict equity excess returns (RePEc:arx:papers:1805.12217)
by Florian Huber & Gregor Kastner & Michael Pfarrhofer - The transmission of uncertainty shocks on income inequality: State-level evidence from the United States (RePEc:arx:papers:1806.08278)
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer - Stochastic model specification in Markov switching vector error correction models (RePEc:arx:papers:1807.00529)
by Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner - Model instability in predictive exchange rate regressions (RePEc:arx:papers:1811.08818)
by Niko Hauzenberger & Florian Huber - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (RePEc:arx:papers:1905.10787)
by Florian Huber & Gary Koop & Luca Onorante - Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (RePEc:arx:papers:1910.10779)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante - A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis (RePEc:arx:papers:2001.03935)
by Florian Huber & Michael Pfarrhofer & Philipp Piribauer - Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models (RePEc:arx:papers:2002.08760)
by Niko Hauzenberger & Florian Huber & Luca Onorante - Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations (RePEc:arx:papers:2002.10274)
by Florian Huber & Gary Koop & Michael Pfarrhofer - Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods (RePEc:arx:papers:2005.03906)
by Niko Hauzenberger & Florian Huber & Gary Koop - Dynamic shrinkage in time-varying parameter stochastic volatility in mean models (RePEc:arx:papers:2005.06851)
by Florian Huber & Michael Pfarrhofer - Inference in Bayesian Additive Vector Autoregressive Tree Models (RePEc:arx:papers:2006.16333)
by Florian Huber & Luca Rossini - Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession (RePEc:arx:papers:2007.15419)
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (RePEc:arx:papers:2008.12706)
by Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner - Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE (RePEc:arx:papers:2009.06391)
by Markus Eller & Niko Hauzenberger & Florian Huber & Helene Schuberth & Lukas Vashold - Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques (RePEc:arx:papers:2012.08155)
by Niko Hauzenberger & Florian Huber & Karin Klieber - General Bayesian time-varying parameter VARs for predicting government bond yields (RePEc:arx:papers:2102.13393)
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer - Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs (RePEc:arx:papers:2103.04944)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions (RePEc:arx:papers:2107.07804)
by Florian Huber & Gary Koop - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:arx:papers:2110.03411)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty (RePEc:arx:papers:2112.01995)
by Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz - Measuring Shocks to Central Bank Independence using Legal Rulings (RePEc:arx:papers:2202.12695)
by Stefan Griller & Florian Huber & Michael Pfarrhofer - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:arx:papers:2202.13793)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino - Forecasting euro area inflation using a huge panel of survey expectations (RePEc:arx:papers:2207.12225)
by Florian Huber & Luca Onorante & Michael Pfarrhofer - Bayesian Modeling of TVP-VARs Using Regression Trees (RePEc:arx:papers:2209.11970)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Enhanced Bayesian Neural Networks for Macroeconomics and Finance (RePEc:arx:papers:2211.04752)
by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino - Bayesian Forecasting in Economics and Finance: A Modern Review (RePEc:arx:papers:2212.03471)
by Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis - Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions (RePEc:arx:papers:2301.13604)
by Jan Pruser & Florian Huber - A tale of two tails: 130 years of growth-at-risk (RePEc:arx:papers:2302.08920)
by Martin Gachter & Elias Hasler & Florian Huber - Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification (RePEc:arx:papers:2304.07856)
by Florian Huber & Massimiliano Marcellino - Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks (RePEc:arx:papers:2305.16827)
by Florian Huber & Gary Koop - Predictive Density Combination Using a Tree-Based Synthesis Function (RePEc:arx:papers:2311.12671)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Bayesian Nonlinear Regression using Sums of Simple Functions (RePEc:arx:papers:2312.01881)
by Florian Huber - Global Prediction of Recessions (RePEc:awi:wpaper:0585)
by Dovern, Jonas & Huber, Florian - Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR (RePEc:awi:wpaper:0590)
by Dovern, Jonas & Feldkircher, Martin & Huber , Florian - Predictive Density Combination Using a Tree-Based Synthesis Function (RePEc:bca:bocawp:23-61)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Forecasting Global Equity Indices Using Large Bayesian Vars (RePEc:bla:buecrs:v:69:y:2017:i:3:p:288-308)
by Florian Huber & Tamás Krisztin & Philipp Piribauer - Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy (RePEc:bla:ecnote:v:44:y:2015:i:3:p:409-418)
by M. Feldkircher & F. Huber & I. Moder - Trend Fundamentals and Exchange Rate Dynamics (RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036)
by Florian Huber & Daniel Kaufmann - Changes in US Monetary Policy and Its Transmission over the Last Century (RePEc:bla:germec:v:20:y:2019:i:4:p:447-470)
by Sebastian Breitfuß & Martin Feldkircher & Florian Huber - Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model (RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Human capital accumulation and long†term income growth projections for European regions (RePEc:bla:jregsc:v:58:y:2018:i:1:p:81-99)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer - A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy (RePEc:bla:obuest:v:80:y:2018:i:3:p:575-604)
by Florian Huber & Manfred M. Fischer - The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States (RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068)
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher - Measuring the effectiveness of US monetary policy during the COVID‐19 recession (RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297)
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer - Forecasting exchange rates using multivariate threshold models (RePEc:bpj:bejmac:v:16:y:2016:i:1:p:193-210:n:8)
by Huber Florian - Changes in US Monetary Policy and Its Transmission over the Last Century (RePEc:bpj:germec:v:20:y:2019:i:4:p:447-470)
by Breitfuß Sebastian & Huber Florian & Feldkircher Martin - Stochastic model specification in Markov switching vector error correction models (RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7)
by Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O. - US Monetary Policy in a Globalized World (RePEc:ces:ceswps:_5826)
by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
by Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary & Pfarrhofer, Michael - Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty (RePEc:cpr:ceprdp:17646)
by Marcellino, Massimiliano & Hauzenberger, Niko & Huber, Florian & Petz, Nico - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:cpr:ceprdp:18244)
by Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary - The Role Of Us-Based Fdi Flows For Global Output Dynamics (RePEc:cup:macdyn:v:23:y:2019:i:03:p:943-973_00)
by Huber, Florian & Fischer, Manfred M. & Piribauer, Philipp - International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound (RePEc:cup:macdyn:v:24:y:2020:i:4:p:774-806_2)
by Huber, Florian & Punzi, Maria Teresa - Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions (RePEc:ebl:ecbull:eb-14-00532)
by Florian Huber - The macroeconomic effects of international uncertainty (RePEc:ecb:ecbwps:20192302)
by Cuaresma, Jesús Crespo & Huber, Florian & Onorante, Luca - Inducing sparsity and shrinkage in time-varying parameter models (RePEc:ecb:ecbwps:20192325)
by Huber, Florian & Koop, Gary & Onorante, Luca - Nowcasting in a pandemic using non-parametric mixed frequency VARs (RePEc:ecb:ecbwps:20212510)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100)
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian - Debt regimes and the effectiveness of monetary policy (RePEc:eee:dyncon:v:93:y:2018:i:c:p:218-238)
by De Luigi, Clara & Huber, Florian - Global prediction of recessions (RePEc:eee:ecolet:v:133:y:2015:i:c:p:81-84)
by Dovern, Jonas & Huber, Florian - Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models (RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52)
by Huber, Florian - Nowcasting in a pandemic using non-parametric mixed frequency VARs (RePEc:eee:econom:v:232:y:2023:i:1:p:52-69)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - The international transmission of US shocks—Evidence from Bayesian global vector autoregressions (RePEc:eee:eecrev:v:81:y:2016:i:c:p:167-188)
by Feldkircher, Martin & Huber, Florian - Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models (RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555)
by Gupta, Rangan & Huber, Florian & Piribauer, Philipp - A shot for the US economy (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005730)
by Gächter, Martin & Huber, Florian & Meier, Martin - Density forecasting using Bayesian global vector autoregressions with stochastic volatility (RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837)
by Huber, Florian - Threshold cointegration in international exchange rates:A Bayesian approach (RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473)
by Huber, Florian & Zörner, Thomas O. - Real-time inflation forecasting using non-linear dimension reduction techniques (RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921)
by Hauzenberger, Niko & Huber, Florian & Klieber, Karin - International effects of a compression of euro area yield curves (RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x)
by Feldkircher, Martin & Gruber, Thomas & Huber, Florian - The regional transmission of uncertainty shocks on income inequality in the United States (RePEc:eee:jeborg:v:183:y:2021:i:c:p:887-900)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - Fragility and the effect of international uncertainty shocks (RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838)
by Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca - How important are global factors for understanding the dynamics of international capital flows? (RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777)
by Eller, Markus & Huber, Florian & Schuberth, Helene - The impact of macroprudential policies on capital flows in CESEE (RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467)
by Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas - The shortage of safe assets in the US investment portfolio: Some international evidence (RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336)
by Huber, Florian & Punzi, Maria Teresa - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:fip:fedcwq:90366)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:fip:fedcwq:93787)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino - Bayesian Modeling of Time-Varying Parameters Using Regression Trees (RePEc:fip:fedcwq:95470)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Predictive Density Combination Using a Tree-Based Synthesis Function (RePEc:fip:fedcwq:97343)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R (RePEc:fip:feddgw:88639)
by Maximilian Böck & Martin Feldkircher & Florian Huber - Country-Level Relationships of the Human Intake of N and P, Animal and Vegetable Food, and Alcoholic Beverages with Cancer and Life Expectancy (RePEc:gam:jijerp:v:17:y:2020:i:19:p:7240-:d:423448)
by Josep Penuelas & Tamás Krisztin & Michael Obersteiner & Florian Huber & Hannes Winner & Ivan A. Janssens & Philippe Ciais & Jordi Sardans - Unconventional U.S. Monetary Policy: New Tools, Same Channels? (RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738)
by Martin Feldkircher & Florian Huber - Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model (RePEc:hhs:nhheco:2018_031)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (RePEc:jrs:wpaper:202101)
by Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Trend Fundamentals and Exchange Rate Dynamics (RePEc:kof:wpskof:15-393)
by Florian Huber & Daniel Kaufmann - The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? (RePEc:mes:emfitr:v:57:y:2021:i:13:p:3818-3834)
by Martin Feldkircher & Florian Huber & Maria Teresa Punzi & Pornpinun Chantapacdepong - Bayesian Forecasting in the 21st Century: A Modern Review (RePEc:msh:ebswps:2023-1)
by Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis - Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data (RePEc:onb:oenbfi:y:2015:i:1:b:3)
by Florian Huber & Magdalena Petrovska - Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries (RePEc:onb:oenbfi:y:2015:i:2:b:1)
by Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz - Modeling the evolution of monetary policy rules in CESEE (RePEc:onb:oenbfi:y:2016:i:1:b:1)
by Martin Feldkircher & Florian Huber & Isabella Moder - Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland (RePEc:onb:oenbfi:y:2016:i:1:b:3)
by Markus Eller & Florian Huber & Helene Schuberth - Understanding the drivers of capital flows into the CESEE countries (RePEc:onb:oenbfi:y:2016:i:2:b:2)
by Markus Eller & Florian Huber & Helene Schuberth - How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions (RePEc:onb:oenbfi:y:2017:i:1:b:3)
by Markus Eller & Martin Feldkircher & Florian Huber - The impact of labor cost growth on inflation in selected CESEE countries (RePEc:onb:oenbfi:y:2019:i:q4/19:b:1)
by Clara De Luigi & Florian Huber & Josef Schreiner - Are Phillips curves in CESEE still alive and well behaved? (RePEc:onb:oenbfi:y:2023:i:q3/23:b:1)
by Florian Huber & Josef Schreiner - Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors (RePEc:onb:oenbwp:189)
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber - The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions (RePEc:onb:oenbwp:195)
by Martin Feldkircher & Florian Huber - Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR (RePEc:onb:oenbwp:200)
by Jonas Dovern & Martin Feldkircher & Florian Huber - US Monetary Policy in a Globalized World (RePEc:onb:oenbwp:205)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Unconventional US Monetary Policy: New Tools Same Channels? (RePEc:onb:oenbwp:208)
by Martin Feldkircher & Florian Huber - Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) (RePEc:onb:oenbwp:252)
by Niko Hauzenberger & Florian Huber & Thomas Zörner - Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models (RePEc:pre:wpaper:201826)
by Rangan Gupta & Florian Huber & Philipp Piribauer - How Important are Global Factors for Understanding the Dynamics of International Capital Flows? (RePEc:ris:sbgwpe:2018_002)
by Eller, Markus & Huber, Florian & Schuberth, Helene - Stochastic model specification in Markov switching vector error correction models (RePEc:ris:sbgwpe:2018_003)
by Huber, Florian & Pfarrhofer, Michael & Zörner, Thomas O. - The transmission of uncertainty shocks on income inequality: State-level evidence from the United States (RePEc:ris:sbgwpe:2018_004)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models (RePEc:ris:sbgwpe:2018_005)
by Huber, Florian & Kastner, Gregor & Feldkircher, Martin - Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model (RePEc:ris:sbgwpe:2018_006)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian - The dynamic impact of monetary policy on regional housing prices in the United States (RePEc:ris:sbgwpe:2018_007)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra - Model instability in predictive exchange rate regressions (RePEc:ris:sbgwpe:2018_008)
by Hauzenberger, Niko & Huber, Florian - International effects of a compression of euro area yield curves (RePEc:ris:sbgwpe:2019_001)
by Martin, Feldkircher & Thomas, Gruber & Florian, Huber - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (RePEc:ris:sbgwpe:2019_002)
by Huber, Florian & Koop, Gary & Onorante, Luca - Trend Fundamentals and Exchange Rate Dynamics (RePEc:ris:sbgwpe:2019_004)
by Florian, Huber & Kaufmann, Daniel - Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach (RePEc:ris:sbgwpe:2019_005)
by Huber, Florian & Rabithsc, Katrin - The impact of macroprudential policies on capital flows in CESEE (RePEc:srk:srkwps:2021118)
by Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas - Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods (RePEc:str:wpaper:2305)
by Niko Hauzenberger & Florian Huber & Gary Koop - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:str:wpaper:2307)
by Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Bayesian Modelling of TVP-VARs Using Regression Trees (RePEc:str:wpaper:2308)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks (RePEc:str:wpaper:2309)
by Florian Huber & Gary Koop - Small-scale nowcasting models of GDP for selected CESEE countries (RePEc:svk:wpaper:1033)
by Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth - Adaptive Shrinkage in Bayesian Vector Autoregressive Models (RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39)
by Florian Huber & Martin Feldkircher - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (RePEc:taf:jnlbes:v:39:y:2021:i:3:p:669-683)
by Florian Huber & Gary Koop & Luca Onorante - Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1904-1918)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante - A Multi-country Approach to Analysing the Euro Area Output Gap (RePEc:wfo:wpaper:y:2018:i:560)
by Florian Huber & Philipp Piribauer - Forecasting with Bayesian Global Vector Autoregressions (RePEc:wiw:wiwrsa:ersa14p25)
by Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher - Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility (RePEc:wiw:wiwwuw:wuwp179)
by Florian Huber - Forecasting Global Equity Indices using Large Bayesian VARs (RePEc:wiw:wiwwuw:wuwp184)
by Florian Huber & Tamas Krisztin & Philipp Piribauer - Growing Together? Projecting Income Growth in Europe at the Regional Level (RePEc:wiw:wiwwuw:wuwp198)
by Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer - A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy (RePEc:wiw:wiwwuw:wuwp201)
by Florian Huber & Manfred M. Fischer - US Monetary Policy in a Globalized World (RePEc:wiw:wiwwuw:wuwp209)
by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Trend Fundamentals and Exchange Rate Dynamics (RePEc:wiw:wiwwuw:wuwp214)
by Florian Huber & Daniel Kaufmann - International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound (RePEc:wiw:wiwwuw:wuwp216)
by Florian Huber & Maria Teresa Punzi - Adaptive shrinkage in Bayesian vector autoregressive models (RePEc:wiw:wiwwuw:wuwp221)
by Florian Huber & Martin Feldkircher - Unconventional US Monetary Policy: New Tools, Same Channels? (RePEc:wiw:wiwwuw:wuwp222)
by Martin Feldkircher & Florian Huber - Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model (RePEc:wiw:wiwwuw:wuwp235)
by Florian Huber & Gregor Kastner & Martin Feldkircher - The role of US based FDI flows for global output dynamics (RePEc:wiw:wiwwuw:wuwp239)
by Florian Huber & Manfred M. Fischer & Philipp Piribauer - The shortage of safe assets in the US investment portfolio: Some international evidence (RePEc:wiw:wiwwuw:wuwp243)
by Florian Huber & Maria Teresa Punzi - Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models (RePEc:wiw:wiwwuw:wuwp244)
by Florian Huber - The macroeconomic effects of international uncertainty shocks (RePEc:wiw:wiwwuw:wuwp245)
by Jesus Crespo Cuaresma & Florian Huber & Luca Onorante - Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy (RePEc:wiw:wiwwuw:wuwp248)
by Martin Feldkircher & Thomas Gruber & Florian Huber - Threshold cointegration and adaptive shrinkage (RePEc:wiw:wiwwuw:wuwp250)
by Florian Huber & Thomas Zörner - Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? (RePEc:wiw:wiwwuw:wuwp260)
by Martin Feldkircher & Florian Huber & Gregor Kastner - Model instability in predictive exchange rate regressions (RePEc:wiw:wiwwuw:wuwp276)
by Niko Hauzenberger & Florian Huber - Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach (RePEc:wiw:wiwwuw:wuwp295)
by Florian Huber & Katrin Rabitsch - Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility (RePEc:wiw:wus005:4280)
by Huber, Florian - Forecasting Global Equity Indices Using Large Bayesian VARs (RePEc:wiw:wus005:4318)
by Huber, Florian & Krisztin, Tamás & Piribauer, Philipp - Growing Together? Projecting Income Growth in Europe at the Regional Level (RePEc:wiw:wus005:4583)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Huber, Florian & Piribauer, Philipp - A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy (RePEc:wiw:wus005:4626)
by Huber, Florian & Fischer, Manfred M. - US Monetary Policy in a Globalized World (RePEc:wiw:wus005:4709)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian - Trend Fundamentals and Exchange Rate Dynamics (RePEc:wiw:wus005:4808)
by Huber, Florian & Kaufmann, Daniel - International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound (RePEc:wiw:wus005:4824)
by Huber, Florian & Punzi, Maria Teresa - Adaptive Shrinkage in Bayesian Vector Autoregressive Models (RePEc:wiw:wus005:4933)
by Feldkircher, Martin & Huber, Florian - Unconventional US Monetary Policy: New Tools, Same Channels? (RePEc:wiw:wus005:4934)
by Huber, Florian & Feldkircher, Martin - Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model (RePEc:wiw:wus005:5178)
by Huber, Florian & Kastner, Gregor & Feldkircher, Martin - The role of US based FDI flows for global output dynamics (RePEc:wiw:wus005:5427)
by Huber, Florian & Fischer, Manfred M. & Piribauer, Philipp - The shortage of safe assets in the US investment portfolio: Some international evidence (RePEc:wiw:wus005:5460)
by Huber, Florian & Punzi, Maria Teresa - Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models (RePEc:wiw:wus005:5461)
by Huber, Florian - The macroeconomic effects of international uncertainty shocks (RePEc:wiw:wus005:5462)
by Crespo Cuaresma, Jesus & Huber, Florian & Onorante, Luca - Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy (RePEc:wiw:wus005:5554)
by Feldkircher, Martin & Gruber, Thomas & Huber, Florian - Threshold cointegration and adaptive shrinkage (RePEc:wiw:wus005:5577)
by Huber, Florian & Zörner, Thomas - Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? (RePEc:wiw:wus005:6021)
by Feldkircher, Martin & Kastner, Gregor & Huber, Florian - Dealing with heterogeneity in panel VARs using sparse finite mixtures (RePEc:wiw:wus005:6247)
by Huber, Florian - Model instability in predictive exchange rate regressions (RePEc:wiw:wus005:6770)
by Hauzenberger, Niko & Huber, Florian - Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach (RePEc:wiw:wus005:7210)
by Huber, Florian & Rabitsch, Katrin - Measuring the impact of unconventional monetary policy on the US business cycle (RePEc:wiw:wus046:4543)
by Huber, Florian & Fischer, Manfred M. - The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions (RePEc:wiw:wus046:6065)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra - The transmission of uncertainty shocks on income inequality: State-level evidence from the United States (RePEc:wiw:wus046:6368)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - The dynamic impact of monetary policy on regional housing prices in the United States (RePEc:wiw:wus046:6658)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra - The regional transmission of uncertainty shocks on income inequality in the United States (RePEc:wiw:wus046:6774)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - General Bayesian time-varying parameter VARs for modeling government bond yields (RePEc:wiw:wus046:8006)
by Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael - APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs (RePEc:wly:iecrev:v:63:y:2022:i:4:p:1625-1658)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Tail Forecasting With Multivariate Bayesian Additive Regression Trees (RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (RePEc:wly:japmet:v:31:y:2016:i:7:p:1371-1391)
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber - Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models (RePEc:wly:japmet:v:34:y:2019:i:5:p:621-640)
by Florian Huber & Gregor Kastner & Martin Feldkircher - Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models (RePEc:wly:japmet:v:36:y:2021:i:2:p:262-270)
by Florian Huber & Michael Pfarrhofer - Combining shrinkage and sparsity in conjugate vector autoregressive models (RePEc:wly:japmet:v:36:y:2021:i:3:p:304-327)
by Niko Hauzenberger & Florian Huber & Luca Onorante - General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields (RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87)
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer - Subspace shrinkage in conjugate Bayesian vector autoregressions (RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576)
by Florian Huber & Gary Koop - Predicting crypto‐currencies using sparse non‐Gaussian state space models (RePEc:wly:jforec:v:37:y:2018:i:6:p:627-640)
by Christian Hotz‐Behofsits & Florian Huber & Thomas Otto Zörner - Model instability in predictive exchange rate regressions (RePEc:wly:jforec:v:39:y:2020:i:2:p:168-186)
by Niko Hauzenberger & Florian Huber - A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis (RePEc:wly:jforec:v:39:y:2020:i:6:p:911-926)
by Florian Huber & Michael Pfarrhofer & Philipp Piribauer - Sparse Bayesian vector autoregressions in huge dimensions (RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165)
by Gregor Kastner & Florian Huber - International housing markets, unconventional monetary policy and the zero lower bound (RePEc:zbw:fmpwps:58)
by Huber, Florian & Punzi, Maria Teresa - Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR (RePEc:zbw:vfsc15:112999)
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian - Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy (RePEc:zbw:vfsc17:168111)
by Feldkircher, Martin & Gruber, Thomas & Huber, Florian