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Florian Huber
Florian Huber
Professor of Economics, University of Salzburg
Verifisert e-postadresse på plus.ac.at - Startside
Tittel
Sitert av
Sitert av
År
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
M Feldkircher, F Huber
European Economic Review 81, 167-188, 2016
2212016
Adaptive shrinkage in Bayesian vector autoregressive models
F Huber, M Feldkircher
Journal of Business & Economic Statistics 37 (1), 27-39, 2019
1502019
Forecasting with global vector autoregressive models: A Bayesian approach
JC Cuaresma, M Feldkircher, F Huber
Journal of Applied Econometrics 31 (7), 1371-1391, 2016
123*2016
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics, 2020
1172020
Nowcasting in a pandemic using non-parametric mixed frequency VARs
F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner
Journal of Econometrics 232 (1), 52-69, 2023
1042023
Sparse Bayesian vector autoregressions in huge dimensions
G Kastner, F Huber
Journal of Forecasting 39 (7), 1142-1165, 2020
1022020
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model
J Crespo Cuaresma, G Doppelhofer, M Feldkircher, F Huber
Journal of the Royal Statistical Society Series A: Statistics in Society 182 …, 2019
65*2019
Measuring the effectiveness of US monetary policy during the COVID‐19 recession
M Feldkircher, F Huber, M Pfarrhofer
Scottish journal of political economy 68 (3), 287-297, 2021
642021
Predicting crypto-currencies using sparse non-Gaussian state space models
C Hotz-Behofsits, F Huber, TO Zörner
Journal of Forecasting, 2018
602018
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
F Huber
International Journal of Forecasting 32 (3), 818-837, 2016
592016
Tail forecasting with multivariate Bayesian additive regression trees
TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer
International Economic Review 64 (3), 979-1022, 2023
572023
International effects of a compression of euro area yield curves
M Feldkircher, T Gruber, F Huber
Journal of Banking & Finance 113, 105533, 2020
57*2020
Factor Augmented vector autoregressions, panel VARs, and global VARs
M Feldkircher, F Huber, M Pfarrhofer
Macroeconomic Forecasting in the Era of Big Data: Theory and Practice, 65-93, 2020
56*2020
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
F Huber, G Kastner, M Feldkircher
Journal of Applied Econometrics 34 (5), 621-640, 2019
542019
International housing markets, unconventional monetary policy, and the zero lower bound
F Huber, MT Punzi
Macroeconomic Dynamics, 0
54*
The dynamic impact of monetary policy on regional housing prices in the United States
MM Fischer, F Huber, M Pfarrhofer, P Staufer‐Steinnocher
Real Estate Economics 49 (4), 1039-1068, 2021
532021
Fragility and the effect of international uncertainty shocks
JC Cuaresma, F Huber, L Onorante
Journal of International Money and Finance 108, 102151, 2020
52*2020
Real-time inflation forecasting using non-linear dimension reduction techniques
N Hauzenberger, F Huber, K Klieber
International Journal of Forecasting 39 (2), 901-921, 2023
442023
How important are global factors for understanding the dynamics of international capital flows?
HS Markus Eller, Florian Huber
Journal of International Money and Finance, 2020
432020
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
J Dovern, M Feldkircher, F Huber
Journal of Economic Dynamics and Control 70, 86–100, 2016
432016
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Artikler 1–20