Florian Huber : Citation Profile


Are you Florian Huber?

Paris-Lodron Universität Salzburg

8

H index

6

i10 index

175

Citations

RESEARCH PRODUCTION:

25

Articles

79

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 35
   Journals where Florian Huber has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 37 (17.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu448
   Updated: 2019-10-15    RAS profile: 2019-07-21    
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Relations with other researchers


Works with:

Feldkircher, Martin (37)

Fischer, Manfred (15)

Crespo Cuaresma, Jesus (11)

Pfarrhofer, Michael (10)

Kastner, Gregor (9)

Zoerner, Thomas (7)

Punzi, Maria Teresa (6)

Dovern, Jonas (6)

Eller, Markus (4)

onorante, luca (4)

Kaufmann, Daniel (3)

Krisztin, Tamás (3)

Woerz, Julia (2)

Tóth, Peter (2)

Moder, Isabella (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Florian Huber.

Is cited by:

Feldkircher, Martin (19)

Georgiadis, Georgios (18)

Fadejeva, Ludmila (13)

Miranda-Agrippino, Silvia (12)

Ricco, Giovanni (12)

Pfarrhofer, Michael (11)

Pesaran, M (6)

Kastner, Gregor (6)

GUPTA, RANGAN (6)

Chudik, Alexander (6)

Dovern, Jonas (5)

Cites to:

Feldkircher, Martin (66)

Pesaran, M (60)

Smith, L. Vanessa (41)

Giannone, Domenico (36)

Dees, Stephane (33)

Korobilis, Dimitris (33)

Koop, Gary (32)

Reichlin, Lucrezia (30)

Kastner, Gregor (30)

Clark, Todd (25)

Marcellino, Massimiliano (23)

Main data


Where Florian Huber has published?


Journals with more than one article published# docs
Focus on European Economic Integration6
Economics Letters2
Journal of Economic Dynamics and Control2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Department of Economics Working Paper Series / WU Vienna University of Economics and Business19
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics18
Papers / arXiv.org11
Working Papers in Regional Science / WU Vienna University of Economics and Business5
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)5
Working Papers / University of Heidelberg, Department of Economics2

Recent works citing Florian Huber (2019 and 2018)


YearTitle of citing document
2018The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971.

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2018Regional Trends in the Changing Value of Human Capital Assets. (2018). Anichin, Vladislav L ; Yu, Julia ; Vladyka, Marina V ; Tretyakov, Larisa A. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:95-99.

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2017Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor. In: Papers. RePEc:arx:papers:1608.08468.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2018How does monetary policy affect income inequality in Japan? Evidence from grouped data. (2018). Feldkircher, Martin ; Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:1803.08868.

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2018Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models. (2018). Pfarrhofer, Michael ; Piribauer, Philipp. In: Papers. RePEc:arx:papers:1805.10822.

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2018Heterogeneous Effects of Unconventional Monetary Policy on Loan Demand and Supply. Insights from the Bank Lending Survey. (2018). Guth, Martin. In: Papers. RePEc:arx:papers:1807.04161.

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2019Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2019Do SVARs with sign restrictions not identify unconventional monetary policy shocks?. (2019). Peersman, Gert ; Dossche, Maarten ; Hofmann, Boris ; Galesi, Alessandro ; Boeckx, Jef . In: BIS Working Papers. RePEc:bis:biswps:788.

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2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe. (2018). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Sona. In: Working Papers. RePEc:cnb:wpaper:2018/2.

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2018The global effects of global risk and uncertainty. (2018). Ricci, Martino ; Bonciani, Dario. In: Working Paper Series. RePEc:ecb:ecbwps:20182179.

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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

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2018Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). Fontaine, Idriss ; Didier, Laurent ; Razafindravaosolonirina, Justinien. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2018International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies. (2018). Raghavan, Mala ; Dungey, Mardi ; Khan, Faisal. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:109-121.

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2018ECB-Global: Introducing the ECBs global macroeconomic model for spillover analysis. (2018). Van Robays, Ine ; van Roye, Björn ; Ricci, Martino ; Georgiadis, Georgios ; Dieppe, Alistair. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:78-98.

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2019Spillovers from Japans Unconventional Monetary Policy: A global VAR Approach. (2019). Ganelli, Giovanni ; Tawk, Nour . In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163.

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2019Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:98-115.

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2018International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries. (2018). Horvath, Roman ; Hajek, Jan. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:91-105.

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2018Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. (2018). Galesi, Alessandro ; Burriel, Pablo. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:210-229.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation. (2019). Caballero, Julian ; Park, Jongho ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:160-178.

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2019Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:485-501.

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2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2019Contagious Switching. (2019). Piger, Jeremy ; Owyang, Michael ; Soques, Daniel. In: Working Papers. RePEc:fip:fedlwp:2019-014.

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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

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2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2018Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe. (2018). Benecka, Sona ; Feldkircher, Martin ; Fadejeva, Ludmila. In: Working Papers. RePEc:ltv:wpaper:201804.

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2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-14.

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2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage. (2019). Gefang, Deborah ; Poon, Aubrey ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-07.

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2018A simple approach to nowcasting GDP growth in CESEE economies. (2018). Riedl, Aleksandra ; Worz, Julia. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2018:i:q4/18:b:1.

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2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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2018Monetary policy after the crisis: mandates, targets, and international linkages. (2018). Gnan, Ernest ; Valderrama, Maria Teresa ; Kwapil, Claudia. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2018:i:q2/18:b:1.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018The impact of macroeconomic uncertainty on inequality: An empirical study for the UK. (2018). Theophilopoulou, Angeliki. In: MPRA Paper. RePEc:pra:mprapa:90448.

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2018Monetary Policy and Bubbles in US REITs. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Working Papers. RePEc:pre:wpaper:201845.

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2018Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870.

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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik A ; Marco, Chi Keung ; Gupta, Rangan ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Korobilis, Dimitris ; Koop, Gary. In: Working Paper series. RePEc:rim:rimwps:18-20.

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2019Do SVARs with Sign Restrictions Not Identify Unconventional Monetary Policy Shocks?. (2019). Peersman, Gert ; Hofmann, Boris ; Galesi, Alessandro ; Dossche, Maarten ; Boeckx, Jef . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/973.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: ESRB Working Paper Series. RePEc:srk:srkwps:201880.

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2018The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries. (2018). Rosenberg, Signe . In: TUT Economic Research Series. RePEc:ttu:tuteco:44.

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2018Implications of Macroeconomic Volatility in the Euro Area. (2018). Gregor Zens Author-Email: gzens@wu. ac. at Author-, . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp261.

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2019Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth. (2019). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp286.

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2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Tondl, Gabriele ; Lukmanova, Elizaveta ; Feldkircher, Martin. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp289.

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2018Implications of Macroeconomic Volatility in the Euro Area. (2018). Hauzenberger, Niko ; Zens, Gregor ; Stelzer, Anna ; Pfarrhofer, Michael ; Bock, Maximilian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:6246.

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2019Effects of the ECBs Unconventional Monetary Policy on Real and Financial Wealth. (2019). Schuberth, Helene ; Poyntner, Philipp ; Feldkircher, Martin. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7040.

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2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Tondl, Gabriele ; Lukmanova, Elizaveta ; Feldkircher, Martin. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7090.

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2019Do mining activities foster regional development? Evidence from Latin America in a spatial econometric framework. (2019). Krisztin, Tamas ; Giljum, Stefan ; Luckeneder, Sebastian. In: Ecological Economic Papers. RePEc:wiw:wus045:7114.

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2018How does monetary policy affect income inequality in Japan? Evidence from grouped data. (2018). Feldkircher, Martin ; Kakamu, Kazuhiko. In: Working Papers in Regional Science. RePEc:wiw:wus046:6215.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

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Works by Florian Huber:


YearTitleTypeCited
2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models In: Papers.
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2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models.(2018) In: Working Papers in Economics.
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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model.(2016) In: Department of Economics Working Papers.
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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model.(2016) In: Department of Economics Working Paper Series.
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2018Sparse Bayesian vector autoregressions in huge dimensions In: Papers.
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2017Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? In: Papers.
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2018Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?.(2018) In: Department of Economics Working Papers.
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2018Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?.(2018) In: Department of Economics Working Paper Series.
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2018Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers.
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2018Predicting crypto‐currencies using sparse non‐Gaussian state space models.(2018) In: Journal of Forecasting.
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2018The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions In: Papers.
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2018The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions.(2018) In: Working Papers in Regional Science.
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2019Dealing with cross-country heterogeneity in panel VARs using finite mixture models In: Papers.
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2019Introducing shrinkage in heavy-tailed state space models to predict equity excess returns In: Papers.
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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States In: Papers.
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2019The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2019) In: Working Papers in Economics.
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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2018) In: Working Papers in Regional Science.
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2018Stochastic model specification in Markov switching vector error correction models In: Papers.
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2018Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics.
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2018Model instability in predictive exchange rate regressions In: Papers.
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2018Model instability in predictive exchange rate regressions.(2018) In: Working Papers in Economics.
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2018Model instability in predictive exchange rate regressions.(2018) In: Department of Economics Working Papers.
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2018Model instability in predictive exchange rate regressions.(2018) In: Department of Economics Working Paper Series.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
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2015Global Prediction of Recessions In: Working Papers.
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2015Global prediction of recessions.(2015) In: Economics Letters.
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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR In: Working Papers.
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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR.(2016) In: Journal of Economic Dynamics and Control.
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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR.(2015) In: Working Papers.
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2017FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS In: Bulletin of Economic Research.
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2014Forecasting Global Equity Indices using Large Bayesian VARs.(2014) In: Department of Economics Working Papers.
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2014Forecasting Global Equity Indices Using Large Bayesian VARs.(2014) In: Department of Economics Working Paper Series.
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2015Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy In: Economic Notes.
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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model In: Journal of the Royal Statistical Society Series A.
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2018Human capital accumulation and long†term income growth projections for European regions In: Journal of Regional Science.
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2018A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy In: Oxford Bulletin of Economics and Statistics.
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2015A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy.(2015) In: Department of Economics Working Papers.
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2015A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy.(2015) In: Department of Economics Working Paper Series.
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2016Forecasting exchange rates using multivariate threshold models In: The B.E. Journal of Macroeconomics.
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2016US Monetary Policy in a Globalized World In: CESifo Working Paper Series.
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2016US Monetary Policy in a Globalized World.(2016) In: Working Papers.
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2015US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Papers.
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2015US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Paper Series.
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2019THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS In: Macroeconomic Dynamics.
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2017The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Papers.
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2017The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Paper Series.
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2014Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions In: Economics Bulletin.
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2018Debt regimes and the effectiveness of monetary policy In: Journal of Economic Dynamics and Control.
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2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models In: Economics Letters.
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2017Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models.(2017) In: Department of Economics Working Papers.
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2017Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models.(2017) In: Department of Economics Working Paper Series.
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2016The international transmission of US shocks—Evidence from Bayesian global vector autoregressions In: European Economic Review.
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2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility In: International Journal of Forecasting.
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2019Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting.
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2017The shortage of safe assets in the US investment portfolio: Some international evidence In: Journal of International Money and Finance.
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2017The shortage of safe assets in the US investment portfolio: Some international evidence.(2017) In: Department of Economics Working Papers.
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2017The shortage of safe assets in the US investment portfolio: Some international evidence.(2017) In: Department of Economics Working Paper Series.
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2018Unconventional U.S. Monetary Policy: New Tools, Same Channels? In: Journal of Risk and Financial Management.
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2016Unconventional US Monetary Policy: New Tools Same Channels?.(2016) In: Working Papers.
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2016Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Papers.
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2016Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Paper Series.
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2018Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model In: Discussion Paper Series in Economics.
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2018Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model.(2018) In: Working Papers in Economics.
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2015Trend Fundamentals and Exchange Rate Dynamics In: KOF Working papers.
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2016Trend Fundamentals and Exchange Rate Dynamics.(2016) In: Department of Economics Working Papers.
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2016Trend Fundamentals and Exchange Rate Dynamics.(2016) In: Department of Economics Working Paper Series.
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2015Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries In: Focus on European Economic Integration.
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2016Modeling the evolution of monetary policy rules in CESEE In: Focus on European Economic Integration.
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2016Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland In: Focus on European Economic Integration.
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2016Understanding the drivers of capital flows into the CESEE countries In: Focus on European Economic Integration.
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2017How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions In: Focus on European Economic Integration.
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2014Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors In: Working Papers.
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2014The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions In: Working Papers.
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2018Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models In: Working Papers.
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2018How Important are Global Factors for Understanding the Dynamics of International Capital Flows? In: Working Papers in Economics.
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2018The dynamic impact of monetary policy on regional housing prices in the United States In: Working Papers in Economics.
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2018The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Regional Science.
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2019International effects of a compression of euro area yield curves In: Working Papers in Economics.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy.(2017) In: Department of Economics Working Papers.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy.(2017) In: Department of Economics Working Paper Series.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2015Small-scale nowcasting models of GDP for selected CESEE countries In: Working and Discussion Papers.
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2018A Multi-country Approach to Analysing the Euro Area Output Gap In: WIFO Working Papers.
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2014Forecasting with Bayesian Global Vector Autoregressions In: ERSA conference papers.
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2014Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility In: Department of Economics Working Papers.
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2014Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility.(2014) In: Department of Economics Working Paper Series.
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2015Growing Together? Projecting Income Growth in Europe at the Regional Level In: Department of Economics Working Papers.
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2015Growing Together? Projecting Income Growth in Europe at the Regional Level.(2015) In: Department of Economics Working Paper Series.
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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound In: Department of Economics Working Papers.
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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound.(2016) In: Department of Economics Working Paper Series.
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2016International housing markets, unconventional monetary policy and the zero lower bound.(2016) In: FinMaP-Working Papers.
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2016Adaptive shrinkage in Bayesian vector autoregressive models In: Department of Economics Working Papers.
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2016Adaptive Shrinkage in Bayesian Vector Autoregressive Models.(2016) In: Department of Economics Working Paper Series.
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2017The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers.
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2017The macroeconomic effects of international uncertainty shocks.(2017) In: Department of Economics Working Paper Series.
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2017Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers.
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2017Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series.
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2018Dealing with heterogeneity in panel VARs using sparse finite mixtures In: Department of Economics Working Paper Series.
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2015Measuring the impact of unconventional monetary policy on the US business cycle In: Working Papers in Regional Science.
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2019The regional transmission of uncertainty shocks on income inequality in the United States In: Working Papers in Regional Science.
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2016Forecasting with Global Vector Autoregressive Models: a Bayesian Approach In: Journal of Applied Econometrics.
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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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