Florian Huber : Citation Profile


Are you Florian Huber?

Paris-Lodron Universität Salzburg

12

H index

16

i10 index

448

Citations

RESEARCH PRODUCTION:

45

Articles

107

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 64
   Journals where Florian Huber has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 68 (13.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu448
   Updated: 2022-01-15    RAS profile: 2021-11-28    
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Relations with other researchers


Works with:

Feldkircher, Martin (35)

Pfarrhofer, Michael (19)

Fischer, Manfred (15)

onorante, luca (14)

Kastner, Gregor (11)

Piribauer, Philipp (10)

Crespo Cuaresma, Jesus (9)

Zoerner, Thomas (8)

Hauzenberger, Niko (8)

Eller, Markus (8)

Koop, Gary (7)

Punzi, Maria Teresa (6)

Kaufmann, Daniel (4)

Rabitsch, Katrin (3)

GUPTA, RANGAN (2)

Clark, Todd (2)

Krisztin, Tamás (2)

Marcellino, Massimiliano (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 (53)

Pfarrhofer, Michael (39)

Georgiadis, Georgios (23)

Hauzenberger, Niko (21)

GUPTA, RANGAN (19)

Tondl, Gabriele (18)

Rossini, Luca (14)

Fadejeva, Ludmila (14)

Ricco, Giovanni (12)

Miranda-Agrippino, Silvia (12)

Galesi, Alessandro (11)

Cites to:

Feldkircher, Martin (111)

Koop, Gary (82)

Pesaran, M (71)

Korobilis, Dimitris (64)

Kastner, Gregor (58)

Clark, Todd (57)

Smith, L. Vanessa (44)

Giannone, Domenico (42)

Marcellino, Massimiliano (38)

Dees, Stephane (36)

Reichlin, Lucrezia (35)

Main data


Where Florian Huber has published?


Journals with more than one article published# docs
Focus on European Economic Integration7
Journal of Applied Econometrics4
Journal of International Money and Finance4
Journal of Forecasting4
Journal of Business & Economic Statistics2
Journal of Economic Dynamics and Control2
International Journal of Forecasting2
Macroeconomic Dynamics2
Economics Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org26
Department of Economics Working Paper Series / WU Vienna University of Economics and Business20
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics19
Working Papers in Regional Science / WU Vienna University of Economics and Business6
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)5
Working Paper Series / European Central Bank3
Working Papers / University of Heidelberg, Department of Economics2

Recent works citing Florian Huber (2021 and 2020)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2021The Utilization of Autoregressive Forecasting Models in Strategic Management. (2021). Ozguven, Mustafa ; Si, Mohamed Yacine ; Gao, Chong Yan. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:7:p:170-185.

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2021The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Kose, Ali ; Okur, Mustafa. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2021How 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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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2020Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2020On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2011.14424.

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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021A Scalable Inference Method For Large Dynamic Economic Systems. (2021). Arcucci, Rossella ; Nadler, Philip ; Khandelwal, Pratha ; Guo, Yi-Ke ; Knottenbelt, William. In: Papers. RePEc:arx:papers:2110.14346.

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2021Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2021The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets in Australia. (2021). He, Calvin ; la Cava, Gianni. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:3:p:387-397.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2020Measuring Global Macroeconomic Uncertainty. (2020). Moramarco, Graziano. In: Working Papers. RePEc:bol:bodewp:wp1148.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2021Euro Area House Prices and Unconventional Monetary Policy Surprises. (2021). Hülsewig, Oliver ; Rottmann, Horst ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9045.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2021Income Inequality and House Prices across US States. (2021). GUPTA, RANGAN ; Meszaros, John ; Berisha, Edmond. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_018.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2020Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407.

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2020Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416.

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2020The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20202485.

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2021Global impacts of US monetary policy uncertainty shocks. (2021). Lastauskas, Povilas ; Minh, Anh Dinh. In: Working Paper Series. RePEc:ecb:ecbwps:20212513.

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2021Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304.

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2020Large-scale minimum variance portfolio allocation using double regularization. (2020). Liao, Yin ; Bian, Zhicun ; Zhang, Xueyong ; Shi, Jing ; Oneill, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x.

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2020The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573.

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2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks. (2020). Georgiadis, Georgios ; Janokova, Martina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301937.

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2021Proxy Vector Autoregressions in a Data-rich Environment. (2021). Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302141.

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2021The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.

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2021Asymmetric effects of monetary policy and output shocks on the real estate market in China. (2021). Pan, Fanghui ; Zhang, Xiaoyu. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001899.

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2020How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321.

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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2020On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90.

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2021Spatially varying sparsity in dynamic regression models. (2021). Hu, Guanyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:23-34.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021The transmission of international shocks to CIS economies: A global VAR approach. (2021). Simola, Heli ; Faryna, Oleksandr. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300765.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2021The effects of the oil price and oil price volatility on inflation in Turkey. (2021). Unal, Emre ; Kose, Nezir. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006411.

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2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates. (2021). Kouwenberg, Roy ; Cumperayot, Phornchanok. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2021Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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2021Cross-border bank funding and lending in a monetary union: Evidence from Slovenia. (2021). Lozej, Matija ; Herman, Uros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000255.

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2021The Global Financial Cycle and US monetary policy in an interconnected world. (2021). Galesi, Alessandro ; Dees, Stephane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000449.

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2022Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe. (2022). Tochkov, Kiril ; El-Shagi, Makram. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001522.

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2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452.

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2020The impact of euro Area monetary policy on Central and Eastern Europe. (2020). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Soa. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:6:p:1310-1333.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric. In: Documents de recherche. RePEc:eve:wpaper:20-01.

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2020Shadow of the Colossus: Euro Area Spillovers and Monetary Policy in Central and Eastern Europe. (2020). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202007.

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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757.

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2020When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets. (2020). Yoldas, Emre ; Hoek, Jasper ; Kamin, Steven B. In: International Finance Discussion Papers. RePEc:fip:fedgif:1269.

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2021Contagious Switching. (2019). Soques, Daniel ; Piger, Jeremy ; Owyang, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-014.

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2021Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993.

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2021COVID-19 and Monetary Policy with Zero Bounds: A Cross-Country Investigation. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2112.

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2020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

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2020.

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2020A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:33-:d:319970.

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2020What Role Does the Housing Market Play for the Macroeconomic Transmission Mechanism?. (2020). Wilhelmsson, Mats. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:112-:d:365795.

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2021Evaluating the Unconventional Monetary Policy of the Bank of Japan: A DSGE Approach. (2021). Wang, Rui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:253-:d:570100.

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2021.

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2021.

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2020A principal component-guided sparse regression approach for the determination of bitcoin returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Working Papers. RePEc:gue:guelph:2020-01.

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2020Are there inequality spillovers? Evidence through a modified inequality measure and European dynamics of inequality. (2020). Collinson, Simon ; Flores, Edgar Mata ; Sevinc, Deniz. In: Working Papers. RePEc:inq:inqwps:ecineq2020-545.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2020Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price. (2020). Han, Jin-Bom ; Ri, Kum-Sun ; Jang, Myong-Hun ; Kim, Sun-Hak. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09928-5.

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2021Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

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2020Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2020). Feldkircher, Martin ; Tondl, Gabriele. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09792-2.

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2021Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros. In: Working Papers. RePEc:lan:wpaper:326919507.

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2020Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches. (2020). Eller, Markus ; Comunale, Mariarosaria ; Lahnsteiner, Mathias. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:74.

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2020Global Impacts of US Monetary Policy Uncertainty Shocks. (2020). Nguyen, Anh ; Lastauskas, Povilas ; Minh, Anh Dinh. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:84.

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2021Spillovers from Tax Shocks to the Euro Area. (2021). Mierzwa, Sascha. In: MAGKS Papers on Economics. RePEc:mar:magkse:202133.

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2020The Impact of Domestic and Foreign Monetary Policy on Iran\s economy: Global Modeling. (2020). Dehbaghi, Simin Akbari ; Ahangari, Majid ; Arman, Seyed Aziz . In: Journal of Money and Economy. RePEc:mbr:jmonec:v:15:y:2020:i:2:p:151-180.

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2020Macroeconomic Effects of Government Debt to Banks in Iran. (2020). Roudari, Soheil ; Salmani, Yunes. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:15:y:2020:i:4:p:403-422.

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2021Spillover Effects of the European Central Banks Expanded Asset Purchase Program to Non-eurozone Countries in Central and Eastern Europe. (2021). Antal, Mark ; Kaszab, Lorant. In: MNB Occasional Papers. RePEc:mnb:opaper:2021/140.

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2020The Determinants of Fiscal and Monetary Policies During the Covid-19 Crisis. (2020). Tzur-Ilan, Nitzan ; Benmelech, Efraim. In: NBER Working Papers. RePEc:nbr:nberwo:27461.

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2020Reconciled Estimates of Monthly GDP in the US. (2020). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-16.

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2020The sensitivity of banks’ net interest margins to interest rate conditions in CESEE. (2020). Allinger, Katharina ; Worz, Julia. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2020:i:q1/20:b:3.

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2020Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches. (2020). Comunale, Mariarosaria ; Lahnsteiner, Mathias ; Eller, Markus. In: Working Papers. RePEc:onb:oenbwp:229.

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2021A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty. (2021). Feldkircher, Martin ; Böck, Maximilian ; Raunig, Burkhard ; Bock, Maximilian. In: Working Papers. RePEc:onb:oenbwp:233.

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More than 100 citations found, this list is not complete...

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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 Paper Series.
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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 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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2021A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 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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2019Stochastic 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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2020Model instability in predictive exchange rate regressions.(2020) In: Journal of Forecasting.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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2020A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis.(2020) In: Journal of Forecasting.
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2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers.
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2021Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics.
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2021Dynamic shrinkage in time?varying parameter stochastic volatility in mean models.(2021) In: Journal of Applied Econometrics.
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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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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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2020Trend Fundamentals and Exchange Rate Dynamics In: Economica.
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2015Trend Fundamentals and Exchange Rate Dynamics.(2015) In: KOF Working papers.
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2019Trend Fundamentals and Exchange Rate Dynamics.(2019) In: Working Papers in Economics.
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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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2019Changes in US Monetary Policy and Its Transmission over the Last Century In: German Economic Review.
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2019Changes in US Monetary Policy and Its Transmission over the Last Century.(2019) In: German Economic Review.
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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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article11
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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2020INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND In: Macroeconomic Dynamics.
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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound.(2016) 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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2014Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions In: Economics Bulletin.
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2019The macroeconomic effects of international uncertainty In: Working Paper Series.
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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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2020Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models In: International Review of Financial Analysis.
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2018Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models.(2018) In: Working Papers.
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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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2020International effects of a compression of euro area yield curves In: Journal of Banking & Finance.
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2019International effects of a compression of euro area yield curves.(2019) In: Working Papers in Economics.
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2021The regional transmission of uncertainty shocks on income inequality in the United States In: Journal of Economic Behavior & Organization.
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2020Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance.
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2020How important are global factors for understanding the dynamics of international capital flows? In: Journal of International Money and Finance.
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2021The impact of macroprudential policies on capital flows in CESEE 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 Paper Series.
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2021Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers.
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2020BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R In: Globalization Institute Working Papers.
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2018Unconventional U.S. Monetary Policy: New Tools, Same Channels? In: JRFM.
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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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2015Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data In: Focus on European Economic Integration.
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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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2019The impact of labor cost growth on inflation in selected CESEE countries 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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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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2019Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach In: Working Papers in Economics.
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2019Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach.(2019) In: Department of Economics Working Paper Series.
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2015Small-scale nowcasting models of GDP for selected CESEE countries In: Working and Discussion Papers.
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2019Adaptive Shrinkage in Bayesian Vector Autoregressive Models In: Journal of Business & Economic Statistics.
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2016Adaptive shrinkage in Bayesian vector autoregressive models.(2016) 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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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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2017The macroeconomic effects of international uncertainty shocks.(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 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: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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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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