13
H index
21
i10 index
704
Citations
Paris-Lodron Universität Salzburg | 13 H index 21 i10 index 704 Citations RESEARCH PRODUCTION: 58 Articles 129 Papers RESEARCH ACTIVITY: 9 years (2014 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phu448 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Florian Huber. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Sparse 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. Full description at Econpapers || Download paper |
2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper |
2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
2023 | Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area. (2023). Stelzer, Anna. In: Papers. RePEc:arx:papers:2304.14264. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper |
2023 | Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991. Full description at Econpapers || Download paper |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
2023 | Integration or fragmentation? A closer look at euro area financial markets. (2023). Feldkircher, Martin ; Klieber, Karin. In: Papers. RePEc:arx:papers:2310.07790. Full description at Econpapers || Download paper |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
2023 | A Bayesian Markov-switching SAR model for time-varying cross-price spillovers. (2023). Glocker, Christian ; Iacopini, Matteo ; Piribauer, Philipp ; Krisztin, Tam'As. In: Papers. RePEc:arx:papers:2310.19557. Full description at Econpapers || Download paper |
2023 | Theory coherent shrinkage of Time-Varying Parameters in VARs. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858. Full description at Econpapers || Download paper |
2023 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670. Full description at Econpapers || Download paper |
2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper |
2023 | A joint spatial econometric model for regional FDI and output growth. (2023). Krisztin, Tamás ; Piribauer, Philipp. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:87-106. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper |
2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper |
2023 | Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245. Full description at Econpapers || Download paper |
2023 | The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area. (2023). Afonso, Antonio ; Ionta, Serena ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10558. Full description at Econpapers || Download paper |
2023 | An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629. Full description at Econpapers || Download paper |
2023 | Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper |
2023 | Fast Bayesian inference on spectral analysis of multivariate stationary time series. (2023). Prado, Raquel ; Hu, Zhixiong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001761. Full description at Econpapers || Download paper |
2023 | Wealth distribution and monetary policy. (2023). Kantur, Zeynep ; Fadejeva, Ludmila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001487. Full description at Econpapers || Download paper |
2023 | A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. Full description at Econpapers || Download paper |
2023 | Kicking the can down the road: A historical growth-at-risk perspective. (2023). Scharler, Johann ; Hasler, Elias ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001581. Full description at Econpapers || Download paper |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper |
2023 | High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628. Full description at Econpapers || Download paper |
2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper |
2023 | Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661. Full description at Econpapers || Download paper |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper |
2023 | ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211. Full description at Econpapers || Download paper |
2023 | The case of financial and banking integration of Central, Eastern and South Eastern European countries: A gravity model approach. (2023). Raguideau-Hannotin, Leonore. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:91-111. Full description at Econpapers || Download paper |
2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper |
2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper |
2023 | Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632. Full description at Econpapers || Download paper |
2023 | Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761. Full description at Econpapers || Download paper |
2023 | Household net saving positions and unconventional monetary policy transmission: Evidence from Japan. (2023). Renzhi, Nuobu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000987. Full description at Econpapers || Download paper |
2023 | Spillover effects of the unconventional monetary policy of the European Central Bank. (2023). Witkowski, Bartosz ; Goczek, Ukasz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:82-104. Full description at Econpapers || Download paper |
2023 | Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240. Full description at Econpapers || Download paper |
2023 | An unconventional FX tail risk story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120052. Full description at Econpapers || Download paper |
2023 | Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Synergistic Interconstruction of the Green Development Concept in Chinese Rural Ecological Agriculture. (2023). Qi, Xiaolie ; Tan, Hongyun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3961-:d:1076368. Full description at Econpapers || Download paper |
2023 | The effects of monetary policy surprises and fiscal sustainability regimes in the Euro Area. (2023). Afonso, Antonio ; Ionta, Serena ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02812023. Full description at Econpapers || Download paper |
2023 | Impact of Covid-19 on economic recovery: empirical analysis from China and global economies. (2023). Yu, Jinna ; Yang, Shangzhao ; Luo, Wen-Qi ; Zhang, Hongsheng. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09405-4. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06. Full description at Econpapers || Download paper |
2023 | Bayesian nonlinear expectation for time series modelling and its application to Bitcoin. (2023). Siu, Tak Kuen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02255-z. Full description at Econpapers || Download paper |
2023 | Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2. Full description at Econpapers || Download paper |
2023 | Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8. Full description at Econpapers || Download paper |
2023 | Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5. Full description at Econpapers || Download paper |
2023 | Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8. Full description at Econpapers || Download paper |
2023 | Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368. Full description at Econpapers || Download paper |
2023 | Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513. Full description at Econpapers || Download paper |
2023 | Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738. Full description at Econpapers || Download paper |
2023 | Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment. (2023). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Working papers. RePEc:yon:wpaper:2023rwp-222. Full description at Econpapers || Download paper |
2023 | Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models In: Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model.(2016) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | Should I stay or should I go? A latent threshold approach to large?scale mixture innovation models.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2019 | Sparse Bayesian vector autoregressions in huge dimensions In: Papers. [Full Text][Citation analysis] | paper | 39 |
2020 | Sparse Bayesian vector autoregressions in huge dimensions.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2017 | Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? In: Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Sophisticated 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2018 | Sophisticated 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2018 | Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers. [Full Text][Citation analysis] | paper | 20 |
2018 | Predicting crypto?currencies using sparse non?Gaussian state space models.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2018 | The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | The 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | A Bayesian panel VAR model to analyze the impact of climate change on high-income economies In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Introducing shrinkage in heavy-tailed state space models to predict equity excess returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The transmission of uncertainty shocks on income inequality: State-level evidence from the United States In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2018) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Stochastic model specification in Markov switching vector error correction models In: Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Model instability in predictive exchange rate regressions In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Model instability in predictive exchange rate regressions.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | Model instability in predictive exchange rate regressions.(2018) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | Model instability in predictive exchange rate regressions.(2018) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Model instability in predictive exchange rate regressions.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers. [Full Text][Citation analysis] | paper | 30 |
2019 | Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2021 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2021 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis In: Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | A multi?country dynamic factor model with stochastic volatility for euro area business cycle analysis.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2020 | Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers. [Full Text][Citation analysis] | paper | 6 |
2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers. [Full Text][Citation analysis] | paper | 3 |
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods.() In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
2020 | Dynamic shrinkage in time-varying parameter stochastic volatility in mean models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Dynamic shrinkage in time?varying parameter stochastic volatility in mean models.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession In: Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | Measuring the effectiveness of US monetary policy during the COVID?19 recession.(2021) In: Scottish Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers. [Full Text][Citation analysis] | paper | 22 |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2023 | Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2021 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2020 | Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE In: Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | General Bayesian time-varying parameter VARs for predicting government bond yields In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE?DIMENSIONAL MULTICOUNTRY VARs.(2022) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Subspace shrinkage in conjugate Bayesian vector autoregressions.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Measuring Shocks to Central Bank Independence using Legal Rulings In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Forecasting euro area inflation using a huge panel of survey expectations In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Bayesian Modeling of TVP-VARs Using Regression Trees In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Bayesian Modelling of TVP-VARs Using Regression Trees.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Bayesian Forecasting in Economics and Finance: A Modern Review In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | A tale of two tails: 130 years of growth-at-risk In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Bayesian Nonlinear Regression using Sums of Simple Functions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Global Prediction of Recessions In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Global prediction of recessions.(2015) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2016 | Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR.(2016) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2015 | Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 3 |
2014 | Forecasting Global Equity Indices using Large Bayesian VARs.(2014) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Forecasting Global Equity Indices Using Large Bayesian VARs.(2014) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy In: Economic Notes. [Full Text][Citation analysis] | article | 0 |
2020 | Trend Fundamentals and Exchange Rate Dynamics In: Economica. [Full Text][Citation analysis] | article | 1 |
2015 | Trend Fundamentals and Exchange Rate Dynamics.(2015) In: KOF Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Trend Fundamentals and Exchange Rate Dynamics.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Trend Fundamentals and Exchange Rate Dynamics.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Trend Fundamentals and Exchange Rate Dynamics.(2016) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Changes in US Monetary Policy and Its Transmission over the Last Century In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
2019 | Changes in US Monetary Policy and Its Transmission over the Last Century.(2019) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | Spillovers from US monetary policy: evidence from a time varying parameter global vector auto?regressive model In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 13 |
2018 | Human capital accumulation and long†term income growth projections for European regions In: Journal of Regional Science. [Full Text][Citation analysis] | article | 11 |
2018 | A Markov Switching Factor?Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
2015 | A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy.(2015) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy.(2015) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States In: Real Estate Economics. [Full Text][Citation analysis] | article | 10 |
2018 | The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Forecasting exchange rates using multivariate threshold models In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
2016 | US Monetary Policy in a Globalized World In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2016 | US Monetary Policy in a Globalized World.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
2017 | The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 23 |
2016 | International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2016 | International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound.(2016) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2016 | International housing markets, unconventional monetary policy and the zero lower bound.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2014 | Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2019 | The macroeconomic effects of international uncertainty In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2018 | Debt regimes and the effectiveness of monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
2017 | Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models.(2017) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | The international transmission of US shocks—Evidence from Bayesian global vector autoregressions In: European Economic Review. [Full Text][Citation analysis] | article | 74 |
2020 | Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2018 | Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | A shot for the US economy In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Density forecasting using Bayesian global vector autoregressions with stochastic volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
2019 | Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2020 | International effects of a compression of euro area yield curves In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 26 |
2019 | International effects of a compression of euro area yield curves.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2021 | The regional transmission of uncertainty shocks on income inequality in the United States In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 10 |
2019 | The regional transmission of uncertainty shocks on income inequality in the United States.(2019) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
2020 | How important are global factors for understanding the dynamics of international capital flows? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2018 | How Important are Global Factors for Understanding the Dynamics of International Capital Flows?.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | The impact of macroprudential policies on capital flows in CESEE In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2021 | The impact of macroprudential policies on capital flows in CESEE.(2021) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | The shortage of safe assets in the US investment portfolio: Some international evidence In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2017 | The shortage of safe assets in the US investment portfolio: Some international evidence.(2017) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2017 | The shortage of safe assets in the US investment portfolio: Some international evidence.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 1 | |
2018 | Unconventional U.S. Monetary Policy: New Tools, Same Channels? In: JRFM. [Full Text][Citation analysis] | article | 9 |
2016 | Unconventional US Monetary Policy: New Tools Same Channels?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model In: Discussion Paper Series in Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 4 |
2015 | Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 3 |
2016 | Modeling the evolution of monetary policy rules in CESEE In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 9 |
2016 | Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 1 |
2016 | Understanding the drivers of capital flows into the CESEE countries In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 7 |
2017 | How 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. [Full Text][Citation analysis] | article | 5 |
2019 | The impact of labor cost growth on inflation in selected CESEE countries In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 3 |
2023 | Are Phillips curves in CESEE still alive and well behaved? In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 0 |
2014 | Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach.(2019) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach.(2019) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Small-scale nowcasting models of GDP for selected CESEE countries In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Adaptive Shrinkage in Bayesian Vector Autoregressive Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 64 |
2016 | Adaptive shrinkage in Bayesian vector autoregressive models.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2016 | Adaptive Shrinkage in Bayesian Vector Autoregressive Models.(2016) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2018 | A Multi-country Approach to Analysing the Euro Area Output Gap In: WIFO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Forecasting with Bayesian Global Vector Autoregressions In: ERSA conference papers. [Full Text][Citation analysis] | paper | 14 |
2014 | Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility.(2014) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Growing Together? Projecting Income Growth in Europe at the Regional Level In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Growing Together? Projecting Income Growth in Europe at the Regional Level.(2015) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 13 |
2017 | The macroeconomic effects of international uncertainty shocks.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2017 | Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 31 |
2019 | International effects of a compression of euro area yield curves.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2017 | Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2017 | Spreading 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2017 | Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Dealing with heterogeneity in panel VARs using sparse finite mixtures In: Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Measuring the impact of unconventional monetary policy on the US business cycle In: Working Papers in Regional Science. [Full Text][Citation analysis] | paper | 0 |
2022 | General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science. [Full Text][Citation analysis] | paper | 1 |
2016 | Forecasting with Global Vector Autoregressive Models: a Bayesian Approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 19 |
2023 | General Bayesian time?varying parameter vector autoregressions for modeling government bond yields In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2015 | Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 6 |
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