15
H index
31
i10 index
898
Citations
Paris-Lodron Universität Salzburg | 15 H index 31 i10 index 898 Citations RESEARCH PRODUCTION: 67 Articles 137 Papers 1 Chapters RESEARCH ACTIVITY:
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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: |
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2025 | Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye. (2025). Kara, Berat ; Engler, Hasan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91. Full description at Econpapers || Download paper | |
2024 | High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper | |
2024 | Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2025 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2024 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2024 | Theory coherent shrinkage of Time-Varying Parameters in VARs. (2024). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858. Full description at Econpapers || Download paper | |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2025 | The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models. (2025). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter. In: Papers. RePEc:arx:papers:2312.10487. Full description at Econpapers || Download paper | |
2024 | Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329. Full description at Econpapers || Download paper | |
2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper | |
2024 | Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954. Full description at Econpapers || Download paper | |
2024 | Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053. Full description at Econpapers || Download paper | |
2025 | Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321. Full description at Econpapers || Download paper | |
2024 | How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2407.02183. Full description at Econpapers || Download paper | |
2024 | Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286. Full description at Econpapers || Download paper | |
2024 | Large Bayesian Tensor VARs with Stochastic Volatility. (2024). Chan, Joshua ; Qi, Yaling. In: Papers. RePEc:arx:papers:2409.16132. Full description at Econpapers || Download paper | |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper | |
2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper | |
2024 | Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction. (2024). Huang, Chengyue ; Yang, Yahe. In: Papers. RePEc:arx:papers:2501.00034. Full description at Econpapers || Download paper | |
2025 | Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759. Full description at Econpapers || Download paper | |
2025 | Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515. Full description at Econpapers || Download paper | |
2025 | Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249. Full description at Econpapers || Download paper | |
2025 | Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422. Full description at Econpapers || Download paper | |
2024 | Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224. Full description at Econpapers || Download paper | |
2024 | Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30. Full description at Econpapers || Download paper | |
2024 | The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24. Full description at Econpapers || Download paper | |
2025 | Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058. Full description at Econpapers || Download paper | |
2024 | Agri‐food trade channel and the ASEAN macroeconomic impacts from output and price shocks. (2024). Raghavan, Mala ; DEVADASON, EVELYN ; Khan, Faisal. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:5-26. Full description at Econpapers || Download paper | |
2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86. Full description at Econpapers || Download paper | |
2024 | Lockdowns, vaccines, and the economy: How economic perceptions were shaped during the COVID‐19 pandemic†. (2024). Martins, Rodrigo ; Castro, Vtor. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:439-456. Full description at Econpapers || Download paper | |
2024 | Big Data and Inequality. (2024). Groh, Carl-Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_555. Full description at Econpapers || Download paper | |
2024 | Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10. Full description at Econpapers || Download paper | |
2024 | THE ROLE OF NATURAL HAZARD ON INCOME INEQUALITY. (2024). Rondinella, Sandro ; Errico, Lucia ; Ciccarelli, Carmela ; Mosca, Andrea. In: Working Papers. RePEc:clb:wpaper:202402. Full description at Econpapers || Download paper | |
2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper | |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2025 | Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052. Full description at Econpapers || Download paper | |
2024 | Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China. (2024). Jeon, Bang ; Kang, Qiaoling ; Chen, Minghua ; Wu, JI. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000605. Full description at Econpapers || Download paper | |
2024 | A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series. (2024). Liu, Yixuan ; Meyer, Renate ; Lee, Jeongeun ; Kirch, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s016794732400094x. Full description at Econpapers || Download paper | |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper | |
2024 | Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871. Full description at Econpapers || Download paper | |
2024 | Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591. Full description at Econpapers || Download paper | |
2025 | U.S. monetary policy spillovers to emerging market countries: Responses to cost-push and natural rate shocks. (2025). You, YU ; Cheng, Penghao. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003286. Full description at Econpapers || Download paper | |
2024 | Extreme weather shocks and state-level inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001976. Full description at Econpapers || Download paper | |
2024 | Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x. Full description at Econpapers || Download paper | |
2024 | Monetary policy and house price heterogeneity: Evidence from the U.K. (2024). Margaris, Aristotelis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400507x. Full description at Econpapers || Download paper | |
2024 | Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957. Full description at Econpapers || Download paper | |
2024 | Multivariate spatiotemporal models with low rank coefficient matrix. (2024). Lan, Wei ; Fang, Kuangnan ; Pu, Dan ; Yu, Jihai ; Zhang, Qingzhao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002483. Full description at Econpapers || Download paper | |
2024 | US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025. Full description at Econpapers || Download paper | |
2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
2024 | Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466. Full description at Econpapers || Download paper | |
2025 | Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265. Full description at Econpapers || Download paper | |
2024 | Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Shakib, Mohammed ; Hassan, M. Kabir ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591. Full description at Econpapers || Download paper | |
2024 | Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018. Full description at Econpapers || Download paper | |
2025 | Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709. Full description at Econpapers || Download paper | |
2024 | Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459. Full description at Econpapers || Download paper | |
2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper | |
2024 | The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x. Full description at Econpapers || Download paper | |
2024 | International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445. Full description at Econpapers || Download paper | |
2024 | Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222. Full description at Econpapers || Download paper | |
2024 | Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465. Full description at Econpapers || Download paper | |
2025 | The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Dima, Bogdan ; Ioan, Roxana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501. Full description at Econpapers || Download paper | |
2024 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640. Full description at Econpapers || Download paper | |
2024 | Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917. Full description at Econpapers || Download paper | |
2024 | A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957. Full description at Econpapers || Download paper | |
2024 | Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335. Full description at Econpapers || Download paper | |
2024 | Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers || Download paper | |
2024 | A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times. (2024). Weiss, Robert E ; Brusch, Kai Thomas ; Katz, Harrison. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1556-1567. Full description at Econpapers || Download paper | |
2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper | |
2025 | The time-varying Multivariate Autoregressive Index model. (2025). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:175-190. Full description at Econpapers || Download paper | |
2025 | Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Schssler, Rainer A ; Prser, Jan ; Admmer, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320. Full description at Econpapers || Download paper | |
2025 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376. Full description at Econpapers || Download paper | |
2025 | Synchronization of endogenous business cycles. (2025). Pangallo, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004414. Full description at Econpapers || Download paper | |
2024 | Chinese monetary policy spillovers on its international portfolio investment flows. (2024). Liu, Zixi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002085. Full description at Econpapers || Download paper | |
2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper | |
2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper | |
2024 | UK Foreign Direct Investment in uncertain economic times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001190. Full description at Econpapers || Download paper | |
2024 | China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper | |
2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396. Full description at Econpapers || Download paper | |
2024 | Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x. Full description at Econpapers || Download paper | |
2025 | Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael ; Vukovi, Darko B. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225. Full description at Econpapers || Download paper | |
2025 | The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Sheng, Xuguang Simon ; Ozturk, Ezgi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262. Full description at Econpapers || Download paper | |
2024 | The effects of monetary policy across fiscal regimes. (2024). Kloosterman, Roben ; van der Veer, Koen ; Bonam, Dennis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000314. Full description at Econpapers || Download paper | |
2024 | The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Tsai, I-Chun ; Chen, Han-Bo. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338. Full description at Econpapers || Download paper | |
2024 | Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115. Full description at Econpapers || Download paper | |
2024 | Surges of cross border capital flow: The impact of digital finance. (2024). Li, Xingshen ; Gou, Qin ; Zhao, Guojun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000568. Full description at Econpapers || Download paper | |
2024 | Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610. Full description at Econpapers || Download paper | |
2025 | Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?. (2025). Zhang, Zhipeng ; Liu, Qing ; Feng, Yun ; Chen, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x2400341x. Full description at Econpapers || Download paper | |
2024 | The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111. Full description at Econpapers || Download paper | |
2024 | A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575. Full description at Econpapers || Download paper | |
2025 | Loan loss provisions of European banks – Does macroprudential tightening matter?. (2025). Skała, Dorota ; Godlewski, Christophe ; Skaa, Dorota ; Roszkowska, Sylwia ; Olszak, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004355. Full description at Econpapers || Download paper | |
2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper | |
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2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125291. Full description at Econpapers || Download paper | |
2024 | The Anatomy of Out-of-Sample Forecasting Accuracy. (2024). Schütte, Erik Christian ; Goulet Coulombe, Philippe ; Borup, Daniel ; Schwenk-Nebbe, Sander ; Rapach, David E. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97785. Full description at Econpapers || Download paper | |
2024 | Systematic Mapping Study of Sales Forecasting: Methods, Trends, and Future Directions. (2024). Abrouk, Lylia ; Ahaggach, Hamid ; Lebon, Eric. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:28-532:d:1429582. Full description at Econpapers || Download paper | |
2025 | Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness. (2025). Salisu, Afees ; GUPTA, RANGAN. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:3:p:49-:d:1606878. Full description at Econpapers || Download paper | |
2024 | REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Bhadury, Soumya ; Ghosh, Saurabh. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130. Full description at Econpapers || Download paper | |
2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w. Full description at Econpapers || Download paper | |
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2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
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: 18 | 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 |
2020 | Country-Level Relationships of the Human Intake of N and P, Animal and Vegetable Food, and Alcoholic Beverages with Cancer and Life Expectancy In: IJERPH. [Full Text][Citation analysis] | article | 1 |
2018 | Unconventional U.S. Monetary Policy: New Tools, Same Channels? In: JRFM. [Full Text][Citation analysis] | article | 11 |
2016 | Unconventional US Monetary Policy: New Tools Same Channels?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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: 11 | 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: 11 | 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 |
2024 | Risky Oil: Its All in the Tails In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Forecasting Natural Gas Prices in Real Time In: NBER 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 | 6 |
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 |
2023 | Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 | 73 |
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: 73 | 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: 73 | paper | |
2018 | A Multi-country Approach to Analysing the Euro Area Output Gap In: WIFO Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 | 26 |
2023 | General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2024 | Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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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