Florian Huber : Citation Profile

Are you Florian Huber?

Paris-Lodron Universität Salzburg

13

H index

19

i10 index

679

Citations

RESEARCH PRODUCTION:

58

Articles

125

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 75
   Journals where Florian Huber has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 92 (11.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu448
   Updated: 2023-11-04    RAS profile: 2023-08-30    
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Relations with other researchers

Works with:

Pfarrhofer, Michael (37)

Koop, Gary (22)

Feldkircher, Martin (21)

onorante, luca (15)

Fischer, Manfred (14)

Marcellino, Massimiliano (9)

Hauzenberger, Niko (9)

Kastner, Gregor (8)

Piribauer, Philipp (7)

Zoerner, Thomas (6)

Clark, Todd (6)

Crespo Cuaresma, Jesus (5)

Eller, Markus (5)

Mitchell, James (3)

Rabitsch, Katrin (3)

Maheu, John (2)

Punzi, Maria Teresa (2)

GUPTA, RANGAN (2)

Kaufmann, Daniel (2)

Gächter, Martin (2)

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

Is cited by:

Pfarrhofer, Michael (63)

Feldkircher, Martin (62)

GUPTA, RANGAN (28)

Georgiadis, Georgios (25)

Hauzenberger, Niko (19)

Tondl, Gabriele (18)

Rossini, Luca (16)

Boeck, Maximilian (16)

Fadejeva, Ludmila (16)

Ricco, Giovanni (13)

Siklos, Pierre (13)

Cites to:

Koop, Gary (185)

Feldkircher, Martin (128)

Clark, Todd (120)

Korobilis, Dimitris (115)

Pesaran, Mohammad (91)

Marcellino, Massimiliano (91)

Giannone, Domenico (88)

Kastner, Gregor (80)

Reichlin, Lucrezia (71)

Carriero, Andrea (60)

Primiceri, Giorgio (56)

Main data

Where Florian Huber has published?

Journals with more than one article published# docs
Focus on European Economic Integration8
Journal of Applied Econometrics6
Journal of Forecasting4
Journal of International Money and Finance4
International Journal of Forecasting3
Journal of Business & Economic Statistics3
Journal of Economic Dynamics and Control2
Macroeconomic Dynamics2
Economics Letters2
International Economic Review2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org37
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 Papers / University of Strathclyde Business School, Department of Economics4
Working Paper Series / European Central Bank3
Working Papers / Federal Reserve Bank of Cleveland3
Working Papers / University of Heidelberg, Department of Economics2

Recent works citing Florian Huber (2023 and 2022)

YearTitle of citing document
2022Developments 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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2023Sparse 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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2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

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2022Inflation and income inequality: Does the level of income inequality matter?. (2022). Berisha, Edmond ; Gharehgozli, Orkideh ; Dubey, Ram Sewak. In: Papers. RePEc:arx:papers:2202.05743.

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2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2022Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147.

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2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

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2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Reservoir 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.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Estimating 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.

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2023Monetary 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.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2022.

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2022.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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2022Interaction Effect of Capital Controls and Macroeconomic Policies. (2022). Zehri, Chokri. In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:1:p:15-33.

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2023Quantitative 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.

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2023Understanding 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.

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2023A 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.

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2022Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275.

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2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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2023Estimation 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.

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2023The 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.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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2022Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9872.

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2022How Credit Improves the Exchange Rate Forecast. (2022). Casta, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/7.

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2022The effects of monetary policy across fiscal regimes. (2022). van der Veer, Koen ; Bonam, Dennis ; Kloosterman, Roben. In: Working Papers. RePEc:dnb:dnbwpp:755.

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2022The case of financial and banking integration of Central, Eastern and South Eastern European countries: A gravity model approach. (2022). Raguideau-Hannotin, Leonore. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-7.

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2023Recent 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.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2022Do house prices play a role in unconventional monetary policy transmission in Japan?. (2022). Renzhi, Nuobu. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001038.

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2022Variational Bayesian inference for network autoregression models. (2022). Koch, Thorsten ; Chen, Ying ; Lai, Wei-Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002401.

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2023Fast 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.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093.

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2022China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes. (2022). Chen, Pei-Fen ; Lee, Chingnun ; Hung, Ying-Shu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:643-666.

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2022Spillovers from the European Central Banks asset purchases to countries in Central and Eastern Europe. (2022). Kaszab, Lorant ; Antal, Mark. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001146.

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2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

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2023Wealth distribution and monetary policy. (2023). Kantur, Zeynep ; Fadejeva, Ludmila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001487.

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2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001371.

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2023A 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.

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2022The Fed’s dual shocks and the housing market. (2022). Menassa, Elie ; Adra, Samer. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002531.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2022Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x.

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2023Uncertainty 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.

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2022Are higher U.S. interest rates always bad news for emerging markets?. (2022). Yoldas, Emre ; Kamin, Steve ; Hoek, Jasper. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000174.

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2022Central bank information effects and transatlantic spillovers. (2022). Jarociński, Marek ; Jarociski, Marek. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001155.

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2023ECB 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.

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2023The 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.

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2023Data-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.

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2023The 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.

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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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2022Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

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2023Cross-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.

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2022The dynamic impact of monetary policy on financial stability in China after crises. (2022). Ji, Hao ; Yin, Haiyan ; Xu, Ning ; Wang, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001500.

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2023Household 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.

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2023Spillover 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.

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2022Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. (2022). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001756.

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2023Ex-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.

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2023An 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.

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2022Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615.

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2022Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2022Structural Compressed Panel VAR with Stochastic Volatility: A Robust Bayesian Model Averaging Procedure. (2022). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:3:p:28-:d:860755.

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2022Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers. (2022). Moramarco, Graziano. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2022:i:1:p:2-:d:1017952.

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2022The Corporate Economic Performance of Environmentally Eligible Firms Nexus Climate Change: An Empirical Research in a Bayesian VAR Framework. (2022). Zopounidis, Constantin ; Sariannidis, Nikolaos ; Niklis, Dimitrios ; Zafeiriou, Eleni ; Tsioptsia, Kyriaki-Argyro. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:7266-:d:932623.

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2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More Than A Century of Data. (2022). Gupta, Rangan ; Pierdzioch, Christian ; Balcilar, Mehmet. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2022.

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2022.

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2023.

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2023Synergistic 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.

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2022The case of financial and banking integration of Central, Eastern and South Eastern European countries: a gravity model approach. (2022). Raguideau-Hannotin, Lonore. In: Working Papers. RePEc:inf:wpaper:2022.05.

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2022Density forecasts of inflation using Gaussian process regression models.. (2022). Claveria, Oscar ; Torra, Salvador ; Monte, Enric ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202210.

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2022Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02352022.

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2023The 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.

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2023Impact 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.

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2022Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2022Using hierarchical aggregation constraints to nowcast regional economic aggregates. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-04.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538.

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2022Economic Size, Uncertainty, and Income Inequality in Nigeria. (2022). Akpa, Emeka ; Obiakor, Rowland ; Okwu, Andy. In: MPRA Paper. RePEc:pra:mprapa:113637.

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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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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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2019Should I stay or should I go? A latent threshold approach to large?scale mixture innovation models.(2019) In: Journal of Applied Econometrics.
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2017Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? In: Papers.
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2018Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?.(2018) In: Department of Economics Working Papers.
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2018Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?.(2018) In: Department of Economics Working Paper Series.
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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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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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2020Model instability in predictive exchange rate regressions.(2020) In: Journal of Forecasting.
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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR In: Working Papers.
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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR.(2016) In: Journal of Economic Dynamics and Control.
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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 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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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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2017The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Papers.
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2017The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Paper Series.
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2014Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions In: Economics Bulletin.
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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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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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2020Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance.
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2016Adaptive shrinkage in Bayesian vector autoregressive models.(2016) In: Department of Economics 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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