13
H index
19
i10 index
679
Citations
Paris-Lodron Universität Salzburg | 13 H index 19 i10 index 679 Citations RESEARCH PRODUCTION: 58 Articles 125 Papers 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: |
Year | Title of citing document | |
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2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
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 | |
2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper | |
2022 | Inflation 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. Full description at Econpapers || Download paper | |
2022 | Performance 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. 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 | |
2022 | Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147. Full description at Econpapers || Download paper | |
2022 | Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255. Full description at Econpapers || Download paper | |
2022 | Bayesian 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. 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 | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Crisis 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. Full description at Econpapers || Download paper | |
2022 | Interaction 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. 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 | |
2022 | Intra?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. 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 | |
2022 | Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174. 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 | |
2022 | Financial, 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. Full description at Econpapers || Download paper | |
2022 | How Credit Improves the Exchange Rate Forecast. (2022). Casta, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/7. Full description at Econpapers || Download paper | |
2022 | The effects of monetary policy across fiscal regimes. (2022). van der Veer, Koen ; Bonam, Dennis ; Kloosterman, Roben. In: Working Papers. RePEc:dnb:dnbwpp:755. Full description at Econpapers || Download paper | |
2022 | The 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. 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 | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Variational 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. 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 | |
2022 | Modeling 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. Full description at Econpapers || Download paper | |
2022 | Fast 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. Full description at Econpapers || Download paper | |
2022 | China’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. Full description at Econpapers || Download paper | |
2022 | Spillovers 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. Full description at Econpapers || Download paper | |
2022 | Emerging 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. 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 | |
2022 | The 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. 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 | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Estimation 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. Full description at Econpapers || Download paper | |
2022 | Interest 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. 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 | |
2022 | Are 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. Full description at Econpapers || Download paper | |
2022 | Central 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. 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 | 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 | |
2022 | Shadow 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. Full description at Econpapers || Download paper | |
2022 | Fundamentals, 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. 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 | |
2022 | The 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. 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 | |
2022 | Exploring 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. 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 | |
2022 | Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660. Full description at Econpapers || Download paper | |
2022 | Structural 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. Full description at Econpapers || Download paper | |
2022 | Measuring 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Oil-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. Full description at Econpapers || Download paper | |
2022 | Switching 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . 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 | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Density 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. Full description at Econpapers || Download paper | |
2022 | Financial, 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. 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 | |
2022 | Időben 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. Full description at Econpapers || Download paper | |
2022 | Using 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. Full description at Econpapers || Download paper | |
2022 | Asymmetric 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. Full description at Econpapers || Download paper | |
2022 | Nowcasting 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. Full description at Econpapers || Download paper | |
2022 | Economic Size, Uncertainty, and Income Inequality in Nigeria. (2022). Akpa, Emeka ; Obiakor, Rowland ; Okwu, Andy. In: MPRA Paper. RePEc:pra:mprapa:113637. Full description at Econpapers || Download paper | |
2022 | Inflation-Inequality Puzzle: Is it Still Apparent?. (2022). GUPTA, RANGAN ; Gharehgozli, Orkideh ; Berisha, Edmond. In: Working Papers. RePEc:pre:wpaper:202206. Full description at Econpapers || Download paper | |
2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; Gupta, Rangan ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217. 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 | |
2022 | Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485. Full description at Econpapers || Download paper | |
2022 | Uncertainty in an emerging market economy: evidence from Thailand. (2022). Luangaram, Pongsak ; Apaitan, Tosapol ; Manopimoke, Pym. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02054-y. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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 another 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 another 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 another 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 another version. Agregated cites: 6 | article | |
2019 | Sparse Bayesian vector autoregressions in huge dimensions In: Papers. [Full Text][Citation analysis] | paper | 37 |
2020 | Sparse Bayesian vector autoregressions in huge dimensions.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 1 | article | |
2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers. [Full Text][Citation analysis] | paper | 28 |
2019 | Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | 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 another version. Agregated cites: 28 | 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 another 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 | 4 |
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 another version. Agregated cites: 4 | 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 another 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 another 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 another 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 another version. Agregated cites: 7 | article | |
2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers. [Full Text][Citation analysis] | paper | 19 |
2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2023 | Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2021 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | 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 | 0 |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 another 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 another 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 another version. Agregated cites: 6 | paper | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
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 another 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 another 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 | 0 |
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 another version. Agregated cites: 0 | paper | |
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 another 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 another 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 another version. Agregated cites: 20 | paper | |
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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 8 |
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 another version. Agregated cites: 8 | 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 another version. Agregated cites: 8 | 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 | 9 |
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 another version. Agregated cites: 9 | 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 another version. Agregated cites: 9 | 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 another 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 another 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 another 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 another 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 another 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 | 22 |
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 another version. Agregated cites: 22 | 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 another version. Agregated cites: 22 | 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 another version. Agregated cites: 22 | 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 | 6 |
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 another 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 another 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 | 73 |
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 another 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 | 25 |
2019 | International effects of a compression of euro area yield curves.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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 another 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 | 8 |
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 another 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 another 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 another 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 another version. Agregated cites: 5 | paper | |
2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 |
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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 another 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 another 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 another 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 another 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 another 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 another 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 | 63 |
2016 | Adaptive shrinkage in Bayesian vector autoregressive models.(2016) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2016 | Adaptive Shrinkage in Bayesian Vector Autoregressive Models.(2016) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 18 |
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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