Florian Huber : Citation Profile

Paris-Lodron Universität Salzburg

15

H index

31

i10 index

898

Citations

RESEARCH PRODUCTION:

67

Articles

137

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 81
   Journals where Florian Huber has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 104 (10.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu448
   Updated: 2025-06-07    RAS profile: 2025-01-26    
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Relations with other researchers

Works with:

Pfarrhofer, Michael (32)

Koop, Gary (31)

Marcellino, Massimiliano (16)

onorante, luca (14)

Hauzenberger, Niko (11)

Feldkircher, Martin (9)

Clark, Todd (7)

Mitchell, James (6)

Fischer, Manfred (5)

Eller, Markus (4)

Kastner, Gregor (3)

Gächter, Martin (3)

Maheu, John (3)

Chernis, Tony (3)

Piribauer, Philipp (3)

Punzi, Maria Teresa (2)

Baumeister, Christiane (2)

Zoerner, Thomas (2)

Krisztin, Tamás (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 (88)

Feldkircher, Martin (61)

GUPTA, RANGAN (35)

Georgiadis, Georgios (25)

Rossini, Luca (25)

Marcellino, Massimiliano (20)

Hauzenberger, Niko (19)

Tondl, Gabriele (18)

Boeck, Maximilian (18)

Fadejeva, Ludmila (16)

Chan, Joshua (16)

Cites to:

Koop, Gary (202)

Clark, Todd (134)

Feldkircher, Martin (130)

Korobilis, Dimitris (122)

Marcellino, Massimiliano (101)

Kastner, Gregor (88)

Giannone, Domenico (87)

Pesaran, Mohammad (86)

Reichlin, Lucrezia (71)

Carriero, Andrea (67)

onorante, luca (54)

Main data

Where Florian Huber has published?

Journals with more than one article published# docs
Journal of Applied Econometrics8
Focus on European Economic Integration8
Journal of Forecasting5
Journal of Business & Economic Statistics5
International Journal of Forecasting5
Journal of International Money and Finance4
Macroeconomic Dynamics3
International Economic Review2
Journal of Economic Dynamics and Control2
Studies in Nonlinear Dynamics & Econometrics2
Economics Letters2
European Economic Review2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org45
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 / Oesterreichische Nationalbank (Austrian Central Bank)6
Working Papers in Regional Science / WU Vienna University of Economics and Business6
Working Papers / University of Strathclyde Business School, Department of Economics4
Working Papers / Federal Reserve Bank of Cleveland4
Working Paper Series / European Central Bank3
NBER Working Papers / National Bureau of Economic Research, Inc2
Working Papers / University of Heidelberg, Department of Economics2

Recent works citing Florian Huber (2025 and 2024)

YearTitle of citing document
2025Forecasting 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.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Reservoir 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.

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2024Estimating 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.

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2024Theory coherent shrinkage of Time-Varying Parameters in VARs. (2024). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2025The 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.

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2024Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2024Comparing 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.

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2024Identification 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.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2024How 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.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Large Bayesian Tensor VARs with Stochastic Volatility. (2024). Chan, Joshua ; Qi, Yaling. In: Papers. RePEc:arx:papers:2409.16132.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2024Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction. (2024). Huang, Chengyue ; Yang, Yahe. In: Papers. RePEc:arx:papers:2501.00034.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515.

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2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2024Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024The 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.

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2025Monetary 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.

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2024Agri‐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.

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2024Hybrid 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.

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2024Lockdowns, 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.

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2024Big Data and Inequality. (2024). Groh, Carl-Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_555.

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2024Posterior 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.

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2024THE ROLE OF NATURAL HAZARD ON INCOME INEQUALITY. (2024). Rondinella, Sandro ; Errico, Lucia ; Ciccarelli, Carmela ; Mosca, Andrea. In: Working Papers. RePEc:clb:wpaper:202402.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Nowcasting 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.

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2025Beware 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.

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2024Reining 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.

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2024A 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.

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2024Non-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.

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2024Heterogeneity 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.

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2024Predicting 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.

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2024Trends 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.

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2024Financial, 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.

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2025U.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.

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2024Extreme 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.

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2024Assessing 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.

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2024Monetary 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.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Multivariate 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.

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2024US 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.

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2024The 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.

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2024Does 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.

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2025Navigating 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.

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2024Does 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.

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2024Impact 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.

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2025Natural 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.

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2024Monetary 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.

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2025Non-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.

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2024The 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.

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2024International 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.

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2024Spillover 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.

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2024Capital 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.

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2025The 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.

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2024Using 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.

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2024Should 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.

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2024A 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.

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2024Nowcasting 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.

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2024Forecasting 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.

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2024A 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.

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2024A 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.

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2025The 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.

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2025Forecasting 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.

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2025Sparse 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.

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2025Synchronization of endogenous business cycles. (2025). Pangallo, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004414.

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2024Chinese 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.

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2024The 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.

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2024Uncertainty 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.

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2024UK 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.

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2024China’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.

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2024An 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.

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2024Does 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.

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2025Spillovers 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.

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2025The 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.

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2024The 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.

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2024The 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.

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2024Estimating 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.

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2024Surges 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.

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2024Navigating 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.

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2025Does 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.

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2024The 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.

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2024A 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.

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2025Loan 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.

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2024Multi-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.

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2024Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x.

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2024An 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.

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2024The 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.

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2024Systematic 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.

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2025Commodity 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.

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2024REINVIGORATING 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.

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2025Machine 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.

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YearTitleTypeCited
2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models In: Papers.
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2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models.(2018) In: Working Papers in Economics.
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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model.(2016) In: Department of Economics Working 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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2019Sparse Bayesian vector autoregressions in huge dimensions In: Papers.
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2020Sparse Bayesian vector autoregressions in huge dimensions.(2020) In: Journal of Forecasting.
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2024Sophisticated 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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2018Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers.
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2018Predicting crypto‐currencies using sparse non‐Gaussian state space models.(2018) In: Journal of Forecasting.
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2018The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions In: Papers.
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2018The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions.(2018) In: Working Papers in Regional Science.
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2021A Bayesian panel VAR model to analyze the impact of climate change on high-income economies In: Papers.
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2019Introducing shrinkage in heavy-tailed state space models to predict equity excess returns In: Papers.
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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States In: Papers.
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2019The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2019) In: Working Papers in Economics.
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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2018) In: Working Papers in Regional Science.
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2019Stochastic model specification in Markov switching vector error correction models In: Papers.
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2021Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics.
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2018Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics.
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2018Model instability in predictive exchange rate regressions In: Papers.
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2018Model instability in predictive exchange rate regressions.(2018) In: Working Papers in Economics.
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2018Model instability in predictive exchange rate regressions.(2018) In: Department of Economics Working Papers.
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2018Model instability in predictive exchange rate regressions.(2018) In: Department of Economics Working Paper Series.
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2020Model instability in predictive exchange rate regressions.(2020) In: Journal of Forecasting.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
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2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
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2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
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2022Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics.
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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis In: Papers.
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2020A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis.(2020) In: Journal of Forecasting.
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2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers.
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2021Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics.
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2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
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2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers.
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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods.(2024) In: Studies in Nonlinear Dynamics & Econometrics.
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2021Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models.(2021) In: Journal of Applied Econometrics.
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2021Measuring the effectiveness of US monetary policy during the COVID‐19 recession.(2021) In: Scottish Journal of Political Economy.
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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics.
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2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: JRC Working Papers in Economics and Finance.
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2023Real-time inflation forecasting using non-linear dimension reduction techniques.(2023) In: International Journal of Forecasting.
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2021General Bayesian time-varying parameter VARs for predicting government bond yields In: Papers.
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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers.
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2022APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs.(2022) In: International Economic Review.
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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions In: Papers.
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2023Subspace shrinkage in conjugate Bayesian vector autoregressions.(2023) In: Journal of Applied Econometrics.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers.
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2024Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model.(2024) In: Journal of Business & Economic Statistics.
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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty In: Papers.
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2025Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty.(2025) In: Journal of Business & Economic Statistics.
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2022Measuring Shocks to Central Bank Independence using Legal Rulings In: Papers.
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2022Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers.
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2022Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers.
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2022Forecasting euro area inflation using a huge panel of survey expectations In: Papers.
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2024Forecasting euro area inflation using a huge panel of survey expectations.(2024) In: International Journal of Forecasting.
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2023Bayesian Modeling of TVP-VARs Using Regression Trees In: Papers.
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2023Bayesian Modelling of TVP-VARs Using Regression Trees.(2023) In: Working Papers.
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2024Bayesian Neural Networks for Macroeconomic Analysis In: Papers.
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2023Bayesian Forecasting in Economics and Finance: A Modern Review In: Papers.
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2024Bayesian forecasting in economics and finance: A modern review.(2024) In: International Journal of Forecasting.
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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions In: Papers.
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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions.(2024) In: Journal of Applied Econometrics.
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2023A tale of two tails: 130 years of growth-at-risk In: Papers.
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2025A tale of two tails: 130 years of growth at risk.(2025) In: Macroeconomic Dynamics.
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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification In: Papers.
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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks In: Papers.
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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks.(2023) In: Working Papers.
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2024Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks.(2024) In: Journal of Applied Econometrics.
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2023Predictive Density Combination Using a Tree-Based Synthesis Function In: Papers.
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2023Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Staff Working Papers.
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2023Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Working Papers.
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2023Bayesian Nonlinear Regression using Sums of Simple Functions In: Papers.
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2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers.
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2024Bayesian modelling of VAR precision matrices using stochastic block networks In: Papers.
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2024Asymmetries in Financial Spillovers In: Papers.
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2024General Seemingly Unrelated Local Projections In: Papers.
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2024The Distributional Effects of Economic Uncertainty In: Papers.
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2024Machine Learning the Macroeconomic Effects of Financial Shocks In: Papers.
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2015Global Prediction of Recessions In: Working Papers.
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2015Global prediction of recessions.(2015) In: Economics Letters.
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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR In: Working Papers.
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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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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR.(2015) In: Working Papers.
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2017FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS In: Bulletin of Economic Research.
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2014Forecasting Global Equity Indices using Large Bayesian VARs.(2014) In: Department of Economics Working Papers.
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2014Forecasting Global Equity Indices Using Large Bayesian VARs.(2014) In: Department of Economics Working Paper Series.
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2015Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy In: Economic Notes.
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2020Trend Fundamentals and Exchange Rate Dynamics In: Economica.
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2015Trend Fundamentals and Exchange Rate Dynamics.(2015) In: KOF Working papers.
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2019Trend Fundamentals and Exchange Rate Dynamics.(2019) In: Working Papers in Economics.
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2016Trend Fundamentals and Exchange Rate Dynamics.(2016) In: Department of Economics Working Papers.
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2016Trend Fundamentals and Exchange Rate Dynamics.(2016) In: Department of Economics Working Paper Series.
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2019Changes in US Monetary Policy and Its Transmission over the Last Century In: German Economic Review.
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2019Changes in US Monetary Policy and Its Transmission over the Last Century.(2019) In: German Economic Review.
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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model In: Journal of the Royal Statistical Society Series A.
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2018Human capital accumulation and long€ term income growth projections for European regions In: Journal of Regional Science.
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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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2021The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States In: Real Estate Economics.
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2018The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Economics.
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2018The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Regional Science.
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2016Forecasting exchange rates using multivariate threshold models In: The B.E. Journal of Macroeconomics.
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2016US Monetary Policy in a Globalized World In: CESifo Working Paper Series.
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2016US Monetary Policy in a Globalized World.(2016) In: Working Papers.
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2015US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Papers.
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2015US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Paper Series.
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2019THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS In: Macroeconomic Dynamics.
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2017The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Papers.
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2017The role of US based FDI flows for global output dynamics.(2017) In: Department of Economics Working Paper Series.
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2020INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND In: Macroeconomic Dynamics.
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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound.(2016) In: Department of Economics Working Papers.
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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound.(2016) In: Department of Economics Working Paper Series.
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2016International housing markets, unconventional monetary policy and the zero lower bound.(2016) In: FinMaP-Working Papers.
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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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2024Financial markets and legal challenges to unconventional monetary policy In: European Economic Review.
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2016The international transmission of US shocks—Evidence from Bayesian global vector autoregressions In: European Economic Review.
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2020Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models In: International Review of Financial Analysis.
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2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility In: International Journal of Forecasting.
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2015Growing Together? Projecting Income Growth in Europe at the Regional Level.(2015) In: Department of Economics Working Paper Series.
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2019International effects of a compression of euro area yield curves.(2019) In: Working Papers in Economics.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy.(2017) In: Department of Economics Working Paper Series.
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2017Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers.
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2018Dealing with heterogeneity in panel VARs using sparse finite mixtures In: Department of Economics Working Paper Series.
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2015Measuring the impact of unconventional monetary policy on the US business cycle In: Working Papers in Regional Science.
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2015Does 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.
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