5
H index
1
i10 index
62
Citations
Paris-Lodron Universität Salzburg | 5 H index 1 i10 index 62 Citations RESEARCH PRODUCTION: 3 Articles 14 Papers RESEARCH ACTIVITY: 5 years (2018 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha1420 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Niko Hauzenberger. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 7 |
Working Papers / Federal Reserve Bank of Cleveland | 2 |
ESRB Working Paper Series / European Systemic Risk Board | 2 |
Year | Title of citing document |
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2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers || Download paper |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | . 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 |
2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2. 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 |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper |
2023 | Beyond distance: The spatial relationships of European regional economic growth. (2023). Glocker, Christian ; Krisztin, Tamas ; Piribauer, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001410. Full description at Econpapers || Download paper |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2024 | Chinese monetary policy spillovers on its international portfolio investment flows. (2024). Liu, Zixi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002085. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper |
2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420. Full description at Econpapers || Download paper |
2023 | Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576. Full description at Econpapers || Download paper |
2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
2023 | Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country. (2023). Marcelino, Igor Mendes ; Montes, Gabriel Caldas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:937-956. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy In: Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Flexible Mixture Priors for Large Time-varying Parameter Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty In: Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques In: Papers. [Full Text][Citation analysis] | paper | 8 |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Stochastic model specification in Markov switching vector error correction models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Implications of macroeconomic volatility in the Euro area In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2021 | The impact of macroprudential policies on capital flows in CESEE In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2020 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science. [Full Text][Citation analysis] | paper | 2 |
2021 | Combining shrinkage and sparsity in conjugate vector autoregressive models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2020 | Model instability in predictive exchange rate regressions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
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