Niko Hauzenberger : Citation Profile

Paris-Lodron Universität Salzburg

5

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 13
   Journals where Niko Hauzenberger has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 7 (9.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha1420
   Updated: 2025-04-19    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Huber, Florian (11)

Koop, Gary (5)

Pfarrhofer, Michael (5)

Mitchell, James (3)

Chernis, Tony (2)

onorante, luca (2)

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

Is cited by:

Huber, Florian (23)

Koop, Gary (12)

Pfarrhofer, Michael (7)

Maheu, John (6)

GUPTA, RANGAN (4)

Eller, Markus (3)

Mitchell, James (3)

Zlobins, Andrejs (2)

Kaufmann, Daniel (2)

Wieland, Elisabeth (2)

Menz, Jan-Oliver (2)

Cites to:

Koop, Gary (60)

Huber, Florian (52)

Korobilis, Dimitris (37)

Clark, Todd (27)

Giannone, Domenico (24)

onorante, luca (22)

Strachan, Rodney (21)

Kastner, Gregor (20)

Pfarrhofer, Michael (18)

Castelnuovo, Efrem (13)

Marcellino, Massimiliano (13)

Main data

Production by document typepaperarticle20182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20182019202020212022202305101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201820192020202120222023010203040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents123456701020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Niko Hauzenberger has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
ESRB Working Paper Series / European Systemic Risk Board2
Working Papers / Federal Reserve Bank of Cleveland2

Recent works citing Niko Hauzenberger (2025 and 2024)

Year  ↓Title of citing document  ↓
2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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

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2024.

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2024Dynamic 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.

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2024Nowcasting 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.

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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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2024Bayesian 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.

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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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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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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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2025Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Papadimitriou, Theophilos ; Gogas, Periklis ; 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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2024Investor 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.

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2024Climate 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.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024Nonlinearities 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.

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2024Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320.

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Works by Niko Hauzenberger:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
[Full Text][Citation analysis]		paper17
2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy In: Papers.
[Full Text][Citation analysis]		paper3
2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers.
[Full Text][Citation analysis]		paper1
2020Flexible Mixture Priors for Large Time-varying Parameter Models In: Papers.
[Full Text][Citation analysis]		paper1
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
[Full Text][Citation analysis]		paper0
2020On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty In: Papers.
[Full Text][Citation analysis]		paper7
2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques In: Papers.
[Full Text][Citation analysis]		paper11
2023Predictive Density Combination Using a Tree-Based Synthesis Function In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2023Predictive 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
2021Stochastic model specification in Markov switching vector error correction models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Implications of macroeconomic volatility in the Euro area In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper4
2021The impact of macroprudential policies on capital flows in CESEE In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper7
2020Macroeconomic forecasting in the euro area using predictive combinations of DSGE models In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper1
2022General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science.
[Full Text][Citation analysis]		paper2
2021Combining shrinkage and sparsity in conjugate vector autoregressive models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2020Model instability in predictive exchange rate regressions In: Journal of Forecasting.
[Full Text][Citation analysis]		article4

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