Florian Huber : Citation Profile

Are you Florian Huber?

Paris-Lodron Universität Salzburg

13

H index

21

i10 index

771

Citations

RESEARCH PRODUCTION:

57

Articles

132

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 77
   Journals where Florian Huber has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 99 (11.38 %)

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   Permalink: http://citec.repec.org/phu448
   Updated: 2024-12-03    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Koop, Gary (33)

Pfarrhofer, Michael (30)

onorante, luca (17)

Feldkircher, Martin (13)

Hauzenberger, Niko (11)

Marcellino, Massimiliano (10)

Fischer, Manfred (7)

Clark, Todd (6)

Mitchell, James (6)

Kastner, Gregor (5)

Eller, Markus (4)

Piribauer, Philipp (4)

Maheu, John (3)

Chernis, Tony (3)

Rabitsch, Katrin (3)

Zoerner, Thomas (3)

Kaufmann, Daniel (2)

Gächter, Martin (2)

Crespo Cuaresma, Jesus (2)

Punzi, Maria Teresa (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 (65)

Feldkircher, Martin (65)

GUPTA, RANGAN (32)

Georgiadis, Georgios (25)

Hauzenberger, Niko (19)

Marcellino, Massimiliano (18)

Tondl, Gabriele (18)

Koop, Gary (17)

Rossini, Luca (17)

Fadejeva, Ludmila (17)

Chan, Joshua (15)

Cites to:

Koop, Gary (191)

Clark, Todd (124)

Feldkircher, Martin (122)

Korobilis, Dimitris (116)

Marcellino, Massimiliano (92)

Pesaran, Mohammad (87)

Giannone, Domenico (86)

Kastner, Gregor (79)

Reichlin, Lucrezia (73)

Carriero, Andrea (62)

Primiceri, Giorgio (55)

Main data

Where Florian Huber has published?

Journals with more than one article published# docs
Focus on European Economic Integration8
International Journal of Forecasting5
Journal of Applied Econometrics5
Journal of International Money and Finance4
Journal of Business & Economic Statistics3
Journal of Forecasting3
Studies in Nonlinear Dynamics & Econometrics2
Journal of Economic Dynamics and Control2
European Economic Review2
Macroeconomic Dynamics2
International Economic Review2
Economics Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org40
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 / Federal Reserve Bank of Cleveland4
Working Papers / University of Strathclyde Business School, Department of Economics4
Working Paper Series / European Central Bank3
Working Papers / University of Heidelberg, Department of Economics2

Recent works citing Florian Huber (2024 and 2023)

YearTitle of citing document
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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

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2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area. (2023). Stelzer, Anna. In: Papers. RePEc:arx:papers:2304.14264.

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

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

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

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2023Integration or fragmentation? A closer look at euro area financial markets. (2023). Feldkircher, Martin ; Klieber, Karin. In: Papers. RePEc:arx:papers:2310.07790.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Theory coherent shrinkage of Time-Varying Parameters in VARs. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858.

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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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2023.

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2024.

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2023.

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2023AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023A joint spatial econometric model for regional FDI and output growth. (2023). Krisztin, Tamás ; Piribauer, Philipp. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:87-106.

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2023.

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

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

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

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

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2023The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area. (2023). Afonso, Antonio ; Ionta, Serena ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10558.

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

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

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2023On the transmission of us uncertainty shocks to the European labor market. (2023). de Souza, Michel C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00423.

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2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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

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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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2023Fast Bayesian inference on spectral analysis of multivariate stationary time series. (2023). Prado, Raquel ; Hu, Zhixiong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001761.

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2023Beyond 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.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2023Kicking the can down the road: A historical growth-at-risk perspective. (2023). Scharler, Johann ; Hasler, Elias ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001581.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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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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2023Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500.

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2023Ripple effect: Disentangling the global impact web of US monetary policy. (2023). Thomas, Lina. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008036.

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2023The tale of two titans: US and Chinas distinct impact on the global economy. (2023). Thomas, Lina. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009431.

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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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2023Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023The case of financial and banking integration of Central, Eastern and South Eastern European countries: A gravity model approach. (2023). Raguideau-Hannotin, Leonore. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:91-111.

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2023Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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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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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; 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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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

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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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2023Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?. (2023). Rashidi, Muhammad Mahdi ; Raheem, Ibrahim D ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008978.

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2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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2023Household net saving positions and unconventional monetary policy transmission: Evidence from Japan. (2023). Renzhi, Nuobu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000987.

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2024Surges of cross border capital flow: The impact of digital finance. (2024). Zhao, Guojun ; Li, Xingshen ; Gou, Qin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000568.

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2023Spillover effects of the unconventional monetary policy of the European Central Bank. (2023). Witkowski, Bartosz ; Goczek, Ukasz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:82-104.

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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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2023Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2023An unconventional FX tail risk story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120052.

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More than 100 citations found, this list is not complete...

Works by Florian Huber:

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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This paper has nother version. Agregated cites: 7		paper
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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This paper has nother version. Agregated cites: 7		paper
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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This paper has nother version. Agregated cites: 7		paper
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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This paper has nother version. Agregated cites: 7		article
2019Sparse Bayesian vector autoregressions in huge dimensions In: Papers.
[Full Text][Citation analysis]		paper46
2020Sparse Bayesian vector autoregressions in huge dimensions.(2020) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 46		article
2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? In: Papers.
[Full Text][Citation analysis]		paper12
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2018Predicting crypto-currencies using sparse non-Gaussian state space models In: Papers.
[Full Text][Citation analysis]		paper23
2018The 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]		paper2
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2019Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 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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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.(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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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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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.(2019) In: German Economic Review.
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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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2014Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions In: Economics Bulletin.
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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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2020Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models In: International Review of Financial Analysis.
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2018Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models.(2018) In: Working Papers.
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2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility In: International Journal of Forecasting.
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2019Threshold cointegration in international exchange rates:A Bayesian approach In: International Journal of Forecasting.
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2020International effects of a compression of euro area yield curves In: Journal of Banking & Finance.
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2019International effects of a compression of euro area yield curves.(2019) In: Working Papers in Economics.
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2019The regional transmission of uncertainty shocks on income inequality in the United States.(2019) In: Working Papers in Regional Science.
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2018How Important are Global Factors for Understanding the Dynamics of International Capital Flows?.(2018) In: Working Papers in Economics.
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2017The shortage of safe assets in the US investment portfolio: Some international evidence.(2017) In: Department of Economics Working Papers.
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2017The shortage of safe assets in the US investment portfolio: Some international evidence.(2017) In: Department of Economics Working Paper Series.
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2018Unconventional U.S. Monetary Policy: New Tools, Same Channels? In: JRFM.
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2016Unconventional US Monetary Policy: New Tools Same Channels?.(2016) In: Working Papers.
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2016Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Papers.
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2016Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Paper Series.
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2018Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model In: Discussion Paper Series in Economics.
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2018Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model.(2018) In: Working Papers in Economics.
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2015Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data In: Focus on European Economic Integration.
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2015Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries In: Focus on European Economic Integration.
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2016Modeling the evolution of monetary policy rules in CESEE In: Focus on European Economic Integration.
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2016Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland In: Focus on European Economic Integration.
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2016Understanding the drivers of capital flows into the CESEE countries In: Focus on European Economic Integration.
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2017How 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.
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2019The impact of labor cost growth on inflation in selected CESEE countries In: Focus on European Economic Integration.
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2014Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors In: Working Papers.
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2014The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions In: Working Papers.
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2023Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) In: Working Papers.
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2019Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach In: Working Papers in Economics.
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2019Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach.(2019) In: Department of Economics Working Papers.
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2019Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach.(2019) In: Department of Economics Working Paper Series.
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2015Small-scale nowcasting models of GDP for selected CESEE countries In: Working and Discussion Papers.
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2019Adaptive Shrinkage in Bayesian Vector Autoregressive Models In: Journal of Business & Economic Statistics.
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2016Adaptive shrinkage in Bayesian vector autoregressive models.(2016) In: Department of Economics Working Papers.
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2016Adaptive Shrinkage in Bayesian Vector Autoregressive Models.(2016) In: Department of Economics Working Paper Series.
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2018A Multi-country Approach to Analysing the Euro Area Output Gap In: WIFO Working Papers.
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2014Forecasting with Bayesian Global Vector Autoregressions In: ERSA conference papers.
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2014Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility In: Department of Economics Working Papers.
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2014Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility.(2014) In: Department of Economics Working Paper Series.
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2015Growing Together? Projecting Income Growth in Europe at the Regional Level In: Department of Economics Working Papers.
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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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2015A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy In: Department of Economics Working Papers.
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2015A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy.(2015) In: Department of Economics Working Paper Series.
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2017The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers.
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2017The macroeconomic effects of international uncertainty shocks.(2017) In: Department of Economics Working Paper Series.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy In: Department of Economics Working Papers.
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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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2017Spreading 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.
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2017Threshold cointegration and adaptive shrinkage In: Department of Economics Working Papers.
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2017Threshold cointegration and adaptive shrinkage.(2017) In: Department of Economics Working Paper Series.
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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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2022General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science.
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2016Forecasting with Global Vector Autoregressive Models: a Bayesian Approach In: Journal of Applied Econometrics.
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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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