Access Statistics for Florian Huber

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 0 5 53 1 2 19 108
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 1 1 52 2 4 7 99
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 0 0 1 61
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 1 1 2 86
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 1 1 2 71
A tale of two tails: 130 years of growth-at-risk 0 0 0 29 9 10 15 40
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 45 1 1 3 43
Adaptive shrinkage in Bayesian vector autoregressive models 0 1 2 77 2 3 5 110
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 41 1 1 5 52
Asymmetries in Financial Spillovers 0 3 10 10 2 8 16 16
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 1 87 1 5 13 210
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 3 78 1 3 19 71
Bayesian Forecasting in the 21st Century: A Modern Review 0 3 5 74 2 5 13 64
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 2 37 0 0 2 53
Bayesian Modeling of TVP-VARs Using Regression Trees 1 1 3 111 2 3 8 50
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 4 88 0 0 10 39
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 1 5 52
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 1 1 5 9 9
Bayesian Neural Networks for Macroeconomic Analysis 0 0 5 131 0 3 15 45
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 2 18 1 1 3 13
Bayesian modelling of VAR precision matrices using stochastic block networks 0 1 13 13 1 3 10 10
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 0 0 0 46
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 3 34 0 0 7 25
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 0 0 48
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 1 2 2 20
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 1 1 2 44
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 0 0 93
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 2 2 3 93
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 0 0 1 74
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 0 0 0 50
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 29 0 0 1 37
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 1 1 3 4
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 0 2 34
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 0 17 0 1 2 39
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 2 85 1 1 3 41
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 1 61 0 0 4 63
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 56 9 10 12 70
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 1 1 1 1 3 4 6 12
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 2 2 3 20
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 1 1 18
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 1 34 0 0 1 75
Forecasting Natural Gas Prices in Real Time 10 13 13 13 7 15 20 20
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 3 122 0 1 6 109
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 0 0 4 86
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 6 29 0 2 15 55
Forecasting euro area inflation using a huge panel of survey expectations 0 0 0 36 1 1 2 35
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 6 217 2 4 15 678
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 3 152 2 2 11 97
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 1 2 2 3 2 3 4 7
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 1 46 0 0 1 43
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 1 16 0 1 2 29
General Seemingly Unrelated Local Projections 0 11 11 11 1 8 9 9
Global Prediction of Recessions 0 0 0 39 1 1 1 67
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 1 1 1 18
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 0 0 0 67
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) 0 0 4 11 1 2 9 21
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 1 44 0 0 4 173
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 2 3 3 101
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 12 0 1 1 42
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 2 3 6 21
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 3 10 90
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 2 85 0 2 4 149
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 1 1 73
International effects of a compression of euro area yield curves 0 0 0 48 2 3 6 83
International housing markets, unconventional monetary policy and the zero lower bound 0 0 3 100 0 2 8 234
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 0 40
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 1 2 3 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 2 36 2 2 5 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 0 2 3 3 3
Machine Learning the Macroeconomic Effects of Financial Shocks 9 24 24 24 5 18 18 18
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 0 18 1 1 1 8
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 48 1 1 6 142
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 0 0 0 11
Model instability in predictive exchange rate regressions 0 0 0 28 0 0 0 44
Model instability in predictive exchange rate regressions 0 0 0 39 1 1 2 64
Model instability in predictive exchange rate regressions 0 0 0 8 0 0 0 31
Model instability in predictive exchange rate regressions 0 0 0 13 0 0 1 42
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 0 28 11 11 14 34
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 2 5 30 45 5 11 37 52
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 1 3 74
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 58 1 1 4 142
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 3 3 61
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 2 4 6 117
Predicting crypto-currencies using sparse non-Gaussian state space models 0 1 1 78 0 1 2 86
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 1 3 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 1 17 1 2 5 15
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 4 9
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 0 26 0 0 1 47
Risky Oil: It's All in the Tails 0 0 11 11 1 3 28 28
Risky Oil: It's All in the Tails 0 1 1 1 0 3 3 3
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 52 0 0 2 86
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 0 1 56
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 1 22 0 0 2 37
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 0 0 69
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 0 0 2 133
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 0 0 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 0 2 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 0 0 1 25
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 1 1 4 60
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 0 1 4 231
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 2 35 0 0 5 59
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 30 1 1 4 84
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 58 0 1 2 121
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 52 0 1 1 330
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 2 2 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 1 1 1 33
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 0 0 0 43
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 0 0 0 31
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 0 0 27
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 3 89
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 1 1 8 15
The Distributional Effects of Economic Uncertainty 0 1 3 3 0 1 8 8
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 3 103 2 2 7 240
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 0 0 0 24
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 0 0 0 33
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 1 1 30
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 26 2 2 3 35
The impact of macroprudential policies on capital flows in CESEE 0 0 2 19 0 0 3 40
The macroeconomic effects of international uncertainty 0 0 1 71 2 2 8 124
The macroeconomic effects of international uncertainty shocks 0 0 0 21 1 2 3 72
The macroeconomic effects of international uncertainty shocks 0 0 0 41 2 2 2 112
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 2 2 2 55
The role of US based FDI flows for global output dynamics 0 0 0 31 1 1 1 49
The role of US based FDI flows for global output dynamics 0 0 1 10 2 2 3 29
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 0 1 1 45
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 0 0 0 46
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 2 3 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 1 1 31
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 1 2 30
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 1 45
Threshold cointegration and adaptive shrinkage 0 0 0 30 1 2 2 39
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 1 1 83
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 1 1 28
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 0 0 88
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 1 2 3 83
US Monetary Policy in a Globalized World 0 0 0 13 1 1 2 67
US Monetary Policy in a Globalized World 0 0 0 50 1 3 3 55
US Monetary Policy in a Globalized World 0 0 3 45 2 2 6 159
US Monetary Policy in a Globalized World 0 0 0 18 0 0 0 26
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 3 4 5 123
Unconventional US Monetary Policy: New Tools, Same Channels? 0 1 1 104 0 1 1 120
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 1 1 1 47
Total Working Papers 25 74 214 5,443 146 265 648 9,313

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy 0 2 3 15 0 3 6 77
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 1 4 23
A shot for the US economy 0 0 1 3 0 0 2 11
A tale of two tails: 130 years of growth at risk 0 1 1 1 0 3 3 3
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 1 2 3 10
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 1 2 12 45 4 6 21 92
Are Phillips curves in CESEE still alive and well behaved? 0 0 3 4 1 3 12 17
Bayesian forecasting in economics and finance: A modern review 1 2 6 6 2 4 16 16
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 12 15 17 176
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 1 1 3 10
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 0 0 0 23
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 0 6 1 1 3 37
Country-Level Relationships of the Human Intake of N and P, Animal and Vegetable Food, and Alcoholic Beverages with Cancer and Life Expectancy 0 0 1 1 0 0 1 2
Debt regimes and the effectiveness of monetary policy 0 0 2 44 1 1 6 146
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 1 20 0 1 3 71
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 0 17 0 0 1 91
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 1 1 0 1 2 2
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 5 1 1 5 26
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 1 1 3 23
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 1 1 6 1 1 3 10
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 1 1 1 2 4 4 4
Financial markets and legal challenges to unconventional monetary policy 1 1 5 5 2 4 13 13
Forecasting euro area inflation using a huge panel of survey expectations 1 6 11 11 3 8 16 16
Forecasting exchange rates using multivariate threshold models 0 0 2 49 0 0 5 193
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 5 17 2 2 12 60
Fragility and the effect of international uncertainty shocks 0 0 0 29 0 2 4 85
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 1 3 3 3
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 2 6 0 0 5 17
Global prediction of recessions 0 0 0 21 0 0 1 70
How important are global factors for understanding the dynamics of international capital flows? 0 1 4 43 0 2 8 110
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 2 3 7 77 3 4 13 225
Human capital accumulation and long†term income growth projections for European regions 0 0 0 4 1 1 1 22
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 1 2 28 1 3 4 88
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 5 0 0 2 21
International effects of a compression of euro area yield curves 1 3 5 31 3 6 10 107
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 1 2 2
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 4 7 37 2 8 26 114
Model instability in predictive exchange rate regressions 0 0 0 5 0 0 1 42
Modeling the evolution of monetary policy rules in CESEE 0 0 2 46 3 3 8 131
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 2 5 5 2 5 17 17
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 10 1 2 6 31
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 1 2 3 40
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 0 6 0 0 0 18
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 0 0 1 76
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 3 4 1 2 11 17
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 0 0 4 42
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 1 1 1 1 3 3
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 1 2 3 18
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 0 14 0 0 0 57
Stochastic model specification in Markov switching vector error correction models 0 0 1 8 2 3 4 31
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 1 10 0 0 1 47
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 2 0 0 3 10
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 3 7 1 1 10 24
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 0 5 1 1 1 20
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 1 1 9 17
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 2 4 1 1 4 8
The impact of labor cost growth on inflation in selected CESEE countries 0 0 1 39 0 0 6 188
The impact of macroprudential policies on capital flows in CESEE 0 0 3 21 1 1 6 59
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 6 9 20 266 12 17 52 603
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 3 11 1 1 7 31
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 1 14 1 1 2 79
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 1 33 0 1 3 81
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 2 27 0 0 2 70
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 5 5 22 52
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 0 12 1 2 3 69
Understanding the drivers of capital flows into the CESEE countries 0 0 1 51 0 0 2 175
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 1 16 1 3 4 65
Total Journal Articles 15 39 140 1,259 86 148 441 4,137

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 2 3 3 3 4 8 8 8
Total Chapters 2 3 3 3 4 8 8 8

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Statistics updated 2025-03-03