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 1 6 54 0 3 18 110
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 0 2 7 99
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 0 1 2 62
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 0 1 2 86
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 0 1 2 71
A tale of two tails: 130 years of growth-at-risk 0 0 0 29 0 9 13 40
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 45 0 1 3 43
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 2 77 0 3 6 111
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 41 0 1 5 52
Asymmetries in Financial Spillovers 1 1 11 11 3 5 19 19
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 2 2 3 89 3 4 15 213
Bayesian Forecasting in Economics and Finance: A Modern Review 1 1 3 79 1 2 15 72
Bayesian Forecasting in the 21st Century: A Modern Review 0 1 5 75 0 4 14 66
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 2 2 2 55
Bayesian Modeling of TVP-VARs Using Regression Trees 0 1 3 111 1 6 12 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 4 89 0 1 9 40
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 1 4 53
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 1 0 2 10 10
Bayesian Neural Networks for Macroeconomic Analysis 2 2 6 133 3 6 19 51
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 2 18 1 2 4 14
Bayesian modelling of VAR precision matrices using stochastic block networks 1 1 14 14 1 3 12 12
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 2 34 0 0 4 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 0 1 2 20
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 0 0 93
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 0 2 3 45
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 0 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 0 0 2 3 5
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 1 1 30 0 1 2 38
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 0 2 39
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 0 1 1 41
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 0 61 0 0 3 63
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 56 0 9 12 70
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 2 3 20
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 1 1 1 1 4 6 13
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 1 2 19
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 1 34 0 0 1 75
Forecasting Natural Gas Prices in Real Time 0 11 14 14 0 9 22 22
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 3 3 5 89
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 0 0 5 109
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 5 30 1 1 10 56
Forecasting euro area inflation using a huge panel of survey expectations 0 0 0 36 0 1 2 35
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 5 217 0 2 12 678
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 152 0 2 9 97
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 2 3 0 2 4 7
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 1 46 0 1 2 44
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 1 16 0 0 2 29
General Seemingly Unrelated Local Projections 0 0 11 11 0 1 9 9
Global Prediction of Recessions 0 0 0 39 0 1 1 67
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 1 2 2 19
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 2 11 0 1 7 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 1 12 0 0 1 42
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 2 3 101
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 2 4 21
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 4 13 93
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 0 1 73
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 1 1 1 86 1 1 3 150
International effects of a compression of euro area yield curves 0 0 0 48 0 2 6 83
International housing markets, unconventional monetary policy and the zero lower bound 0 0 3 100 0 0 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 0 1 3 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 2 36 0 2 5 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 1 1 1 0 3 4 4
Machine Learning the Macroeconomic Effects of Financial Shocks 3 12 27 27 3 8 21 21
Measuring Shocks to Central Bank Independence using Legal Rulings 1 1 1 19 1 2 2 9
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 48 0 2 6 143
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 8 0 0 0 31
Model instability in predictive exchange rate regressions 0 0 0 28 1 1 1 45
Model instability in predictive exchange rate regressions 0 0 0 39 0 1 2 64
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 0 12 13 35
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 2 16 45 0 6 33 53
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 58 0 1 3 142
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 2 2 75
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 4 5 63
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 0 2 5 117
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 1 78 0 0 2 86
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 3 4 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 1 5 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 4 15
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 1 1 12 12 1 2 29 29
Risky Oil: It's All in the Tails 0 0 1 1 0 0 3 3
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? A latent threshold approach to large-scale mixture innovation models 1 1 1 53 1 1 3 87
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 0 0 1 37
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 1 1 70
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 6 0 0 1 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 1 2 26
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
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 1 4 60
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 1 1 3 232
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 2 35 0 0 3 59
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 58 1 1 3 122
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 52 0 0 1 330
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 1 1 31 0 2 4 85
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 1 2 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 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 90
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 0 3 9 17
The Distributional Effects of Economic Uncertainty 0 2 5 5 0 4 12 12
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 1 103 0 2 4 240
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 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 United States 0 0 1 26 0 2 3 35
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 2 2 31
The impact of macroprudential policies on capital flows in CESEE 0 1 2 20 0 1 3 41
The macroeconomic effects of international uncertainty 2 4 4 75 3 8 10 130
The macroeconomic effects of international uncertainty shocks 0 0 0 41 0 2 2 112
The macroeconomic effects of international uncertainty shocks 0 0 0 21 1 2 4 73
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 2 2 55
The role of US based FDI flows for global output dynamics 0 0 1 10 0 3 4 30
The role of US based FDI flows for global output dynamics 0 0 0 31 0 1 1 49
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 0 0 0 46
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 0 0 1 45
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 1 3 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 1 31
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 1 2 30
Threshold cointegration and adaptive shrinkage 0 0 0 30 0 1 2 39
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 1 45
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 0 1 28
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 0 1 2 83
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 2 3 85
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 0 0 88
US Monetary Policy in a Globalized World 0 0 0 50 0 1 3 55
US Monetary Policy in a Globalized World 0 0 1 45 0 3 5 160
US Monetary Policy in a Globalized World 0 0 0 18 0 1 1 27
US Monetary Policy in a Globalized World 0 0 0 13 0 1 2 67
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 0 3 4 123
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 1 104 0 0 1 120
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 0 2 2 48
Total Working Papers 17 54 201 5,472 44 238 657 9,405

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 0 3 15 0 0 6 77
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 0 1 4 23
A shot for the US economy 0 0 1 3 0 0 1 11
A tale of two tails: 130 years of growth at risk 1 2 3 3 2 3 6 6
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 2 5 7 14
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 1 10 45 0 5 20 93
Are Phillips curves in CESEE still alive and well behaved? 1 1 2 5 1 2 10 18
Bayesian forecasting in economics and finance: A modern review 1 2 7 7 4 10 24 24
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 0 12 15 176
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 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 1 1 7 0 2 4 38
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 5 8 150
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 1 20 0 0 3 71
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 0 17 1 1 2 92
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 1 2 2 1 2 4 4
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 1 1 6 0 4 8 29
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 0 1 2 23
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 1 6 0 1 2 10
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 1 0 2 4 4
Financial markets and legal challenges to unconventional monetary policy 0 2 6 6 1 4 14 15
Forecasting euro area inflation using a huge panel of survey expectations 2 4 14 14 3 7 20 20
Forecasting exchange rates using multivariate threshold models 0 0 0 49 0 0 2 193
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 1 4 18 0 3 8 61
Fragility and the effect of international uncertainty shocks 0 0 0 29 0 0 4 85
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 1 3 5 5
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 0 0 3 17
Global prediction of recessions 0 0 0 21 0 0 0 70
How important are global factors for understanding the dynamics of international capital flows? 0 0 3 43 0 1 7 111
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 1 3 8 78 1 6 15 228
Human capital accumulation and long†term income growth projections for European regions 0 0 0 4 0 1 1 22
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 2 28 0 1 4 88
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 5 0 0 1 21
International effects of a compression of euro area yield curves 0 1 5 31 0 4 10 108
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 1 2 2
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 2 8 38 4 9 27 121
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 0 3 7 131
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 1 5 6 0 3 16 18
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 1 1 11 0 3 6 33
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 1 2 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 2 4 0 1 7 17
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 0 0 2 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 0 1 3 3
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 1 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 0 2 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 2 10
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 3 8 0 2 7 25
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 0 5 0 1 1 20
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 0 1 8 17
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 0 4 0 1 1 8
The impact of labor cost growth on inflation in selected CESEE countries 3 3 4 42 4 4 9 192
The impact of macroprudential policies on capital flows in CESEE 0 0 2 21 0 1 4 59
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 6 15 26 275 6 24 56 615
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 2 11 0 1 6 31
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 0 1 1 79
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 0 33 0 0 2 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 3 21 28 68
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 0 12 0 1 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 0 1 4 65
Total Journal Articles 16 44 145 1,288 35 171 446 4,222

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 0 2 3 3 4 9 13 13
Total Chapters 0 2 3 3 4 9 13 13

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