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 1 4 7 58 1 5 13 115
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 0 0 5 99
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 0 0 1 62
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 1 1 3 87
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 0 0 2 71
A tale of two tails: 130 years of growth-at-risk 0 0 0 29 1 1 13 41
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 0 45 0 0 1 43
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 1 77 0 0 4 111
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 1 2 42 0 1 3 53
Asymmetries in Financial Spillovers 1 4 15 15 2 6 25 25
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 1 4 90 0 4 13 217
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 2 79 1 7 19 79
Bayesian Forecasting in the 21st Century: A Modern Review 1 1 5 76 2 2 11 68
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 2 2 4 57
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 111 0 0 8 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 89 0 1 5 41
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 1 1 3 54
Bayesian Neural Networks for Macroeconomic Analysis 0 0 3 133 0 0 13 51
Bayesian Neural Networks for Macroeconomic Analysis 0 1 2 2 0 1 11 11
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 1 18 0 0 3 14
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 14 14 0 1 13 13
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 1 1 1 47
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 1 3 35 1 2 6 27
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 1 1 49
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 1 1 3 21
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 1 1 3 46
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 Global Forecasts from a Bayesian GVAR 0 0 0 22 0 0 2 93
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 1 30 1 2 4 40
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 1 3 5 8
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 2 3 36
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 1 1 1 18 4 6 8 45
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 0 0 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 1 1 57 0 1 12 71
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 0 5 13
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 2 20
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 1 1 3 20
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 34 0 1 1 76
Forecasting Natural Gas Prices in Real Time 1 1 15 15 2 7 29 29
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 30 2 3 11 59
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 1 1 6 90
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 2 3 7 112
Forecasting euro area inflation using a huge panel of survey expectations 0 1 1 37 0 1 3 36
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 1 4 218 0 2 11 680
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 3 7
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 152 0 0 4 97
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 0 46 1 3 4 47
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 0 1 2 30
General Seemingly Unrelated Local Projections 0 1 12 12 0 3 12 12
Global Prediction of Recessions 0 0 0 39 0 0 1 67
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 1 1 3 20
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 1 2 12 2 8 11 29
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 0 1 2 174
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 1 4 102
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 7 0 1 5 22
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 0 2 14 95
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 0 0 1 86 0 1 4 151
International effects of a compression of euro area yield curves 0 0 0 48 0 0 5 83
International housing markets, unconventional monetary policy and the zero lower bound 1 1 1 101 1 2 7 236
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 1 1 41
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 2 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
Machine Learning the Macroeconomic Effects of Financial Shocks 1 1 28 28 2 6 27 27
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 19 0 1 3 10
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 48 0 0 5 143
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 39 0 0 2 64
Model instability in predictive exchange rate regressions 0 0 0 28 0 0 1 45
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 1 1 29 0 1 13 36
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 10 46 0 7 30 60
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 0 2 75
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 59 0 1 3 143
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 4 9 67
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 1 4 9 121
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 0 0 4 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 4 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 0 3 10
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 0 26 0 1 1 48
Risky Oil: It's All in the Tails 1 2 3 3 1 4 7 7
Risky Oil: It's All in the Tails 0 0 5 12 0 0 14 29
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 0 0 3 87
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 1 2 57
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 2 3 39
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 1 2 71
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 0 0 1 133
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 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 7 0 0 1 26
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 0 3 60
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 0 0 3 232
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 1 35 1 1 2 60
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 58 0 0 2 122
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 31 0 0 4 85
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 52 1 1 2 331
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 1 33
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 0 2 38
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 0 0 0 31
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 0 0 0 43
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 1 28
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 1 4 91
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 2 2 6 0 2 11 19
The Distributional Effects of Economic Uncertainty 2 3 8 8 3 5 17 17
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 2 2 105 1 3 6 243
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 1 1 25
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 1 3 32
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 0 0 2 35
The impact of macroprudential policies on capital flows in CESEE 0 0 2 20 0 0 2 41
The macroeconomic effects of international uncertainty 0 2 6 77 0 4 14 134
The macroeconomic effects of international uncertainty shocks 0 0 0 21 0 0 4 73
The macroeconomic effects of international uncertainty shocks 0 0 0 41 0 0 2 112
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 0 2 55
The role of US based FDI flows for global output dynamics 0 0 0 31 0 0 1 49
The role of US based FDI flows for global output dynamics 0 1 2 11 0 1 5 31
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 0 1 2 46
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 0 0 2 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 2 32
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 0 1 30
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 1 1 46
Threshold cointegration and adaptive shrinkage 0 0 0 30 0 0 2 39
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 0 0 2 83
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 1 1 1 89
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 0 1 28
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 0 3 85
US Monetary Policy in a Globalized World 0 0 0 18 0 0 1 27
US Monetary Policy in a Globalized World 0 0 0 50 0 1 4 56
US Monetary Policy in a Globalized World 0 0 0 45 0 0 3 160
US Monetary Policy in a Globalized World 0 0 0 13 0 0 2 67
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 0 0 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 1 1 3 49
Total Working Papers 10 37 192 5,509 50 158 678 9,563

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 1 1 5 78
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 0 1 4 24
A shot for the US economy 0 0 0 3 0 0 0 11
A tale of two tails: 130 years of growth at risk 0 0 3 3 1 2 8 8
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 1 1 7 15
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 1 7 46 4 8 20 101
Are Phillips curves in CESEE still alive and well behaved? 0 0 1 5 0 0 8 18
Bayesian forecasting in economics and finance: A modern review 0 0 6 7 3 6 26 30
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 1 1 16 177
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 0 0 0 23
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 0 3 10
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 1 2 8 0 1 4 39
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 0 1 0 0 0 2
Debt regimes and the effectiveness of monetary policy 1 1 3 45 2 6 13 156
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 0 20 0 0 2 71
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 1 1 18 1 2 4 94
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 1 2 3 1 2 5 6
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 1 7 30
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 0 0 2 23
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 2 7 0 1 2 11
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 1 0 0 4 4
Financial markets and legal challenges to unconventional monetary policy 0 1 4 7 0 2 10 17
Forecasting euro area inflation using a huge panel of survey expectations 1 2 16 16 3 7 26 27
Forecasting exchange rates using multivariate threshold models 1 1 1 50 1 1 2 194
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 2 18 1 2 7 63
Fragility and the effect of international uncertainty shocks 0 0 0 29 1 1 3 86
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 1 4 9 9
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 0 3 5 20
Global prediction of recessions 0 1 1 22 0 2 2 72
How important are global factors for understanding the dynamics of international capital flows? 0 0 2 43 0 1 6 112
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 1 1 6 79 2 4 13 232
Human capital accumulation and long†term income growth projections for European regions 0 0 0 4 0 0 1 22
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 1 2 29 2 4 7 92
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 6 0 1 1 22
International effects of a compression of euro area yield curves 0 0 4 31 0 2 10 110
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 3 5 5
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 1 8 39 0 9 33 130
Model instability in predictive exchange rate regressions 0 0 0 5 0 0 0 42
Modeling the evolution of monetary policy rules in CESEE 0 0 2 46 0 0 6 131
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 3 6 0 0 10 18
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 1 6 34
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 2 2 4 42
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 2 2 8 1 4 4 22
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 1 1 2 77
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 1 4 5 5 9 22
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 2 2 3 44
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 0 3 3
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 2 18
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 0 14 1 2 2 59
Stochastic model specification in Markov switching vector error correction models 0 2 2 10 1 5 8 36
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 1 10 1 1 2 48
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 1 1 3 0 1 1 11
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 1 6 26
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 1 1 6 0 1 2 21
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 0 3 8 20
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 0 4 0 0 1 8
The impact of labor cost growth on inflation in selected CESEE countries 0 0 3 42 1 3 8 195
The impact of macroprudential policies on capital flows in CESEE 0 0 2 21 0 0 3 59
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 2 4 26 279 6 14 60 629
The regional transmission of uncertainty shocks on income inequality in the United States 0 1 2 12 2 3 6 34
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 1 1 2 80
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 0 33 1 1 2 82
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 1 27 0 1 2 71
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 7 18 39 86
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 0 12 0 0 2 69
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 0 1 1 176
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 0 0 3 65
Total Journal Articles 6 26 132 1,314 60 150 487 4,372

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 1 9 12 12 1 10 23 23
Total Chapters 1 9 12 12 1 10 23 23

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