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 58 0 1 10 116
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 2 3 4 65
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 0 0 4 99
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 1 1 3 88
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 0 2 72
A tale of two tails: 130 years of growth-at-risk 0 1 1 30 0 2 14 44
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 0 45 1 2 3 45
Adaptive shrinkage in Bayesian vector autoregressive models 0 1 2 78 0 2 6 113
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 3 6 8 59
Asymmetries in Financial Spillovers 1 4 13 20 4 10 29 37
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 3 90 1 8 20 225
Bayesian Forecasting in Economics and Finance: A Modern Review 0 2 3 81 5 8 19 87
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 5 76 6 7 16 75
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 1 1 1 38 1 1 5 58
Bayesian Modeling of TVP-VARs Using Regression Trees 2 2 3 113 8 10 17 64
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 1 1 2 90 3 3 6 45
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 3 4 8 59
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 6 8 17 59
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 5 8 15 19
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 1 1 3 15
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 2 14 1 5 11 18
Beware of large shocks! A non-parametric structural inflation model 0 1 13 13 4 7 25 25
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 1 3 5 51
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 0 1 3 28
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 1 2 3 51
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 1 3 6 24
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 1 1 4 47
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 3 4 4 97
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 1 4 7 98
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 1 4 4 78
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 1 3 3 53
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 5 8
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 1 2 5 42
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 3 5 39
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 1 18 0 1 8 46
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 1 2 3 43
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 0 61 2 3 3 66
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 1 1 12 72
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 2 7 15
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 2 4 22
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 1 2 5 22
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 34 3 8 10 85
Forecasting Natural Gas Prices in Real Time 0 1 18 18 3 15 47 52
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 2 7 93
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 122 2 2 6 114
Forecasting US Inflation Using Bayesian Nonparametric Models 0 2 5 33 0 4 11 64
Forecasting euro area inflation using a huge panel of survey expectations 3 4 5 41 6 7 10 44
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 1 218 7 10 16 690
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 3 7
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 1 153 1 5 8 103
General Bayesian time-varying parameter VARs for modeling government bond yields 1 2 2 48 2 3 7 50
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 5 33
General Seemingly Unrelated Local Projections 0 0 12 12 1 3 14 15
Global Prediction of Recessions 0 0 0 39 0 2 3 69
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 1 2 3 70
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 1 3 6 23
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) 0 0 1 12 1 3 14 33
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 1 3 4 177
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 12 0 1 3 44
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 66 2 3 7 105
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 1 2 6 24
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 3 5 14 101
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 1 1 2 74
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 1 2 87 2 3 7 154
International effects of a compression of euro area yield curves 0 0 0 48 0 2 5 85
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 101 1 3 7 239
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 2 3 43
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 1 2 4 53
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 2 4 6 12
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 3 4 8 8
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 28 28 1 2 30 30
Measuring Shocks to Central Bank Independence using Legal Rulings 1 1 2 20 3 3 7 14
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 0 2 143
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 1 1 1 12
Model instability in predictive exchange rate regressions 0 0 0 13 0 0 0 42
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 39 1 1 3 66
Model instability in predictive exchange rate regressions 0 0 0 8 0 0 1 32
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 1 29 3 4 18 41
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 2 8 48 3 10 30 71
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 1 1 4 145
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 0 0 50 0 0 9 67
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 2 3 11 124
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 1 78 1 1 2 87
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 1 4 19
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 3 7 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 2 4 12
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 1 27 5 6 9 56
Risky Oil: It's All in the Tails 0 0 3 3 1 8 20 20
Risky Oil: It's All in the Tails 0 0 2 13 2 4 9 34
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 0 0 1 87
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 1 3 59
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 3 3 5 42
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 2 4 73
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 2 2 2 135
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 27
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 1 1 1 30
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 1 2 2 31
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 1 2 61
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 0 3 8 238
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 4 4 8 67
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 31 0 1 3 86
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 53 3 4 7 336
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 59 3 5 8 128
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 1 2 34
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 8 13 49
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 2 5 5 48
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 1 2 2 33
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 2 5 6 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 3 7 94
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 3 8 22
The Distributional Effects of Economic Uncertainty 0 3 9 11 2 6 16 23
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 4 107 0 0 8 246
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 1 1 1 34
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 1 1 2 26
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 3 3 7 40
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 3 7 36
The impact of macroprudential policies on capital flows in CESEE 0 0 1 20 1 3 4 44
The macroeconomic effects of international uncertainty 0 0 6 77 1 2 15 137
The macroeconomic effects of international uncertainty shocks 0 0 0 21 0 1 5 75
The macroeconomic effects of international uncertainty shocks 1 1 1 42 1 1 3 113
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 2 5 7 60
The role of US based FDI flows for global output dynamics 0 0 0 31 1 2 3 51
The role of US based FDI flows for global output dynamics 0 0 1 11 0 2 6 33
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 1 1 3 47
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 1 3 3 49
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 4 4 7 37
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 1 3 62
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 2 4 33
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 1 2 47
Threshold cointegration and adaptive shrinkage 0 0 0 30 0 1 3 40
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 4 4 7 89
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 1 2 5 86
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 0 1 89
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 6 6 7 34
US Monetary Policy in a Globalized World 0 0 0 13 0 2 3 69
US Monetary Policy in a Globalized World 0 0 0 50 1 2 7 59
US Monetary Policy in a Globalized World 0 0 0 45 1 1 4 161
US Monetary Policy in a Globalized World 0 0 0 18 0 1 2 28
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 1 1 7 126
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 1 1 4 50
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 1 104 1 1 3 122
Total Working Papers 11 33 197 5,566 211 418 1,019 10,067

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 2 15 2 3 7 81
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 2 5 27
A shot for the US economy 0 1 1 4 0 2 3 14
A tale of two tails: 130 years of growth at risk 0 3 6 6 1 5 13 13
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 0 1 9 17
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 4 7 50 1 6 21 107
Are Phillips curves in CESEE still alive and well behaved? 0 0 1 5 0 2 6 20
Bayesian forecasting in economics and finance: A modern review 1 3 6 10 4 13 33 45
Bayesian neural networks for macroeconomic analysis 1 1 2 2 9 13 22 22
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 2 3 19 180
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 1 2 11
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 3 3 3 26
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 2 8 1 2 5 41
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 1 3
Debt regimes and the effectiveness of monetary policy 0 0 1 45 2 8 20 165
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 0 20 1 1 3 73
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 18 0 0 4 95
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 2 4 5 0 3 9 10
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 2 8 33
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 2 2 3 25
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 2 7 2 2 4 13
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 1 2 2 0 1 5 5
Financial markets and legal challenges to unconventional monetary policy 0 0 3 7 1 2 11 20
Forecasting euro area inflation using a huge panel of survey expectations 0 1 12 17 4 5 25 33
Forecasting exchange rates using multivariate threshold models 0 1 2 51 2 4 5 198
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 1 1 2 19 5 10 17 75
Fragility and the effect of international uncertainty shocks 0 0 0 29 4 5 8 91
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 1 1 1 1 3 5 16 16
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 1 1 1 7 1 3 6 23
Global prediction of recessions 0 0 1 22 1 3 5 75
How important are global factors for understanding the dynamics of international capital flows? 0 1 2 44 2 5 10 118
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 1 3 9 83 8 12 24 245
Human capital accumulation and long†term income growth projections for European regions 0 1 1 5 1 2 3 24
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 1 3 30 2 4 11 96
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 2 7 0 3 4 25
International effects of a compression of euro area yield curves 0 0 3 31 5 9 19 120
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 0 1 6 6
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 3 3 7 8
Machine learning the macroeconomic effects of financial shocks 0 1 5 5 0 2 6 6
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 6 39 3 3 29 135
Model instability in predictive exchange rate regressions 0 0 0 5 3 4 6 48
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 2 2 5 133
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 3 6 2 4 10 22
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 0 6 35
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 0 4 42
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 0 0 5 23
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 1 2 4 80
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 2 2 9 24
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 1 5 47
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 0 1 1 1 2 4
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 3 19
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 1 2 16 3 5 10 67
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 0 0 10 38
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 0 1 2 49
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 4 5 7 17
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 1 2 5 28
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 1 2 7 0 1 3 22
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 1 1 7 0 3 7 23
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 1 1 5 0 1 2 9
The impact of labor cost growth on inflation in selected CESEE countries 1 1 4 43 3 5 14 202
The impact of macroprudential policies on capital flows in CESEE 1 2 2 23 1 6 9 67
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 2 5 28 285 2 8 54 640
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 3 3 7 37
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 0 0 2 80
Threshold cointegration in international exchange rates:A Bayesian approach 0 1 1 34 2 5 9 89
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 0 1 3 73
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 0 3 45 92
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 1 13 0 1 4 71
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 1 3 4 179
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 0 0 3 65
Total Journal Articles 10 41 146 1,366 109 225 676 4,665

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 1 2 15 15 1 8 32 32
Total Chapters 1 2 15 15 1 8 32 32

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