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 3 6 57 1 4 17 114
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 0 0 1 62
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 0 0 5 99
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 0 0 2 86
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 0 0 12 40
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 45 0 0 2 43
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 2 77 0 0 6 111
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 1 1 2 42 1 1 6 53
Asymmetries in Financial Spillovers 3 4 14 14 3 7 23 23
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 3 4 90 0 7 16 217
Bayesian Forecasting in Economics and Finance: A Modern Review 0 1 2 79 3 7 19 78
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 4 75 0 0 9 66
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 0 2 2 55
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 111 0 1 9 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 3 89 1 1 6 41
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 0 3 53
Bayesian Neural Networks for Macroeconomic Analysis 0 2 4 133 0 3 16 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 1 3 14
Bayesian modelling of VAR precision matrices using stochastic block networks 0 1 14 14 1 2 13 13
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 1 3 35 0 1 5 26
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 1 1 1 49
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 0 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 0 3 45
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 0 0 0 2 4 7
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 0 1 3 39
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 2 3 36
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 0 17 1 2 4 41
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 1 1 1 57 1 1 12 71
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 3 20
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 1 6 13
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 0 2 19
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 1 34 0 1 2 76
Forecasting Natural Gas Prices in Real Time 0 0 14 14 3 5 27 27
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 1 1 5 110
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 0 3 5 89
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 4 30 0 2 9 57
Forecasting euro area inflation using a huge panel of survey expectations 1 1 1 37 1 1 3 36
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 1 5 218 0 2 12 680
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 152 0 0 4 97
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 3 7
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 0 46 1 2 3 46
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 1 2 30
General Seemingly Unrelated Local Projections 1 1 12 12 1 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 0 1 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) 1 1 2 12 4 6 9 27
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 1 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 1 1 5 22
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 3 14 95
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 1 1 86 0 2 4 151
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 0 1 73
International effects of a compression of euro area yield curves 0 0 0 48 0 0 6 83
International housing markets, unconventional monetary policy and the zero lower bound 0 0 3 100 0 1 9 235
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 3 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 0 3 27 27 1 7 25 25
Measuring Shocks to Central Bank Independence using Legal Rulings 0 1 1 19 0 2 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 28 0 1 1 45
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 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 1 1 1 29 1 1 13 36
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 11 46 3 7 33 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 1 1 1 59 1 1 3 143
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 4 7 65
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 0 3 8 120
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 9 0 1 3 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 5 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 1 4 18
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 0 26 1 1 2 48
Risky Oil: It's All in the Tails 0 1 9 12 0 1 24 29
Risky Oil: It's All in the Tails 1 1 2 2 2 3 6 6
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 1 1 2 57
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 1 1 53 0 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 1 2 38
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 2 2 71
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 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 1 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 1 3 232
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 2 35 0 0 2 59
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 58 0 1 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 0 0 1 330
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 1 1 1 28
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 2 2 6 1 2 11 19
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 3 90
The Distributional Effects of Economic Uncertainty 1 1 6 6 2 2 14 14
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 2 2 105 0 2 5 242
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 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 1 26 0 0 3 35
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 2 3 32
The impact of macroprudential policies on capital flows in CESEE 0 0 2 20 0 0 3 41
The macroeconomic effects of international uncertainty 0 4 6 77 0 7 14 134
The macroeconomic effects of international uncertainty shocks 0 0 0 21 0 1 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 11 0 0 1 30
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 18 0 0 2 61
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 37 0 0 3 85
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 0 0 88
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 0 1 28
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 45 0 0 3 160
US Monetary Policy in a Globalized World 0 0 0 50 1 1 4 56
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 0 0 2 48
Total Working Papers 14 44 198 5,499 47 152 678 9,513

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 4 77
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 1 5 24
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 0 1 3 3 1 3 7 7
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 0 2 7 14
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 1 10 46 1 4 21 97
Are Phillips curves in CESEE still alive and well behaved? 0 1 1 5 0 1 8 18
Bayesian forecasting in economics and finance: A modern review 0 1 6 7 1 7 23 27
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 0 0 15 176
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 0 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 1 1 2 8 1 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 0 0 2 44 1 5 11 154
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 0 2 3 93
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 1 1 3 3 1 2 5 5
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 0 0 6 29
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 1 1 2 7 1 1 3 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 1 1 4 7 1 3 11 17
Forecasting euro area inflation using a huge panel of survey expectations 1 3 15 15 3 7 24 24
Forecasting exchange rates using multivariate threshold models 0 0 0 49 0 0 1 193
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 2 18 1 1 6 62
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 2 4 8 8
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 1 3 6 20
Global prediction of recessions 0 1 1 22 1 2 2 72
How important are global factors for understanding the dynamics of international capital flows? 0 0 3 43 1 1 8 112
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 1 8 78 0 3 16 230
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 3 29 0 2 6 90
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 1 1 1 6 1 1 2 22
International effects of a compression of euro area yield curves 0 0 5 31 0 2 12 110
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 2 4 4
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 2 8 39 3 13 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 7 131
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 3 6 0 0 12 18
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 1 6 34
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 0 2 40
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 1 2 2 8 1 3 3 21
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 0 6 17
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 0 0 1 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 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 1 1 58
Stochastic model specification in Markov switching vector error correction models 1 2 2 10 2 4 7 35
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 1 1 1 3 1 1 1 11
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 2 8 0 1 7 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 2 3 9 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 3 3 42 1 6 7 194
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 8 25 277 4 14 59 623
The regional transmission of uncertainty shocks on income inequality in the United States 1 1 2 12 1 1 5 32
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 0 0 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 1 3 71
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 3 14 32 79
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 0 12 0 0 3 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 13 36 142 1,308 41 125 469 4,312

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 1 8 11 11 1 13 22 22
Total Chapters 1 8 11 11 1 13 22 22

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