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 2 4 13 120
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 8 10 12 109
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 6 11 13 74
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 1 5 7 92
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 2 2 4 74
A tale of two tails: 130 years of growth-at-risk 0 0 1 30 4 7 20 51
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 1 1 1 46 4 8 10 52
Adaptive shrinkage in Bayesian vector autoregressive models 0 1 2 79 4 11 16 124
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 2 6 11 62
Asymmetries in Financial Spillovers 0 3 12 22 6 19 38 52
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 3 90 2 9 24 233
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 3 81 9 17 29 99
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 2 76 5 13 20 82
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 1 1 38 5 6 10 63
Bayesian Modeling of TVP-VARs Using Regression Trees 0 2 3 113 3 13 21 69
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 2 90 2 7 10 49
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 4 9 13 65
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 3 9 17 62
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 9 17 23 31
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 5 11 13 25
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 3 6 14 23
Beware of large shocks! A non-parametric structural inflation model 1 1 14 14 8 19 40 40
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 3 7 11 57
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 4 5 8 33
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 6 7 9 57
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 6 9 13 32
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 3 7 8 101
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 3 4 7 50
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 2 6 12 103
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 5 9 12 86
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 3 7 9 59
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 1 3 7 44
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 6 8 13 16
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 6 7 11 45
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 1 1 2 19 6 7 14 53
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 6 8 10 50
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 0 61 3 7 8 71
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 6 8 18 79
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 6 6 12 21
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 2 4 7 25
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 2 3 6 24
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 34 3 8 15 90
Forecasting Natural Gas Prices in Real Time 0 0 15 18 13 16 52 65
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 4 5 14 69
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 4 7 116
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 3 10 96
Forecasting euro area inflation using a huge panel of survey expectations 0 3 5 41 3 10 14 48
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 1 218 9 22 29 705
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 1 1 2 154 4 5 12 107
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 3 3 6 8 13
General Bayesian time-varying parameter VARs for modeling government bond yields 0 1 2 48 5 8 13 56
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 2 4 7 36
General Seemingly Unrelated Local Projections 0 0 1 12 10 14 20 28
Global Prediction of Recessions 0 0 0 39 6 9 12 78
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 16 19 24 41
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 6 9 11 78
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 7 9 21 41
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 1 4 7 180
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 8 13 17 116
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 4 5 7 49
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 3 10 14 33
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 4 9 18 107
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 2 87 4 8 11 160
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 4 7 7 80
International effects of a compression of euro area yield curves 0 0 0 48 11 11 15 96
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 101 3 4 8 242
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 4 6 9 49
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 3 6 55
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 5 7 10 17
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 5 9 13 14
Machine Learning the Macroeconomic Effects of Financial Shocks 0 1 14 29 4 10 26 39
Measuring Shocks to Central Bank Independence using Legal Rulings 0 1 2 20 5 8 12 19
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 4 6 8 149
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 0 2 2 13
Model instability in predictive exchange rate regressions 0 0 0 39 4 6 8 71
Model instability in predictive exchange rate regressions 0 0 0 28 5 8 9 53
Model instability in predictive exchange rate regressions 0 0 0 8 4 5 6 37
Model instability in predictive exchange rate regressions 0 0 0 13 7 7 7 49
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 1 29 7 11 26 49
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 5 10 53 7 19 40 87
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 2 2 4 77
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 4 5 8 149
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 3 11 70
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 1 4 11 126
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 78 3 4 4 90
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 3 4 9 23
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 2 4 6 15
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 4 8 23
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 1 27 4 10 14 61
Risky Oil: It's All in the Tails 0 0 2 13 3 6 11 38
Risky Oil: It's All in the Tails 0 1 3 4 6 9 25 28
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 1 1 2 88
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 3 6 9 65
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 4 7 10 79
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 3 7 9 46
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 1 3 3 136
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 2 3 3 32
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 4 7 8 37
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 8 11 12 37
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 3 5 7 66
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 5 11 15 74
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 8 10 17 248
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 59 12 19 23 144
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 31 4 6 9 92
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 53 4 9 12 342
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 4 8 10 42
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 4 5 16 53
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 4 7 10 53
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 2 4 5 36
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 1 4 8 35
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 7 11 15 103
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 6 12 26
The Distributional Effects of Economic Uncertainty 0 0 8 11 12 19 32 40
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 4 107 3 8 16 254
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 5 9 10 34
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 3 3 36
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 2 5 12 41
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 1 5 9 42
The impact of macroprudential policies on capital flows in CESEE 0 0 1 20 4 7 10 50
The macroeconomic effects of international uncertainty 0 0 6 77 3 6 20 142
The macroeconomic effects of international uncertainty shocks 0 1 1 42 4 9 11 121
The macroeconomic effects of international uncertainty shocks 0 0 0 21 6 8 12 83
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 14 16 21 74
The role of US based FDI flows for global output dynamics 0 0 1 11 5 8 14 41
The role of US based FDI flows for global output dynamics 0 0 0 31 7 9 11 59
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 5 6 8 54
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 4 9 10 55
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 3 4 7 36
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 3 8 11 41
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 4 5 65
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 2 47
Threshold cointegration and adaptive shrinkage 0 0 0 30 6 7 9 47
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 3 7 9 92
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 16 23 23 51
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 3 4 7 89
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 7 8 9 97
US Monetary Policy in a Globalized World 0 0 0 50 6 8 12 66
US Monetary Policy in a Globalized World 0 0 0 18 1 3 5 31
US Monetary Policy in a Globalized World 0 0 0 45 2 3 6 163
US Monetary Policy in a Globalized World 0 0 0 13 3 5 8 74
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 3 7 12 132
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 6 9 12 58
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 104 7 10 11 131
Total Working Papers 5 25 162 5,580 636 1,112 1,801 10,968

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 0 15 5 8 10 87
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 4 6 10 32
A shot for the US economy 0 0 1 4 2 5 8 19
A tale of two tails: 130 years of growth at risk 0 0 5 6 9 12 21 24
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 1 4 3 5 13 22
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 2 2 8 52 5 7 25 113
Are Phillips curves in CESEE still alive and well behaved? 0 0 1 5 7 7 11 27
Bayesian forecasting in economics and finance: A modern review 0 2 6 11 12 31 58 72
Bayesian neural networks for macroeconomic analysis 0 1 2 2 6 57 70 70
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 3 7 21 185
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 5 9 11 20
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 7 11 11 34
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 2 8 0 1 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 3 7 8 10
Debt regimes and the effectiveness of monetary policy 1 3 4 48 6 11 29 174
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 1 1 21 4 9 10 81
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 18 4 4 8 99
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 4 5 13 15 23 25
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 3 7 14 39
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 6 9 10 32
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 2 7 2 8 10 19
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 2 14 15 18 20
Financial markets and legal challenges to unconventional monetary policy 0 0 3 7 3 4 12 23
Forecasting euro area inflation using a huge panel of survey expectations 0 0 7 17 3 7 23 36
Forecasting exchange rates using multivariate threshold models 0 0 2 51 7 11 14 207
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 1 2 19 7 12 24 82
Fragility and the effect of international uncertainty shocks 0 0 0 29 3 8 10 95
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 1 1 8 12 23 25
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 1 1 7 7 8 13 30
Global prediction of recessions 0 0 1 22 3 4 8 78
How important are global factors for understanding the dynamics of international capital flows? 0 0 1 44 2 6 12 122
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 3 5 12 87 9 23 38 260
Human capital accumulation and long†term income growth projections for European regions 0 0 1 5 3 4 6 27
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 2 30 2 7 14 101
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 9 11 15 36
International effects of a compression of euro area yield curves 0 1 2 32 4 11 22 126
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 6 6 12 12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 9 13 17 18
Machine learning the macroeconomic effects of financial shocks 1 3 8 8 7 10 16 16
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 2 5 41 3 13 33 145
Model instability in predictive exchange rate regressions 0 0 0 5 2 6 9 51
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 4 6 9 137
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 1 6 5 8 13 28
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 7 7 12 42
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 3 3 6 45
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 2 4 9 27
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 1 4 7 83
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 7 13 19 35
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 4 6 10 52
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 0 1 5 6 7 9
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 5 5 7 24
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 2 16 4 10 17 74
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 5 7 16 45
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 5 8 10 57
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 3 9 12 22
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 5 6 10 33
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 2 7 2 2 5 24
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 4 7 14 30
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 1 5 2 4 6 13
The impact of labor cost growth on inflation in selected CESEE countries 0 3 6 45 9 16 27 215
The impact of macroprudential policies on capital flows in CESEE 0 1 2 23 2 8 16 74
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 3 5 28 288 12 14 61 652
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 5 9 13 43
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 6 6 8 86
Threshold cointegration in international exchange rates:A Bayesian approach 1 1 2 35 7 10 16 97
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 4 5 8 78
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 2 7 52 99
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 1 13 4 4 7 75
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 2 4 7 182
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 4 6 7 71
Total Journal Articles 11 34 146 1,390 350 631 1,136 5,187

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 16 4 7 34 38
Total Chapters 1 2 15 16 4 7 34 38

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Statistics updated 2026-02-12