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 2 60 0 1 12 127
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 0 17 19 3 3 44 46
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 1 2 21 120
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 2 54 0 0 25 87
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 0 0 7 94
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 1 24 24 24 1 13 13 13
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 33 1 1 7 79
A tale of two tails: 130 years of growth-at-risk 0 0 1 30 2 3 15 57
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 46 0 0 20 63
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 2 79 0 1 17 128
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 2 3 20 73
Asymmetries in Financial Spillovers 1 1 14 30 3 3 39 66
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 0 90 1 3 27 244
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 5 84 3 4 38 117
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 1 77 0 4 26 94
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 3 12 69
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 3 114 3 7 27 81
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 0 11 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 1 1 2 5 26 81
Bayesian Neural Networks for Macroeconomic Analysis 1 1 1 3 4 4 34 45
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 2 2 20 71
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 1 1 15 29
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 3 19 32
Beware of large shocks! A non-parametric structural inflation model 2 2 5 17 3 6 42 60
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 2 2 14 62
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 1 1 36 0 2 13 40
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 0 13 13
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 3 3 18 67
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 0 17 38
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 1 1 6 52
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 1 12 105
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 1 2 19 113
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 0 0 20 94
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 0 0 13 63
Double Descent and Benign Overfitting in Macroeconomic Forecasting 1 8 16 16 2 7 14 14
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 12 20
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 0 0 6 46
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 1 16 52
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 1 19 1 2 15 60
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 0 0 16 57
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 1 62 0 1 13 76
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 57 1 1 12 83
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 2 12 25
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 1 9 29
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 3 3 14 34
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 1 35 2 3 23 100
Forecasting Natural Gas Prices in Real Time 0 0 0 0 1 1 1 1
Forecasting Natural Gas Prices in Real Time 0 1 3 20 2 14 54 91
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 3 34 2 2 13 73
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 31 0 0 9 100
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 1 3 16 128
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 42 3 3 20 57
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 1 1 1 219 1 1 38 718
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 0 1 12 19
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 2 2 20 118
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 1 1 15 62
General Bayesian time-varying parameter VARs for predicting government bond yields 0 1 1 17 0 2 11 41
General Seemingly Unrelated Local Projections 0 2 4 16 3 5 32 44
Global Prediction of Recessions 0 0 0 39 2 2 21 88
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 0 0 26 46
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 0 1 15 83
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) 0 2 2 14 0 2 21 51
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 0 0 9 183
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 1 1 18 120
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 1 1 10 53
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 1 1 20 42
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 2 22 118
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 2 14 87
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 87 2 4 20 171
International effects of a compression of euro area yield curves 0 0 0 48 0 0 21 104
International housing markets, unconventional monetary policy and the zero lower bound 0 0 0 101 2 4 12 248
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 11 52
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 4 6 16 67
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 17 21
Machine Learning the Macroeconomic Effects of Financial Shocks 1 1 1 1 6 6 6 6
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 2 30 2 3 24 52
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 1 2 19 30
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 1 11 154
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 0 0 2 13
Model instability in predictive exchange rate regressions 0 0 0 28 0 1 9 54
Model instability in predictive exchange rate regressions 0 0 0 8 0 1 8 40
Model instability in predictive exchange rate regressions 0 0 0 39 0 0 9 74
Model instability in predictive exchange rate regressions 0 0 0 13 0 0 8 50
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 0 29 0 1 22 59
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 8 54 1 1 33 94
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 79 1 2 10 85
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 0 12 156
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 1 12 79
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 1 2 12 133
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 78 0 1 12 98
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 2 2 9 27
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 9 26
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 9 19
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 0 27 0 0 14 64
Risky Oil: It's All in the Tails 0 0 0 13 0 0 12 42
Risky Oil: It's All in the Tails 0 0 2 5 2 2 27 39
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 1 1 12 70
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 53 1 1 5 92
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 2 19 58
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 1 1 17 88
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 0 2 11 144
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 1 2 12 41
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 2 3 13 42
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 17 43
Sparse Bayesian vector autoregressions in huge dimensions 0 1 1 39 0 1 8 68
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 0 0 21 256
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 1 1 20 83
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 59 0 0 27 150
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 1 2 33 1 3 19 104
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 53 1 1 19 351
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 3 18 59
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 1 15 48
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 0 0 12 55
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 2 3 10 41
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 1 1 9 37
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 22 113
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 1 1 14 33
The Distributional Effects of Economic Uncertainty 0 0 0 0 2 2 2 2
The Distributional Effects of Economic Uncertainty 23 23 27 35 35 38 73 90
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 0 107 0 1 11 257
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 22 47
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 8 41
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 1 15 48
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 0 1 14 51
The impact of macroprudential policies on capital flows in CESEE 0 0 1 21 0 0 19 60
The macroeconomic effects of international uncertainty 0 0 0 77 0 1 15 150
The macroeconomic effects of international uncertainty shocks 0 0 0 21 0 1 17 91
The macroeconomic effects of international uncertainty shocks 0 0 1 42 2 2 14 126
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 1 2 26 81
The role of US based FDI flows for global output dynamics 0 0 0 31 1 1 23 72
The role of US based FDI flows for global output dynamics 0 0 0 11 1 1 14 45
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 1 1 20 66
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 1 1 17 63
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 12 0 0 8 39
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 8 69
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 1 10 43
Threshold cointegration and adaptive shrinkage 0 0 0 30 1 2 14 53
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 4 50
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 2 3 51 79
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 0 11 96
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 0 13 102
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 2 2 14 98
US Monetary Policy in a Globalized World 0 0 0 50 1 1 13 70
US Monetary Policy in a Globalized World 0 0 0 18 0 0 8 35
US Monetary Policy in a Globalized World 0 0 0 45 1 1 8 168
US Monetary Policy in a Globalized World 0 0 0 13 0 0 10 77
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 0 0 9 134
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 0 0 18 67
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 104 2 3 17 138
Total Working Papers 32 73 177 5,712 173 293 2,508 12,159

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 0 1 24 102
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 0 1 12 37
A shot for the US economy 0 0 1 4 0 1 14 26
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 0 1 13 29
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 1 7 53 2 6 25 126
Are Phillips curves in CESEE still alive and well behaved? 0 0 0 5 0 0 14 32
Bayesian forecasting in economics and finance: A modern review 1 1 7 14 3 27 81 113
Bayesian neural networks for macroeconomic analysis 1 2 4 5 3 9 88 97
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 0 1 13 190
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 0 2 16 39
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 0 12 22
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 0 8 1 3 14 53
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 11 14
Cross ionization mode chemical similarity prediction between tandem mass spectra in metabolomics 0 0 0 0 0 0 2 2
Debt regimes and the effectiveness of monetary policy 0 0 5 50 0 1 29 186
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 1 21 0 0 11 83
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 0 18 1 2 9 104
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 1 1 3 6 1 2 29 36
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 0 2 18 49
Experimental demonstration of logical magic state distillation 0 0 0 0 9 11 24 24
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 0 1 16 39
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 1 1 8 1 3 16 27
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 2 2 2 28 32
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 1 2 16 34
Forecasting Natural Gas Prices in Real Time 0 2 3 3 1 6 25 25
Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE 0 0 1 1 0 1 5 5
Forecasting euro area inflation using a huge panel of survey expectations 0 0 2 18 1 1 20 48
Forecasting exchange rates using multivariate threshold models 1 1 2 52 3 3 25 219
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 1 19 1 1 31 96
Fragility and the effect of international uncertainty shocks 0 0 0 29 0 2 15 101
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 2 5 31 42
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 4 20 40
Global prediction of recessions 0 0 0 22 0 1 11 83
How important are global factors for understanding the dynamics of international capital flows? 1 1 2 45 1 4 19 132
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 0 7 87 0 0 38 271
Human capital accumulation and long†term income growth projections for European regions 0 0 1 5 1 1 14 36
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 1 30 0 1 13 105
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 0 19 41
International effects of a compression of euro area yield curves 0 0 1 32 0 1 20 131
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 0 1 16 21
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 1 20 25
Machine learning the macroeconomic effects of financial shocks 1 2 8 12 1 3 27 31
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 1 3 42 2 6 31 163
Model instability in predictive exchange rate regressions 0 0 0 5 0 0 12 56
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 0 0 13 144
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 0 6 1 3 18 36
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 1 1 1 4 10 10
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 1 9 44
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING 0 0 1 1 3 4 24 24
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 2 10 52
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 0 8 1 4 12 35
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 0 2 9 87
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 1 1 22 44
Sensitive neoantigen discovery by real-time mutanome-guided immunopeptidomics 0 0 0 0 0 4 12 12
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 1 2 8 1 3 12 58
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 0 1 0 0 7 10
Sparse Bayesian vector autoregressions in huge dimensions 0 0 1 5 0 0 12 31
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 1 16 0 1 16 78
Stochastic model specification in Markov switching vector error correction models 0 1 2 12 2 4 16 54
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 0 1 14 62
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 0 3 1 1 15 27
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 2 10 2 3 22 48
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 1 7 0 0 4 25
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 0 2 20 40
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 1 5 0 0 7 15
The impact of labor cost growth on inflation in selected CESEE countries 0 2 5 47 0 7 33 230
The impact of macroprudential policies on capital flows in CESEE 0 0 3 24 1 3 26 87
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 0 0 10 290 1 1 39 671
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 12 1 1 15 49
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 1 1 12 92
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 3 36 0 1 18 102
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 0 0 8 80
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 2 3 33 122
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 0 13 4 4 14 84
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 0 0 13 189
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 0 0 15 80
Total Journal Articles 9 19 100 1,422 61 181 1,457 5,889
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Macroeconomic forecasting using BVARs 1 1 7 20 2 4 25 49
Total Chapters 1 1 7 20 2 4 25 49

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