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 1 6 59 2 6 14 122
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 3 13 13 112
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 1 1 1 53 5 14 18 79
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 0 4 6 92
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 2 3 74
A tale of two tails: 130 years of growth-at-risk 0 0 1 30 0 7 11 51
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 1 1 46 4 11 13 56
Adaptive shrinkage in Bayesian vector autoregressive models 0 1 2 79 0 11 14 124
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 2 5 12 64
Asymmetries in Financial Spillovers 7 9 19 29 9 24 45 61
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 3 90 1 9 24 234
Bayesian Forecasting in Economics and Finance: A Modern Review 1 1 4 82 4 16 32 103
Bayesian Forecasting in the 21st Century: A Modern Review 1 1 3 77 2 9 20 84
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 5 10 63
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 113 0 5 19 69
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 90 2 6 12 51
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 2 8 15 67
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 1 4 18 63
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 3 15 25 34
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 1 11 13 26
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 2 7 15 25
Beware of large shocks! A non-parametric structural inflation model 0 1 14 14 1 16 41 41
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 0 6 11 57
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 1 6 9 34
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 4 10 13 61
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 5 13 17 37
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 4 8 101
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 1 4 7 51
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 2 7 12 105
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 4 12 16 90
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 2 8 11 61
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 0 2 7 44
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 8 12 16
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 7 12 46
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 1 2 19 1 8 15 54
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 3 10 12 53
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 0 61 1 6 9 72
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 2 9 11 81
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 2 5 7 27
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 7 10 22
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 4 6 10 28
Forecasting Global Equity Indices using Large Bayesian VARs 1 1 1 35 2 7 17 92
Forecasting Natural Gas Prices in Real Time 0 0 5 18 5 18 50 70
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 4 9 118
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 6 15 70
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 0 5 41 0 4 13 48
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 1 218 1 16 28 706
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 0 6 6 13
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 2 154 1 5 11 108
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 1 7 14 57
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 0 3 7 36
General Seemingly Unrelated Local Projections 0 0 1 12 4 17 23 32
Global Prediction of Recessions 0 0 0 39 1 10 12 79
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 0 18 23 41
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 0 8 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 2 10 22 43
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 1 4 8 181
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 1 12 16 117
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 2 7 9 51
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 3 12 15 36
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 2 8 19 109
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 2 87 3 9 14 163
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 1 7 8 81
International effects of a compression of euro area yield curves 0 0 0 48 1 12 14 97
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 101 0 3 8 242
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 6 9 49
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 2 4 55
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 6 10 18
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 7 12 15
Machine Learning the Macroeconomic Effects of Financial Shocks 1 2 6 30 2 11 23 41
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 2 20 3 8 14 22
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 1 7 8 150
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 0 1 2 13
Model instability in predictive exchange rate regressions 0 0 0 39 0 5 7 71
Model instability in predictive exchange rate regressions 0 0 0 8 0 5 6 37
Model instability in predictive exchange rate regressions 0 0 0 28 0 8 9 53
Model instability in predictive exchange rate regressions 0 0 0 13 0 7 7 49
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 1 29 5 13 20 54
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 5 8 53 1 17 36 88
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 3 4 78
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 2 6 9 151
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 5 8 14 75
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 2 4 11 128
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 78 2 5 6 92
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 4 7 23
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 4 9 24
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 2 5 8 17
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 1 27 0 5 14 61
Risky Oil: It's All in the Tails 0 1 3 4 2 10 27 30
Risky Oil: It's All in the Tails 0 0 2 13 4 8 14 42
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 6 9 65
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 1 2 3 89
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 6 10 15 52
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 3 9 13 82
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 2 3 5 138
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 0 10 12 37
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 6 8 37
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 4 6 7 36
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 5 6 66
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 1 8 16 75
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 2 12 19 250
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 53 2 8 14 344
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 31 5 11 13 97
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 59 1 17 24 145
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 8 9 42
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 5 16 54
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 0 3 5 36
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 1 6 11 54
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 2 8 35
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 11 16 105
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 8 15 30
The Distributional Effects of Economic Uncertainty 0 0 8 11 4 21 36 44
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 4 107 0 8 14 254
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 8 16 18 42
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 2 4 5 38
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 2 7 13 43
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 3 5 10 45
The impact of macroprudential policies on capital flows in CESEE 0 0 1 20 1 7 11 51
The macroeconomic effects of international uncertainty 0 0 6 77 0 5 18 142
The macroeconomic effects of international uncertainty shocks 0 0 1 42 0 8 9 121
The macroeconomic effects of international uncertainty shocks 0 0 0 21 2 10 13 85
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 3 17 22 77
The role of US based FDI flows for global output dynamics 0 0 1 11 1 9 13 42
The role of US based FDI flows for global output dynamics 0 0 0 31 4 12 14 63
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 4 9 12 58
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 2 10 12 57
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 5 11 42
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 3 6 36
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 2 5 6 67
Threshold cointegration and adaptive shrinkage 0 0 0 45 1 1 3 48
Threshold cointegration and adaptive shrinkage 0 0 0 30 1 8 9 48
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 2 5 8 91
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 10 27 33 61
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 3 9 92
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 3 11 12 100
US Monetary Policy in a Globalized World 0 0 0 13 1 6 8 75
US Monetary Policy in a Globalized World 0 0 0 45 2 4 6 165
US Monetary Policy in a Globalized World 0 0 0 50 0 7 11 66
US Monetary Policy in a Globalized World 0 0 0 18 1 4 6 32
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 1 7 10 133
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 104 1 10 12 132
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 7 15 18 65
Total Working Papers 13 27 150 5,593 251 1,152 1,906 11,219

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 6 12 16 93
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 2 7 11 34
A shot for the US economy 0 0 1 4 1 6 9 20
A tale of two tails: 130 years of growth at risk 0 0 5 6 3 14 24 27
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 1 4 0 5 12 22
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 2 7 52 1 7 22 114
Are Phillips curves in CESEE still alive and well behaved? 0 0 1 5 1 8 11 28
Bayesian forecasting in economics and finance: A modern review 0 1 5 11 4 31 60 76
Bayesian neural networks for macroeconomic analysis 0 0 2 2 5 53 75 75
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 0 5 9 185
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 2 10 13 36
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 9 10 20
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 2 8 1 1 5 42
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 2 9 10 12
Debt regimes and the effectiveness of monetary policy 1 4 5 49 6 15 34 180
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 1 1 21 0 8 10 81
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 18 0 4 8 99
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 4 5 1 16 24 26
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 7 14 40
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 2 9 11 34
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 7 1 7 10 20
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 2 4 19 20 24
Financial markets and legal challenges to unconventional monetary policy 0 0 2 7 1 4 11 24
Forecasting euro area inflation using a huge panel of survey expectations 1 1 7 18 2 5 22 38
Forecasting exchange rates using multivariate threshold models 0 0 2 51 5 14 19 212
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 2 19 6 13 28 88
Fragility and the effect of international uncertainty shocks 0 0 0 29 0 4 10 95
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 3 12 25 28
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 8 14 31
Global prediction of recessions 0 0 1 22 0 3 8 78
How important are global factors for understanding the dynamics of international capital flows? 0 0 1 44 2 6 14 124
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 4 10 87 1 16 36 261
Human capital accumulation and long†term income growth projections for European regions 0 0 1 5 2 5 7 29
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 2 30 2 7 15 103
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 1 12 16 37
International effects of a compression of euro area yield curves 0 1 1 32 2 8 21 128
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 1 7 11 13
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 12 18 20
Machine learning the macroeconomic effects of financial shocks 1 4 9 9 3 13 19 19
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 2 4 41 1 11 32 146
Model instability in predictive exchange rate regressions 0 0 0 5 2 5 11 53
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 2 6 8 139
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 1 6 0 6 11 28
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 8 12 43
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 1 4 6 46
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 2 6 11 29
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 1 4 8 84
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 2 13 20 37
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 6 11 53
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 6 7 10
Sparse Bayesian vector autoregressions in huge dimensions 1 1 1 5 2 7 8 26
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 2 16 0 7 17 74
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 0 7 14 45
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 2 10 12 59
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 1 6 13 23
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 3 8 12 36
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 2 7 1 3 5 25
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 2 9 15 32
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 1 5 0 4 5 13
The impact of labor cost growth on inflation in selected CESEE countries 0 2 6 45 1 14 28 216
The impact of macroprudential policies on capital flows in CESEE 0 0 2 23 1 8 16 75
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 1 4 23 289 5 17 54 657
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 7 13 44
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 1 7 8 87
Threshold cointegration in international exchange rates:A Bayesian approach 0 1 2 35 1 9 17 98
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 1 6 9 79
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 2 9 49 101
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 1 13 0 4 6 75
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 2 5 9 184
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 4 10 10 75
Total Journal Articles 5 29 136 1,395 121 643 1,169 5,308

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 0 1 13 16 0 6 30 38
Total Chapters 0 1 13 16 0 6 30 38

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