Access Statistics for Florian Huber

Author contact details at EconPapers.

Working Paper 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 43 5 6 13 28
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 1 1 4 48 1 2 21 73
A Multi-country Approach to Analysing the Euro Area Output Gap 1 3 10 58 3 5 21 74
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 1 1 1 1 2 2 2 2
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 37 1 1 6 22
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 1 68 0 0 8 66
Dealing with cross-country heterogeneity in panel VARs using finite mixture models 0 1 2 21 2 7 12 25
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 1 1 23 0 3 5 10
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 0 1 1 5 17
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 61 2 4 10 83
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 3 19 1 3 15 76
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 2 35 2 4 12 55
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 1 31 1 2 9 39
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 1 1 10 10 4 7 9 9
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 22 80 80 3 17 21 21
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 47 48 48 4 15 16 16
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 12 43 43 0 8 12 12
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 0 1 2 4 8
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 33 1 2 5 60
Forecasting with Bayesian Global Vector Autoregressions 1 2 5 58 5 9 28 110
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 1 1 3 168 4 7 29 532
Global Prediction of Recessions 0 1 3 37 0 2 10 55
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 26 3 3 9 58
Growing Together? Projecting Income Growth in Europe at the Regional Level 1 1 1 7 2 2 3 13
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 2 6 24 4 13 42 66
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 3 58 58 4 10 55 55
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 4 4 3 8 16 16
Inducing sparsity and shrinkage in time-varying parameter models 1 6 6 6 1 4 4 4
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 23 0 2 8 27
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 77 1 4 12 79
International effects of a compression of euro area yield curves 0 3 37 37 3 11 34 34
International housing markets, unconventional monetary policy and the zero lower bound 1 3 9 70 3 9 28 97
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 3 6 49 0 5 13 34
Measuring the impact of unconventional monetary policy on the US business cycle 1 1 2 4 1 1 4 7
Model instability in predictive exchange rate regressions 2 2 4 13 3 6 13 23
Model instability in predictive exchange rate regressions 1 1 4 28 2 3 14 19
Model instability in predictive exchange rate regressions 1 2 5 37 1 4 21 39
Model instability in predictive exchange rate regressions 0 1 1 8 1 4 11 17
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 2 43 5 12 40 72
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 2 73 2 7 18 55
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 1 3 38 1 5 20 34
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 51 0 2 18 72
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 1 21 1 1 5 22
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 1 49 0 2 14 57
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 1 45 3 4 15 109
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 1 20 0 2 11 18
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 1 1 5 1 2 5 21
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 1 3 5 0 5 8 11
Sparse Bayesian vector autoregressions in huge dimensions 1 4 6 37 2 9 20 34
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 1 1 6 28 2 4 18 27
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 3 5 36 96 7 14 101 144
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 28 1 1 10 31
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 1 3 36 3 7 17 251
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 3 3 4 56 4 4 19 73
Stochastic model specification in Markov switching vector error correction models 0 0 1 30 2 5 17 27
Stochastic model specification in Markov switching vector error correction models 1 3 6 18 4 8 15 21
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 16 0 0 8 24
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 13 1 1 5 19
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 1 11 78 2 4 24 187
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 1 39 0 3 6 28
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 1 4 30 1 3 8 16
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 4 14 1 3 13 16
The dynamic impact of monetary policy on regional housing prices in the United States 0 1 3 24 1 3 11 14
The macroeconomic effects of international uncertainty 2 4 51 51 4 11 26 26
The macroeconomic effects of international uncertainty shocks 1 2 9 37 2 6 29 78
The macroeconomic effects of international uncertainty shocks 0 0 4 16 4 6 11 42
The regional transmission of uncertainty shocks on income inequality in the United States 0 1 9 26 0 5 25 29
The role of US based FDI flows for global output dynamics 0 0 1 7 1 1 6 15
The role of US based FDI flows for global output dynamics 0 0 2 31 2 3 9 46
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 1 2 1 2 7 28
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 3 11 0 0 11 32
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 8 3 6 14 14
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 3 1 6 14 20
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 2 3 13 6 11 21 29
Threshold cointegration and adaptive shrinkage 0 0 0 29 3 3 7 27
Threshold cointegration and adaptive shrinkage 0 0 0 43 4 5 10 29
Trend Fundamentals and Exchange Rate Dynamics 0 0 1 24 1 1 6 18
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 36 2 3 11 67
Trend Fundamentals and Exchange Rate Dynamics 0 55 56 56 3 21 22 22
Trend Fundamentals and Exchange Rate Dynamics 0 1 2 48 0 2 11 68
US Monetary Policy in a Globalized World 0 0 1 9 0 3 9 46
US Monetary Policy in a Globalized World 0 0 0 50 2 2 4 45
US Monetary Policy in a Globalized World 0 0 2 36 0 4 20 118
US Monetary Policy in a Globalized World 0 0 0 17 0 0 4 20
Unconventional US Monetary Policy: New Tools Same Channels? 0 1 2 24 3 6 22 78
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 1 41 0 2 7 27
Unconventional US Monetary Policy: New Tools, Same Channels? 1 1 1 102 8 9 11 100
Total Working Papers 27 211 613 3,006 169 427 1,323 4,388


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 1 4 5 2 6 14 23
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 3 3 1 3 9 9
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 1 2 3 31 2 4 18 127
Changes in US Monetary Policy and Its Transmission over the Last Century 0 1 1 1 1 7 7 7
Debt regimes and the effectiveness of monetary policy 0 2 8 12 4 11 38 55
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 3 5 9 0 5 10 37
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 1 3 11 1 5 16 59
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 1 1 1 0 1 7 16
Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions 1 3 14 92 5 8 27 201
Forecasting exchange rates using multivariate threshold models 0 1 2 43 2 13 36 145
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 2 3 3 6 3 4 8 22
Global prediction of recessions 0 4 7 18 1 6 15 58
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 8 13 19 42 12 19 42 119
Human capital accumulation and long†term income growth projections for European regions 0 1 2 2 0 1 3 8
Modeling the evolution of monetary policy rules in CESEE 1 3 7 32 3 6 22 87
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 1 4 4 0 2 11 20
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 1 2 17 0 3 8 71
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 1 4 4 0 4 19 19
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 1 2 2 0 2 8 8
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 1 1 6 0 1 9 27
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 1 1 1 0 1 8 8
The impact of labor cost growth on inflation in selected CESEE countries 2 2 2 2 3 4 4 4
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 2 6 28 95 5 13 58 251
The shortage of safe assets in the US investment portfolio: Some international evidence 0 1 4 9 1 4 14 53
Threshold cointegration in international exchange rates:A Bayesian approach 1 3 7 7 1 4 13 13
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 1 2 17 0 1 4 48
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 2 4 6 2 9 18 27
Understanding the drivers of capital flows into the CESEE countries 2 3 7 39 4 10 32 123
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 2 3 13 0 3 6 49
Total Journal Articles 20 65 153 530 53 160 484 1,694


Statistics updated 2020-02-04