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 3 12 118
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 2 2 5 101
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 3 6 7 68
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 3 4 6 91
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 0 2 72
A tale of two tails: 130 years of growth-at-risk 0 1 1 30 3 4 16 47
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 0 45 3 4 6 48
Adaptive shrinkage in Bayesian vector autoregressive models 1 1 3 79 7 8 13 120
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 1 7 9 60
Asymmetries in Financial Spillovers 2 3 12 22 9 14 34 46
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 3 90 6 13 22 231
Bayesian Forecasting in Economics and Finance: A Modern Review 0 1 3 81 3 10 22 90
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 2 76 2 9 15 77
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 1 1 38 0 1 5 58
Bayesian Modeling of TVP-VARs Using Regression Trees 0 2 3 113 2 11 18 66
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 2 90 2 5 8 47
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 2 6 10 61
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 3 10 16 22
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 0 7 15 59
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 5 6 8 20
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 2 6 12 20
Beware of large shocks! A non-parametric structural inflation model 0 0 13 13 7 12 32 32
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 3 5 8 54
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 1 1 4 29
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 2 3 51
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 2 5 8 26
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 1 5 5 98
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 0 1 4 47
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 3 6 7 81
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 3 7 10 101
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 3 5 6 56
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 2 2 7 10
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 1 3 6 43
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 3 5 39
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 1 18 1 2 9 47
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 1 2 4 44
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 0 61 2 5 5 68
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 1 2 12 73
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 2 7 15
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 3 5 23
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 2 5 22
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 34 2 9 12 87
Forecasting Natural Gas Prices in Real Time 0 1 18 18 0 7 44 52
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 0 2 5 114
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 3 5 10 96
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 3 10 65
Forecasting euro area inflation using a huge panel of survey expectations 0 4 5 41 1 8 11 45
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 1 218 6 15 20 696
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 153 0 4 8 103
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 3 3 3 5 10
General Bayesian time-varying parameter VARs for modeling government bond yields 0 1 2 48 1 3 8 51
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 6 34
General Seemingly Unrelated Local Projections 0 0 2 12 3 5 12 18
Global Prediction of Recessions 0 0 0 39 3 5 6 72
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 2 5 8 25
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 2 4 5 72
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 1 3 14 34
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 2 5 6 179
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 12 1 1 4 45
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 3 5 9 108
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 6 8 11 30
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 2 6 16 103
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 2 3 4 76
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 1 2 87 2 5 8 156
International effects of a compression of euro area yield curves 0 0 0 48 0 1 5 85
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 101 0 3 6 239
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 2 4 5 45
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 0 4 5 12
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 2 4 6 55
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 5 9 9
Machine Learning the Macroeconomic Effects of Financial Shocks 1 1 28 29 5 7 28 35
Measuring Shocks to Central Bank Independence using Legal Rulings 0 1 2 20 0 3 7 14
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 2 2 4 145
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 1 2 2 13
Model instability in predictive exchange rate regressions 0 0 0 28 3 3 4 48
Model instability in predictive exchange rate regressions 0 0 0 13 0 0 0 42
Model instability in predictive exchange rate regressions 0 0 0 8 1 1 2 33
Model instability in predictive exchange rate regressions 0 0 0 39 1 2 4 67
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 1 29 1 5 19 42
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 4 5 9 52 9 16 33 80
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 0 0 1 59 0 1 4 145
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 2 10 69
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 1 3 12 125
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 78 0 1 1 87
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 3 7 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 2 4 13
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 3 3 7 22
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 1 27 1 7 10 57
Risky Oil: It's All in the Tails 0 0 2 13 1 5 9 35
Risky Oil: It's All in the Tails 1 1 3 4 2 5 19 22
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 0 0 1 87
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 3 4 6 62
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 4 6 43
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 2 4 6 75
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 0 2 2 135
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 2 3 4 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 2 4 4 33
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 1 1 30
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 2 3 4 63
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 2 6 10 69
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 2 5 9 240
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 59 4 8 11 132
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 31 2 3 5 88
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 53 2 6 9 338
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 4 4 6 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 8 13 49
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 1 2 3 34
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 1 6 6 49
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 1 6 7 34
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 0 2 8 22
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 5 9 96
The Distributional Effects of Economic Uncertainty 0 2 9 11 5 9 21 28
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 4 107 5 5 13 251
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 2 2 35
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 3 4 5 29
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 1 4 8 41
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 3 5 10 39
The impact of macroprudential policies on capital flows in CESEE 0 0 1 20 2 4 6 46
The macroeconomic effects of international uncertainty 0 0 6 77 2 4 17 139
The macroeconomic effects of international uncertainty shocks 0 0 0 21 2 2 7 77
The macroeconomic effects of international uncertainty shocks 0 1 1 42 4 5 7 117
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 4 7 60
The role of US based FDI flows for global output dynamics 0 0 1 11 3 5 9 36
The role of US based FDI flows for global output dynamics 0 0 0 31 1 2 4 52
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 0 2 3 49
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 4 5 7 51
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 2 4 33
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 5 8 38
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 2 3 5 64
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 2 47
Threshold cointegration and adaptive shrinkage 0 0 0 30 1 2 3 41
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 4 7 89
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 1 1 2 90
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 1 7 7 35
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 0 2 4 86
US Monetary Policy in a Globalized World 0 0 0 50 1 3 8 60
US Monetary Policy in a Globalized World 0 0 0 18 2 3 4 30
US Monetary Policy in a Globalized World 0 0 0 13 2 4 5 71
US Monetary Policy in a Globalized World 0 0 0 45 0 1 4 161
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 3 4 9 129
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 1 104 2 3 5 124
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 2 3 6 52
Total Working Papers 9 29 180 5,575 265 617 1,218 10,332

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 1 15 1 4 7 82
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 3 6 28
A shot for the US economy 0 0 1 4 3 4 6 17
A tale of two tails: 130 years of growth at risk 0 0 6 6 2 4 13 15
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 1 1 1 4 2 2 10 19
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 7 50 1 3 21 108
Are Phillips curves in CESEE still alive and well behaved? 0 0 1 5 0 2 5 20
Bayesian forecasting in economics and finance: A modern review 1 3 6 11 15 26 46 60
Bayesian neural networks for macroeconomic analysis 0 1 2 2 42 54 64 64
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 2 5 19 182
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 1 4 4 27
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 4 5 6 15
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 2 8 0 2 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 4 4 5 7
Debt regimes and the effectiveness of monetary policy 2 2 3 47 3 7 23 168
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 1 1 1 21 4 5 6 77
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 18 0 0 4 95
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 2 4 5 2 4 10 12
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 3 4 11 36
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 1 3 4 26
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 2 7 4 6 8 17
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 1 2 2 1 2 6 6
Financial markets and legal challenges to unconventional monetary policy 0 0 3 7 0 2 10 20
Forecasting euro area inflation using a huge panel of survey expectations 0 0 9 17 0 4 22 33
Forecasting exchange rates using multivariate threshold models 0 0 2 51 2 5 7 200
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 1 2 19 0 10 17 75
Fragility and the effect of international uncertainty shocks 0 0 0 29 1 5 9 92
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 1 1 1 5 17 17
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 1 1 7 0 2 6 23
Global prediction of recessions 0 0 1 22 0 2 5 75
How important are global factors for understanding the dynamics of international capital flows? 0 1 2 44 2 6 11 120
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 1 4 10 84 6 18 30 251
Human capital accumulation and long†term income growth projections for European regions 0 1 1 5 0 2 3 24
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 3 30 3 6 14 99
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 2 4 6 27
International effects of a compression of euro area yield curves 1 1 4 32 2 10 21 122
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 0 0 6 6
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 4 8 9
Machine learning the macroeconomic effects of financial shocks 2 2 7 7 3 3 9 9
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 2 2 8 41 7 10 34 142
Model instability in predictive exchange rate regressions 0 0 0 5 1 5 7 49
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 0 2 5 133
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 2 6 1 4 9 23
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 0 5 35
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 0 3 42
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 2 2 7 25
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 2 4 6 82
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 4 6 12 28
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 2 6 48
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 1 2 4
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 3 19
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 2 16 3 7 13 70
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 2 2 11 40
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 3 4 5 52
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 2 7 9 19
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 1 5 28
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 2 7 0 0 3 22
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 1 1 7 3 6 10 26
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 1 5 2 2 4 11
The impact of labor cost growth on inflation in selected CESEE countries 2 3 6 45 4 8 18 206
The impact of macroprudential policies on capital flows in CESEE 0 2 2 23 5 9 14 72
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 0 3 27 285 0 6 52 640
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 4 8 38
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 0 0 2 80
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 1 34 1 5 10 90
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 1 2 4 74
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 5 5 50 97
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 1 13 0 1 4 71
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 1 3 5 180
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 2 2 5 67
Total Journal Articles 13 34 152 1,379 172 351 821 4,837

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 15 15 2 7 31 34
Total Chapters 0 1 15 15 2 7 31 34

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Statistics updated 2026-01-09