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 3 24 0 0 10 36
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 48 0 1 5 79
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 1 1 3 46 2 5 17 45
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 58 0 1 3 77
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 5 32 0 1 14 27
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 2 39 0 0 4 26
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 3 71 2 2 17 83
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 26 26 26 26 8 8 8 8
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 4 7 42 42 11 19 59 59
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 1 9 28 0 4 26 35
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 1 2 14 14 7 9 29 29
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 13 34 1 1 26 34
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 2 4 16
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 1 62 0 0 5 88
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 1 1 1 1 3 6 12 29
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 0 2 10 66
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 1 20 1 2 6 82
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 1 32 0 0 7 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 26 26 0 2 21 21
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 21 21 0 0 17 17
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 0 12 3 3 8 20
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 3 83 4 6 12 34
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 1 1 5 54 6 11 21 43
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 5 48 1 2 20 33
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 0 1 1 3 12
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 33 0 3 8 68
Forecasting with Bayesian Global Vector Autoregressions 0 0 2 60 0 1 11 122
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 2 2 12 183 6 10 40 576
General Bayesian time-varying parameter VARs for predicting government bond yields 31 31 31 31 13 13 13 13
General Bayesian time-varying parameter VARs for predicting government bond yields 5 5 5 5 9 9 9 9
Global Prediction of Recessions 0 0 1 38 0 0 5 60
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 0 1 3 16
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 27 0 1 3 62
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 3 11 36 4 13 44 115
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 6 3 4 9 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 3 63 1 5 23 86
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 0 2 7
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 22 22 0 2 17 17
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 24 1 5 19 47
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 1 4 81 2 7 23 109
International effects of a compression of euro area yield curves 0 0 3 41 0 3 19 56
International housing markets, unconventional monetary policy and the zero lower bound 0 0 9 80 2 11 37 137
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 1 35
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 1 3 24 24 4 10 46 46
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 0 0 0 7
Model instability in predictive exchange rate regressions 0 0 0 8 1 2 8 26
Model instability in predictive exchange rate regressions 0 0 0 13 0 2 11 35
Model instability in predictive exchange rate regressions 0 0 0 28 1 7 14 33
Model instability in predictive exchange rate regressions 0 0 2 39 0 4 16 57
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 4 70 70 0 12 42 42
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 45 45 45 7 27 27 27
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 0 4 18 92
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 1 74 2 3 8 63
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 23 23 23 4 17 19 19
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 39 0 3 10 45
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 52 0 1 7 81
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 21 0 0 3 28
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 50 2 3 7 66
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 1 46 2 3 12 121
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 1 6 0 1 3 24
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 0 1 13
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 2 22 0 0 5 23
Sparse Bayesian vector autoregressions in huge dimensions 0 0 1 38 0 0 9 44
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 1 4 14 116 2 8 30 188
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 1 1 1 29 2 3 7 37
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 4 40 1 5 28 282
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 28 1 5 14 46
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 56 1 4 17 92
Stochastic model specification in Markov switching vector error correction models 0 0 0 30 0 1 3 31
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 1 22
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 13 0 1 4 25
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 3 19 0 1 7 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 34 34 34 34 10 10 10 10
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 1 5 86 0 3 16 206
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 2 41 0 0 2 30
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 1 32 0 1 3 20
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 16 0 1 4 21
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 24 1 3 10 24
The macroeconomic effects of international uncertainty 0 0 8 63 3 4 37 71
The macroeconomic effects of international uncertainty shocks 0 0 2 40 0 1 15 97
The macroeconomic effects of international uncertainty shocks 0 0 3 20 0 1 10 56
The regional transmission of uncertainty shocks on income inequality in the United States 0 1 3 29 2 3 12 44
The role of US based FDI flows for global output dynamics 0 0 0 7 0 1 5 20
The role of US based FDI flows for global output dynamics 0 0 0 31 0 1 1 47
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 11 0 0 6 39
The shortage of safe assets in the US investment portfolio: Some international evidence 0 1 3 5 0 1 10 39
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 2 15 1 5 15 44
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 1 4 1 3 5 25
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 2 10 0 3 11 26
Threshold cointegration and adaptive shrinkage 0 0 0 43 0 1 4 33
Threshold cointegration and adaptive shrinkage 0 0 0 29 1 1 3 31
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 0 7 75
Trend Fundamentals and Exchange Rate Dynamics 0 0 5 64 1 4 38 72
Trend Fundamentals and Exchange Rate Dynamics 0 0 1 25 0 0 3 21
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 49 0 0 2 71
US Monetary Policy in a Globalized World 0 0 0 17 0 0 2 23
US Monetary Policy in a Globalized World 0 0 2 11 0 0 5 52
US Monetary Policy in a Globalized World 0 1 1 38 2 7 16 137
US Monetary Policy in a Globalized World 0 0 0 50 1 1 5 50
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 1 25 1 2 13 92
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 102 1 1 13 114
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 41 0 0 9 37
Total Working Papers 109 201 558 3,674 146 361 1,319 5,883


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 6 0 12 20 43
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 1 0 4 9 9
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 5 8 0 2 12 23
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 5 36 1 2 13 140
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 3 4 0 1 9 17
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 2 2 2
Debt regimes and the effectiveness of monetary policy 1 5 8 24 1 7 24 85
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 1 1 4 13 1 1 9 48
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 1 1 1 12 1 1 8 69
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 0 2 2 2 2
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 1 0 0 3 19
Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions 0 0 5 102 2 3 15 221
Forecasting exchange rates using multivariate threshold models 0 0 0 44 4 9 25 175
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 0 6 1 1 6 28
Fragility and the effect of international uncertainty shocks 1 3 8 8 8 17 34 34
Global prediction of recessions 0 0 2 20 0 1 5 64
How important are global factors for understanding the dynamics of international capital flows? 4 8 15 15 8 18 35 35
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 2 13 56 4 11 52 173
Human capital accumulation and long†term income growth projections for European regions 0 0 0 2 1 1 6 14
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 7 7 0 3 24 24
International effects of a compression of euro area yield curves 0 2 8 8 2 10 27 28
Model instability in predictive exchange rate regressions 0 0 2 2 1 9 18 20
Modeling the evolution of monetary policy rules in CESEE 0 1 3 35 0 3 14 101
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 1 6 1 1 4 25
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 1 2 2 1 2 10 10
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 0 0 3 74
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 4 1 3 8 29
Sparse Bayesian vector autoregressions in huge dimensions 1 2 3 3 1 3 6 6
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 2 5 1 2 16 27
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 1 7 0 1 8 36
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 2 3 0 0 5 14
The impact of labor cost growth on inflation in selected CESEE countries 0 0 8 14 7 13 44 59
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 2 8 24 124 4 12 50 312
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 0 2 2 2 2
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 9 0 0 8 64
Threshold cointegration in international exchange rates:A Bayesian approach 0 3 11 21 2 8 29 48
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 1 2 19 0 2 8 56
Trend Fundamentals and Exchange Rate Dynamics 0 0 2 2 2 3 10 10
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 1 2 2 9 3 4 16 47
Understanding the drivers of capital flows into the CESEE countries 0 1 5 45 1 2 24 151
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 2 15 0 2 11 60
Total Journal Articles 12 41 158 715 63 180 634 2,404


Statistics updated 2021-04-06