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 1 3 60 1 5 13 127
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 0 19 19 0 10 43 43
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 1 2 54 0 6 25 87
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 1 3 20 119
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 0 2 8 94
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 21 21 21 21 6 6 6 6
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 3 7 78
A tale of two tails: 130 years of growth-at-risk 0 0 1 30 1 3 15 55
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 46 0 3 20 63
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 2 79 0 2 16 127
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 1 6 18 71
Asymmetries in Financial Spillovers 0 0 15 29 0 2 40 63
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 0 90 1 7 25 242
Bayesian Forecasting in Economics and Finance: A Modern Review 0 2 5 84 0 8 35 113
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 2 77 3 7 27 93
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 1 3 12 67
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 3 114 2 5 22 76
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 2 12 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 1 1 1 3 10 26 79
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 0 5 18 69
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 2 0 4 30 41
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 0 2 14 28
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 0 4 16 29
Beware of large shocks! A non-parametric structural inflation model 0 1 4 15 1 10 43 55
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 0 2 14 60
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 1 1 1 36 1 4 13 39
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 4 13 13
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 1 15 64
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 1 18 38
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 2 11 104
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 0 0 6 51
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 0 4 18 111
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 0 4 20 94
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 0 2 13 63
Double Descent and Benign Overfitting in Macroeconomic Forecasting 6 14 14 14 4 11 11 11
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 0 2 7 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 4 13 20
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 5 15 51
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 2 19 1 3 18 59
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 0 3 16 57
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 1 1 62 0 3 12 75
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 57 0 1 11 82
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 1 8 28
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 0 1 10 23
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 2 12 31
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 1 35 1 4 22 98
Forecasting Natural Gas Prices in Real Time 0 0 0 0 0 0 0 0
Forecasting Natural Gas Prices in Real Time 0 0 5 19 6 10 56 83
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 3 11 100
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 1 7 16 126
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 14 71
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 42 0 2 18 54
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 0 218 0 8 37 717
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 0 5 19 116
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 1 4 12 19
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 0 3 15 61
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 10 40
General Seemingly Unrelated Local Projections 1 1 3 15 1 4 28 40
Global Prediction of Recessions 0 0 0 39 0 3 19 86
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 0 3 15 82
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 0 4 27 46
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) 2 2 2 14 2 7 24 51
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 0 1 9 183
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 0 2 17 119
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 0 0 10 52
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 4 19 41
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 0 5 21 116
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 87 1 5 17 168
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 4 12 85
International effects of a compression of euro area yield curves 0 0 0 48 0 7 21 104
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 101 2 4 11 246
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 2 11 52
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 3 15 23
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 2 6 12 63
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 3 15 19
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 0 0 0 0 0 0
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 3 30 0 7 24 49
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 1 6 19 29
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 1 2 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 8 1 3 9 40
Model instability in predictive exchange rate regressions 0 0 0 28 1 1 9 54
Model instability in predictive exchange rate regressions 0 0 0 13 0 1 8 50
Model instability in predictive exchange rate regressions 0 0 0 39 0 3 10 74
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 0 29 1 5 23 59
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 8 54 0 3 33 93
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 3 13 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 1 1 1 79 1 6 9 84
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 3 13 78
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 0 3 11 131
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 78 1 6 12 98
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 8 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 0 9 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 2 7 25
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 1 27 0 3 16 64
Risky Oil: It's All in the Tails 0 0 1 13 0 0 13 42
Risky Oil: It's All in the Tails 0 1 3 5 0 4 31 37
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 53 0 2 4 91
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 0 4 12 69
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 1 4 19 57
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 4 16 87
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 1 3 10 143
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 4 17 43
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 1 4 11 40
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 2 10 39
Sparse Bayesian vector autoregressions in huge dimensions 1 1 1 39 1 2 8 68
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 0 4 23 82
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 0 5 24 256
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 53 0 4 20 350
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 1 2 2 33 1 4 17 102
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 59 0 5 28 150
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 2 4 20 58
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 5 14 47
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 0 1 12 55
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 1 2 8 39
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 0 8 36
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 2 13 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 6 22 112
The Distributional Effects of Economic Uncertainty 0 1 6 12 2 6 40 54
The Distributional Effects of Economic Uncertainty 0 0 0 0 0 0 0 0
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 2 107 0 2 14 256
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 0 2 7 40
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 1 4 22 47
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 3 16 48
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 0 2 15 50
The impact of macroprudential policies on capital flows in CESEE 0 1 1 21 0 4 19 60
The macroeconomic effects of international uncertainty 0 0 0 77 1 6 16 150
The macroeconomic effects of international uncertainty shocks 0 0 1 42 0 3 12 124
The macroeconomic effects of international uncertainty shocks 0 0 0 21 1 4 18 91
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 1 3 25 80
The role of US based FDI flows for global output dynamics 0 0 0 11 0 2 13 44
The role of US based FDI flows for global output dynamics 0 0 0 31 0 2 22 71
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 0 7 19 65
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 0 3 16 62
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 1 8 69
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 1 12 0 2 9 39
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 0 10 42
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 4 50
Threshold cointegration and adaptive shrinkage 0 0 0 30 1 2 13 52
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 3 11 96
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 0 2 13 96
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 2 14 102
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 6 48 76
US Monetary Policy in a Globalized World 0 0 0 13 0 2 10 77
US Monetary Policy in a Globalized World 0 0 0 45 0 2 7 167
US Monetary Policy in a Globalized World 0 0 0 18 0 2 8 35
US Monetary Policy in a Globalized World 0 0 0 50 0 3 13 69
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 0 1 11 134
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 0 2 19 67
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 104 0 1 15 135
Total Working Papers 34 55 163 5,673 70 512 2,411 11,936

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 6 24 101
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 2 13 37
A shot for the US economy 0 0 1 4 1 4 15 26
A tale of two tails: 130 years of growth at risk 0 0 3 6 0 1 23 30
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 0 5 14 28
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 1 1 7 53 1 6 24 121
Are Phillips curves in CESEE still alive and well behaved? 0 0 0 5 0 3 14 32
Bayesian forecasting in economics and finance: A modern review 0 1 6 13 6 10 65 92
Bayesian neural networks for macroeconomic analysis 1 1 4 4 6 13 91 94
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 1 5 14 190
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 2 12 22
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 0 1 14 37
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 0 8 1 6 12 51
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 2 12 14
Cross ionization mode chemical similarity prediction between tandem mass spectra in metabolomics 0 0 0 0 0 2 2 2
Debt regimes and the effectiveness of monetary policy 0 0 6 50 0 3 31 185
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 1 21 0 2 12 83
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 0 18 0 2 9 102
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 2 5 1 6 30 35
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 1 7 19 48
Experimental demonstration of logical magic state distillation 0 0 0 0 2 8 15 15
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 0 3 15 38
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 7 1 4 14 25
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 2 0 4 26 30
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 0 7 15 32
Forecasting Natural Gas Prices in Real Time 1 1 2 2 2 14 21 21
Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE 0 0 1 1 0 1 4 4
Forecasting euro area inflation using a huge panel of survey expectations 0 0 3 18 0 6 23 47
Forecasting exchange rates using multivariate threshold models 0 0 2 51 0 2 23 216
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 1 19 0 6 33 95
Fragility and the effect of international uncertainty shocks 0 0 0 29 1 4 15 100
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 2 9 31 39
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 5 17 37
Global prediction of recessions 0 0 0 22 0 3 10 82
How important are global factors for understanding the dynamics of international capital flows? 0 0 1 44 1 3 17 129
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 0 9 87 0 7 41 271
Human capital accumulation and long†term income growth projections for European regions 0 0 1 5 0 5 13 35
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 1 30 1 2 15 105
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 3 19 41
International effects of a compression of euro area yield curves 0 0 1 32 0 2 20 130
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 1 5 17 21
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 2 20 24
Machine learning the macroeconomic effects of financial shocks 1 2 7 11 2 10 26 30
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 2 41 3 9 30 160
Model instability in predictive exchange rate regressions 0 0 0 5 0 2 14 56
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 0 3 13 144
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 0 6 2 5 17 35
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 1 1 1 2 5 8 8
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 0 9 43
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING 0 1 1 1 0 3 20 20
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 1 4 11 51
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 0 8 2 3 12 33
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 0 1 9 85
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 0 2 26 43
Sensitive neoantigen discovery by real-time mutanome-guided immunopeptidomics 0 0 0 0 4 7 12 12
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 1 2 2 8 1 2 14 56
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 3 13 31
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 2 16 0 2 19 77
Stochastic model specification in Markov switching vector error correction models 1 1 2 12 2 6 17 52
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 0 2 14 61
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 0 3 0 3 15 26
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 0 8 19 45
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 3 18 38
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 1 5 0 2 7 15
The impact of labor cost growth on inflation in selected CESEE countries 1 1 4 46 5 9 34 228
The impact of macroprudential policies on capital flows in CESEE 0 1 3 24 1 8 26 85
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 0 0 13 290 0 10 47 670
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 12 0 2 16 48
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 0 4 12 91
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 3 36 0 2 20 101
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 0 1 9 80
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 0 14 40 119
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 1 13 0 5 11 80
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 0 2 13 189
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 0 5 15 80
Total Journal Articles 8 14 103 1,417 56 340 1,471 5,794

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Macroeconomic forecasting using BVARs 0 2 8 19 0 4 23 45
Total Chapters 0 2 8 19 0 4 23 45

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