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 1 48 0 1 6 77
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 1 1 44 2 5 15 37
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 3 58 1 2 7 76
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 1 31 31 1 4 24 24
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 38 1 1 4 25
Adaptive shrinkage in Bayesian vector autoregressive models 0 2 3 71 2 7 13 79
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 3 34 34 34 5 29 29 29
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 1 2 26 26 2 6 28 28
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 10 10 10 10 15 15 15 15
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 1 4 28 28 2 7 25 25
Dealing with cross-country heterogeneity in panel VARs using finite mixture models 1 1 4 24 1 5 17 35
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 3 25 0 1 7 14
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 0 0 3 7 23
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 1 1 62 0 3 9 88
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 1 20 0 0 7 80
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 1 36 0 3 10 61
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 1 32 1 3 9 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 1 2 24 24 1 3 16 16
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 1 20 20 1 3 16 16
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 3 12 2 2 13 15
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 25 83 0 0 23 27
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 1 49 50 1 3 26 27
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 2 15 46 1 7 23 27
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 0 0 2 5 11
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 33 1 3 7 65
Forecasting with Bayesian Global Vector Autoregressions 0 1 3 59 0 4 17 118
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 1 5 13 180 3 13 40 565
Global Prediction of Recessions 0 0 1 37 0 1 5 58
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 1 27 0 1 6 61
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 1 7 0 1 4 15
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 1 9 31 8 17 44 97
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 6 1 3 16 24
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 6 61 1 5 32 77
Inducing sparsity and shrinkage in time-varying parameter models 0 0 7 7 1 1 7 7
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 8 21 21 0 7 13 13
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 23 4 6 14 39
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 1 2 3 80 4 9 26 101
International effects of a compression of euro area yield curves 0 2 7 41 3 9 29 52
International housing markets, unconventional monetary policy and the zero lower bound 0 2 9 76 2 7 33 121
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 3 49 0 0 5 34
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 1 19 19 19 6 28 28 28
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 1 4 0 0 1 7
Model instability in predictive exchange rate regressions 0 0 1 8 0 2 10 23
Model instability in predictive exchange rate regressions 0 0 1 28 0 4 9 25
Model instability in predictive exchange rate regressions 0 1 4 39 1 4 16 51
Model instability in predictive exchange rate regressions 0 0 2 13 0 4 15 32
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 2 57 57 57 1 10 10 10
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 4 6 26 86
Predicting crypto-currencies using sparse non-Gaussian state space models 0 1 1 74 0 1 11 59
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 52 0 1 7 77
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 2 39 2 4 12 41
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 1 50 2 3 8 63
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 21 0 0 7 28
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 1 46 0 3 10 115
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 1 2 6 0 2 4 23
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 2 6 0 0 7 13
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 1 2 22 0 2 6 22
Sparse Bayesian vector autoregressions in huge dimensions 0 1 5 38 0 2 18 43
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 18 109 1 4 45 175
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 1 28 0 0 10 33
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 3 56 1 4 14 83
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 1 2 4 39 3 9 28 272
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 28 1 5 10 40
Stochastic model specification in Markov switching vector error correction models 0 0 0 30 0 1 7 29
Stochastic model specification in Markov switching vector error correction models 0 0 3 18 0 1 9 22
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 13 0 2 6 24
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 1 3 19 0 3 8 32
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 1 2 7 84 3 8 18 201
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 1 3 32 0 1 6 19
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 5 30
The dynamic impact of monetary policy on regional housing prices in the United States 0 1 2 16 0 1 7 20
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 24 1 1 9 20
The macroeconomic effects of international uncertainty 1 2 13 60 3 9 41 56
The macroeconomic effects of international uncertainty shocks 1 1 3 19 1 3 17 53
The macroeconomic effects of international uncertainty shocks 0 0 5 40 0 4 20 92
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 3 28 1 2 16 40
The role of US based FDI flows for global output dynamics 0 0 0 7 0 2 4 18
The role of US based FDI flows for global output dynamics 0 0 0 31 0 0 3 46
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 11 0 1 6 38
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 1 3 0 3 9 35
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 3 0 0 7 21
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 9 0 1 14 22
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 3 14 1 3 19 37
Threshold cointegration and adaptive shrinkage 0 0 0 29 0 1 6 30
Threshold cointegration and adaptive shrinkage 0 0 0 43 0 1 8 32
Trend Fundamentals and Exchange Rate Dynamics 0 0 1 37 0 2 11 75
Trend Fundamentals and Exchange Rate Dynamics 0 2 63 64 5 17 64 65
Trend Fundamentals and Exchange Rate Dynamics 0 0 1 25 0 0 3 20
Trend Fundamentals and Exchange Rate Dynamics 0 0 2 49 0 0 5 71
US Monetary Policy in a Globalized World 0 0 2 11 0 2 9 52
US Monetary Policy in a Globalized World 0 0 1 37 0 2 16 130
US Monetary Policy in a Globalized World 0 0 0 50 0 2 6 49
US Monetary Policy in a Globalized World 0 0 0 17 0 1 3 23
Unconventional US Monetary Policy: New Tools Same Channels? 0 1 2 25 1 4 18 90
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 41 1 4 11 36
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 1 102 1 3 22 113
Total Working Papers 26 177 622 3,417 107 385 1,377 5,338


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 2 6 1 1 12 29
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 1 1 1 1 3 3 3
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 3 4 7 1 4 12 18
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 1 2 5 34 1 5 11 134
Changes in US Monetary Policy and Its Transmission over the Last Century 0 2 3 3 0 2 14 14
Debt regimes and the effectiveness of monetary policy 1 2 8 18 1 3 29 73
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 6 12 0 0 13 45
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 11 0 3 14 68
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 1 1 0 1 4 19
Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions 0 1 12 101 1 4 24 217
Forecasting exchange rates using multivariate threshold models 0 0 2 44 2 5 34 166
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 3 6 0 1 9 27
Fragility and the effect of international uncertainty shocks 0 0 0 0 3 4 4 4
Global prediction of recessions 0 0 5 19 0 0 9 61
How important are global factors for understanding the dynamics of international capital flows? 1 1 1 1 1 1 1 1
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 1 2 22 51 3 12 52 152
Human capital accumulation and long†term income growth projections for European regions 0 0 1 2 0 0 6 13
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 3 4 4 2 7 17 17
International effects of a compression of euro area yield curves 1 4 4 4 2 7 11 11
Model instability in predictive exchange rate regressions 0 1 1 1 0 3 7 7
Modeling the evolution of monetary policy rules in CESEE 0 1 4 33 1 3 15 96
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 2 5 0 0 5 23
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 1 1 1 3 6 8 8
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 1 17 1 1 6 74
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 1 4 0 0 11 26
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 0 0 0 0 0
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 4 5 0 5 13 19
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 1 2 7 0 1 8 34
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 1 3 3 1 2 7 14
The impact of labor cost growth on inflation in selected CESEE countries 0 0 11 11 3 7 36 36
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 3 8 24 113 7 13 53 291
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 1 9 1 3 13 62
Threshold cointegration in international exchange rates:A Bayesian approach 1 3 14 18 2 8 29 38
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 1 17 1 2 6 53
Trend Fundamentals and Exchange Rate Dynamics 1 1 1 1 3 5 5 5
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 3 7 2 3 24 42
Understanding the drivers of capital flows into the CESEE countries 2 2 7 43 5 10 32 145
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 1 1 3 14 1 3 8 54
Total Journal Articles 13 41 169 634 50 138 565 2,099


Statistics updated 2020-11-03