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 5 59 2 4 14 124
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 2 9 19 118
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 1 1 53 4 11 23 85
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 2 2 8 94
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 3 4 7 78
A tale of two tails: 130 years of growth-at-risk 0 0 1 30 2 3 14 54
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 1 46 3 11 20 63
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 2 79 0 1 14 125
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 4 7 17 69
Asymmetries in Financial Spillovers 0 7 18 29 2 11 44 63
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 1 90 5 7 27 240
Bayesian Forecasting in Economics and Finance: A Modern Review 1 2 4 83 7 13 40 112
Bayesian Forecasting in the 21st Century: A Modern Review 0 1 2 77 4 8 24 90
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 3 11 66
Bayesian Modeling of TVP-VARs Using Regression Trees 0 1 3 114 3 5 20 74
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 1 3 12 52
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 5 9 21 74
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 5 7 18 69
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 4 10 31 41
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 2 3 14 28
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 4 15 27
Beware of large shocks! A non-parametric structural inflation model 0 0 14 14 4 9 49 49
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 2 3 14 60
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 1 3 11 36
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 6 15 63
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 5 17 37
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 2 3 11 104
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 0 1 6 51
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 2 6 16 109
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 3 7 19 93
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 2 4 13 63
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 4 4 15 20
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 1 1 7 45
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 5 6 17 51
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 2 19 2 5 19 58
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 1 5 14 55
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 1 1 1 62 2 3 11 74
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 1 3 12 82
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 3 8 28
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 2 10 23
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 2 7 12 31
Forecasting Global Equity Indices using Large Bayesian VARs 0 1 1 35 3 7 22 97
Forecasting Natural Gas Prices in Real Time 0 1 5 19 3 11 54 76
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 14 70
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 2 3 10 99
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 4 7 14 123
Forecasting euro area inflation using a huge panel of survey expectations 0 1 6 42 2 6 19 54
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 1 218 3 7 34 712
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 5 9 19 116
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 1 3 9 16
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 2 4 16 60
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 2 9 38
General Seemingly Unrelated Local Projections 0 2 3 14 3 11 30 39
Global Prediction of Recessions 0 0 0 39 2 7 18 85
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 2 3 14 81
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 2 3 25 44
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 3 6 26 47
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 0 2 9 182
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 2 3 18 119
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 0 3 10 52
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 2 6 18 39
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 4 8 22 115
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 1 2 9 82
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 87 2 5 15 165
International effects of a compression of euro area yield curves 0 0 0 48 5 6 19 102
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 101 1 1 9 243
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 2 11 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 2 5 14 22
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 3 5 9 60
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 2 4 14 18
Machine Learning the Macroeconomic Effects of Financial Shocks 0 1 3 30 5 8 26 47
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 3 7 17 26
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 1 4 10 153
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 13 1 1 8 50
Model instability in predictive exchange rate regressions 0 0 0 28 0 0 8 53
Model instability in predictive exchange rate regressions 0 0 0 39 2 2 9 73
Model instability in predictive exchange rate regressions 0 0 0 8 1 1 7 38
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 1 29 4 9 23 58
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 1 9 54 2 5 39 92
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 3 7 14 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 4 5 7 82
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 7 14 77
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 2 4 13 130
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 78 4 6 10 96
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 3 8 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 2 2 7 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 2 10 25
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 1 27 2 2 16 63
Risky Oil: It's All in the Tails 1 1 4 5 4 9 34 37
Risky Oil: It's All in the Tails 0 0 1 13 0 4 13 42
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 53 2 3 4 91
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 3 3 12 68
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 3 10 19 56
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 4 13 83
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 1 5 8 141
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 3 7 10 39
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 2 2 10 39
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 2 4 15 41
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 1 1 7 67
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 35 2 6 21 80
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 3 6 22 254
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 31 1 7 14 99
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 53 1 5 17 347
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 59 4 5 27 149
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 2 3 18 56
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 4 4 13 46
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 1 2 7 38
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 1 2 12 55
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 9 36
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 5 8 21 111
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 6 15 32
The Distributional Effects of Economic Uncertainty 0 0 6 11 2 10 38 50
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 0 4 107 2 2 16 256
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 1 3 6 39
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 2 11 21 45
The dynamic impact of monetary policy on regional housing prices in the United States 0 1 1 27 2 8 15 50
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 5 15 46
The impact of macroprudential policies on capital flows in CESEE 0 0 0 20 1 7 16 57
The macroeconomic effects of international uncertainty 0 0 2 77 4 6 18 148
The macroeconomic effects of international uncertainty shocks 0 0 1 42 2 2 11 123
The macroeconomic effects of international uncertainty shocks 0 0 0 21 2 6 16 89
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 2 5 24 79
The role of US based FDI flows for global output dynamics 0 0 1 11 1 2 13 43
The role of US based FDI flows for global output dynamics 0 0 0 31 2 12 22 71
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 3 7 17 62
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 6 10 18 64
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 1 1 1 12 2 3 9 39
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 11 42
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 4 8 69
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 3 5 50
Threshold cointegration and adaptive shrinkage 0 0 0 30 1 4 12 51
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 2 3 10 95
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 1 6 12 95
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 6 25 48 76
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 1 4 13 101
US Monetary Policy in a Globalized World 0 0 0 45 1 3 6 166
US Monetary Policy in a Globalized World 0 0 0 50 3 3 14 69
US Monetary Policy in a Globalized World 0 0 0 13 1 2 9 76
US Monetary Policy in a Globalized World 0 0 0 18 2 4 8 35
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 0 1 10 133
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 1 8 18 66
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 104 1 4 15 135
Total Working Papers 5 24 132 5,604 305 719 2,282 11,687

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 5 13 23 100
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 4 13 36
A shot for the US economy 0 0 1 4 3 6 14 25
A tale of two tails: 130 years of growth at risk 0 0 3 6 1 6 24 30
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 3 4 12 26
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 7 52 3 5 25 118
Are Phillips curves in CESEE still alive and well behaved? 0 0 0 5 1 3 12 30
Bayesian forecasting in economics and finance: A modern review 1 2 6 13 4 14 62 86
Bayesian neural networks for macroeconomic analysis 0 1 3 3 4 15 85 85
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 3 3 12 188
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 1 3 14 37
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 2 2 12 22
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 1 8 3 7 10 48
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 1 3 11 13
Debt regimes and the effectiveness of monetary policy 0 2 6 50 3 11 35 185
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 1 21 2 2 12 83
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 18 2 3 10 102
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 3 5 4 8 29 33
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 5 7 17 46
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 3 6 15 38
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 7 3 5 14 24
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 2 3 9 25 29
Financial markets and legal challenges to unconventional monetary policy 0 0 1 7 5 7 15 30
Forecasting euro area inflation using a huge panel of survey expectations 0 1 4 18 5 10 26 46
Forecasting exchange rates using multivariate threshold models 0 0 2 51 1 8 22 215
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 1 19 5 12 33 94
Fragility and the effect of international uncertainty shocks 0 0 0 29 2 3 13 98
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 7 12 32 37
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 2 4 17 34
Global prediction of recessions 0 0 1 22 3 4 12 82
How important are global factors for understanding the dynamics of international capital flows? 0 0 1 44 1 5 16 127
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 0 9 87 6 10 42 270
Human capital accumulation and long†term income growth projections for European regions 0 0 1 5 3 6 11 33
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 2 30 0 2 15 103
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 2 4 19 40
International effects of a compression of euro area yield curves 0 0 1 32 2 4 22 130
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 1 2 3 7 16 19
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 6 22 24
Machine learning the macroeconomic effects of financial shocks 0 1 9 9 5 9 25 25
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 3 41 1 7 31 152
Model instability in predictive exchange rate regressions 0 0 0 5 1 4 13 55
Modeling the evolution of monetary policy rules in CESEE 0 0 0 46 3 7 13 144
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 0 6 2 4 14 32
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 1 10 43
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 3 5 10 50
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 2 8 1 4 13 31
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 1 2 9 85
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 2 8 26 43
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 1 1 1 7 1 3 13 55
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 7 10
Sparse Bayesian vector autoregressions in huge dimensions 0 1 1 5 2 6 12 30
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 2 16 2 3 20 77
Stochastic model specification in Markov switching vector error correction models 0 1 3 11 4 5 19 50
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 2 4 14 61
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 3 4 16 26
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 0 8 6 10 18 43
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 2 7 0 1 5 25
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 3 8 21 38
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 1 5 1 1 6 14
The impact of labor cost growth on inflation in selected CESEE countries 0 0 3 45 2 6 29 221
The impact of macroprudential policies on capital flows in CESEE 0 0 2 23 5 8 23 82
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 0 2 15 290 8 16 53 668
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 4 16 47
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 4 5 12 91
Threshold cointegration in international exchange rates:A Bayesian approach 0 1 3 36 2 4 20 101
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 0 27 1 2 10 80
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 7 13 44 112
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 1 13 3 3 9 78
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 2 7 14 189
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 4 8 14 79
Total Journal Articles 2 13 114 1,403 191 416 1,378 5,603

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 14 17 2 5 30 43
Total Chapters 0 1 14 17 2 5 30 43

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