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 2 6 58 0 2 11 115
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 52 0 0 1 62
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 0 0 4 99
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 0 59 0 1 2 87
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 1 1 1 33 1 1 3 72
A tale of two tails: 130 years of growth-at-risk 0 0 0 29 1 2 14 42
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 0 45 0 0 1 43
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 1 77 0 0 4 111
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 1 1 42 0 1 2 53
Asymmetries in Financial Spillovers 1 5 16 16 2 7 27 27
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 4 90 0 0 13 217
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 2 79 0 4 17 79
Bayesian Forecasting in the 21st Century: A Modern Review 0 1 5 76 0 2 11 68
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 0 2 4 57
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 111 0 0 8 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 89 1 2 6 42
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 1 2 4 55
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 0 0 11 51
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 2 0 0 11 11
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 0 18 0 0 2 14
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 13 14 0 1 11 13
Beware of large shocks! A non-parametric structural inflation model 1 2 12 12 3 10 18 18
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 1 2 2 48
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 3 35 0 1 6 27
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 1 1 49
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 1 3 21
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 0 0 93
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 0 1 3 46
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 22 1 1 3 94
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 0 0 0 74
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 0 33 0 0 0 50
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 1 5 8
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 0 1 4 40
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 1 3 36
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 1 1 18 0 5 7 45
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 0 0 85 0 0 1 41
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 0 0 61 0 0 2 63
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 1 57 0 1 12 71
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 2 20
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 0 5 13
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 1 3 20
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 34 1 1 2 77
Forecasting Natural Gas Prices in Real Time 2 3 17 17 8 13 37 37
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 0 3 7 112
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 1 31 1 2 5 91
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 5 31 1 3 12 60
Forecasting euro area inflation using a huge panel of survey expectations 0 1 1 37 1 2 4 37
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 3 218 0 0 10 680
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 3 7
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 152 1 1 5 98
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 0 46 0 2 4 47
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 0 1 2 30
General Seemingly Unrelated Local Projections 0 1 12 12 0 1 12 12
Global Prediction of Recessions 0 0 0 39 0 0 1 67
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 1 1 1 68
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 0 1 3 20
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) 0 1 1 12 1 7 11 30
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 0 44 0 0 2 174
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 12 1 1 2 43
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 1 4 102
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 1 5 22
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 2 15 96
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 0 1 73
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 1 86 0 0 4 151
International effects of a compression of euro area yield curves 0 0 0 48 0 0 5 83
International housing markets, unconventional monetary policy and the zero lower bound 0 1 1 101 0 1 7 236
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 1 41
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 2 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
Machine Learning the Macroeconomic Effects of Financial Shocks 0 1 28 28 1 4 28 28
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 19 1 1 4 11
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 0 4 143
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 0 4 0 0 0 11
Model instability in predictive exchange rate regressions 0 0 0 13 0 0 1 42
Model instability in predictive exchange rate regressions 0 0 0 8 1 1 1 32
Model instability in predictive exchange rate regressions 0 0 0 28 0 0 1 45
Model instability in predictive exchange rate regressions 0 0 0 39 1 1 3 65
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 1 1 29 1 2 14 37
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 10 46 1 4 31 61
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 59 1 2 3 144
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 0 50 0 4 9 67
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 0 1 9 121
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 1 78 0 0 2 86
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 0 3 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 0 3 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 1 5 17
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 1 1 1 27 2 3 3 50
Risky Oil: It's All in the Tails 0 2 3 3 5 8 12 12
Risky Oil: It's All in the Tails 1 1 4 13 1 1 12 30
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 41 1 2 3 58
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 53 0 0 3 87
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 1 2 71
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 22 0 1 3 39
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 0 0 1 133
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 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 0 0 1 26
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 23 0 0 0 29
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 0 3 60
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 3 3 6 235
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 1 35 3 4 5 63
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 1 31 0 0 4 85
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 1 1 1 53 1 2 3 332
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 1 1 1 59 1 1 3 123
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 1 33
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 3 3 5 41
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 0 0 0 31
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 19 0 0 0 43
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 1 28
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 1 2 6 0 1 9 19
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 4 91
The Distributional Effects of Economic Uncertainty 0 3 8 8 0 5 17 17
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 2 2 4 107 3 4 9 246
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 0 0 1 25
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 0 0 33
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 2 2 4 37
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 1 4 33
The impact of macroprudential policies on capital flows in CESEE 0 0 2 20 0 0 2 41
The macroeconomic effects of international uncertainty 0 0 6 77 1 1 15 135
The macroeconomic effects of international uncertainty shocks 0 0 0 41 0 0 2 112
The macroeconomic effects of international uncertainty shocks 0 0 0 21 1 1 5 74
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 0 2 55
The role of US based FDI flows for global output dynamics 0 0 0 31 0 0 1 49
The role of US based FDI flows for global output dynamics 0 0 2 11 0 0 5 31
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 0 0 0 46
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 0 0 2 46
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 1 3 33
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 2 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 1 2 31
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 1 46
Threshold cointegration and adaptive shrinkage 0 0 0 30 0 0 2 39
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 1 1 89
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 0 1 28
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 1 1 3 84
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 0 3 85
US Monetary Policy in a Globalized World 0 0 0 13 0 0 2 67
US Monetary Policy in a Globalized World 0 0 0 50 1 2 5 57
US Monetary Policy in a Globalized World 0 0 0 18 0 0 1 27
US Monetary Policy in a Globalized World 0 0 0 45 0 0 3 160
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 2 2 6 125
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 0 1 3 49
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 1 104 1 1 2 121
Total Working Papers 13 38 206 5,533 71 175 737 9,649

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 3 15 0 1 5 78
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 2 5 25
A shot for the US economy 0 0 0 3 1 1 1 12
A tale of two tails: 130 years of growth at risk 0 0 3 3 0 2 8 8
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 1 2 8 16
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 6 46 0 5 19 101
Are Phillips curves in CESEE still alive and well behaved? 0 0 1 5 0 0 8 18
Bayesian forecasting in economics and finance: A modern review 0 0 6 7 2 6 24 32
Bayesian neural networks for macroeconomic analysis 1 1 1 1 5 7 9 9
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 0 42 0 1 16 177
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 0 2 10
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 6 0 0 0 23
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 1 2 8 0 1 4 39
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 1 1 3
Debt regimes and the effectiveness of monetary policy 0 1 2 45 1 4 13 157
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 0 20 1 1 3 72
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 1 18 1 2 5 95
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 1 2 3 1 3 6 7
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 2 8 31
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 0 0 2 23
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 2 7 0 1 2 11
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 0 0 1 1 0 0 4 4
Financial markets and legal challenges to unconventional monetary policy 0 1 4 7 1 2 11 18
Forecasting euro area inflation using a huge panel of survey expectations 0 2 16 16 1 7 27 28
Forecasting exchange rates using multivariate threshold models 0 1 1 50 0 1 2 194
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 2 18 2 4 9 65
Fragility and the effect of international uncertainty shocks 0 0 0 29 0 1 3 86
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 2 5 11 11
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 0 1 3 20
Global prediction of recessions 0 0 1 22 0 1 2 72
How important are global factors for understanding the dynamics of international capital flows? 0 0 2 43 1 2 7 113
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 1 2 6 80 1 3 13 233
Human capital accumulation and long†term income growth projections for European regions 0 0 0 4 0 0 1 22
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 2 29 0 2 7 92
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 6 0 1 1 22
International effects of a compression of euro area yield curves 0 0 4 31 1 1 11 111
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 1 1 5 5
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 3 5 5
Machine learning the macroeconomic effects of financial shocks 0 3 4 4 0 3 4 4
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 1 8 39 2 5 34 132
Model instability in predictive exchange rate regressions 0 0 0 5 2 2 2 44
Modeling the evolution of monetary policy rules in CESEE 0 0 1 46 0 0 5 131
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions 0 0 3 6 0 0 8 18
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 2 6 35
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 2 4 42
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 1 2 8 1 3 5 23
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 1 2 2 78
Real-time inflation forecasting using non-linear dimension reduction techniques 0 0 0 4 0 5 8 22
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 2 4 5 46
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? 0 0 1 1 0 0 3 3
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 1 1 3 19
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 1 1 1 15 3 5 5 62
Stochastic model specification in Markov switching vector error correction models 0 1 2 10 2 5 10 38
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 10 0 1 1 48
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 1 1 3 1 2 2 12
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 0 5 26
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 1 6 0 0 2 21
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 0 2 8 20
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 0 0 4 0 0 1 8
The impact of labor cost growth on inflation in selected CESEE countries 0 0 3 42 2 4 10 197
The impact of macroprudential policies on capital flows in CESEE 0 0 2 21 2 2 5 61
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 1 5 26 280 3 13 54 632
The regional transmission of uncertainty shocks on income inequality in the United States 0 1 1 12 0 3 4 34
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 14 0 1 2 80
Threshold cointegration in international exchange rates:A Bayesian approach 0 0 0 33 2 3 4 84
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 1 27 1 1 3 72
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 3 13 42 89
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 1 1 1 13 1 1 3 70
Understanding the drivers of capital flows into the CESEE countries 0 0 0 51 0 0 1 176
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 16 0 0 3 65
Total Journal Articles 5 27 135 1,325 56 162 525 4,440

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic forecasting using BVARs 1 3 13 13 1 3 24 24
Total Chapters 1 3 13 13 1 3 24 24

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