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 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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-04-06