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 2 2 7 50 2 5 16 94
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 0 51 2 2 4 94
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 52 1 1 2 61
A Multi-country Approach to Analysing the Euro Area Output Gap 0 0 1 59 0 0 2 84
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 0 0 0 69
A tale of two tails: 130 years of growth-at-risk 0 0 4 29 1 3 17 28
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 2 44 1 1 3 41
Adaptive shrinkage in Bayesian vector autoregressive models 0 0 1 75 0 0 3 105
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 40 0 0 0 47
BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R 0 0 2 86 3 4 11 201
Bayesian Forecasting in Economics and Finance: A Modern Review 1 2 5 77 2 7 21 59
Bayesian Forecasting in the 21st Century: A Modern Review 0 1 7 70 1 2 21 53
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 2 3 37 0 2 3 53
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 108 0 0 12 42
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 6 85 1 3 17 32
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 2 49 49
Bayesian Neural Networks for Macroeconomic Analysis 0 1 5 127 1 3 20 33
Bayesian Nonlinear Regression using Sums of Simple Functions 0 0 16 16 0 0 10 10
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE 0 0 0 16 0 0 2 46
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 1 11 32 0 3 15 21
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models 0 0 0 37 0 0 0 48
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 0 25 0 0 0 18
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 2 0 0 1 42
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 62 0 0 2 93
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 2 22 0 0 3 90
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 0 36 0 0 1 73
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 0 0 1 33 0 0 3 50
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 1 2 3 3
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 29 0 0 2 36
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 0 0 32
Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach 0 0 2 17 0 0 7 37
Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach 0 2 2 85 0 2 3 40
Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach 0 1 1 61 0 1 2 60
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 56 1 1 7 59
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 0 0 1 7 7
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 27 29 0 0 15 17
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 1 0 0 0 17
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 33 0 0 2 74
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 120 1 2 8 105
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 30 30 0 2 84 84
Forecasting US Inflation Using Bayesian Nonparametric Models 1 3 9 26 2 8 25 48
Forecasting euro area inflation using a huge panel of survey expectations 0 0 6 36 0 0 13 33
Forecasting with Bayesian Global Vector Autoregressions 0 0 2 72 0 1 5 153
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 1 2 9 213 1 4 23 667
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 0 0 3 3
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 2 10 151 3 5 22 91
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 0 45 0 0 2 42
General Bayesian time-varying parameter VARs for predicting government bond yields 1 1 2 16 1 1 2 28
Global Prediction of Recessions 0 0 0 39 0 0 0 66
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 28 0 0 1 67
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 7 0 0 0 17
Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner) 0 2 9 9 1 3 15 15
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 0 1 43 2 2 10 171
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 0 4 98
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 11 0 0 1 41
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 2 4 17
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 0 0 9 80
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 2 3 85 0 2 8 147
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 0 26 0 0 3 72
International effects of a compression of euro area yield curves 0 0 2 48 0 0 5 77
International housing markets, unconventional monetary policy and the zero lower bound 0 0 1 97 0 0 9 226
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 1 40
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 1 0 0 5 5
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 2 34 0 0 7 46
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 0 18 0 0 1 7
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 47 0 1 2 137
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 8 0 0 1 31
Model instability in predictive exchange rate regressions 0 0 0 13 0 0 1 41
Model instability in predictive exchange rate regressions 0 0 0 28 0 0 0 44
Model instability in predictive exchange rate regressions 0 0 0 39 0 0 0 62
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions 0 0 2 28 0 2 10 22
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 2 58 0 1 6 139
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 78 0 2 8 73
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 0 0 58
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 0 43 0 1 3 112
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 0 77 0 0 1 84
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 9 9 0 0 5 5
Predictive Density Combination Using a Tree-Based Synthesis Function 0 1 17 17 0 1 11 11
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 10 10 0 1 14 14
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques 0 0 0 26 0 0 0 46
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 0 52 0 0 2 84
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 1 41 0 0 3 55
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 0 0 51 0 0 0 69
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 1 1 22 0 1 3 36
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 0 47 0 0 1 131
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 7 1 1 6 25
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 1 29
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 0 6 0 1 1 28
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 38 0 0 3 56
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 1 33 1 3 5 57
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 0 131 0 2 7 229
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 30 0 1 8 81
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 1 1 1 58 1 1 5 120
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 52 0 0 4 329
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 0 0 36
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 0 32
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 14 0 0 1 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 0 1 27
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 78 0 1 8 87
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 4 4 0 1 8 8
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 0 2 4 102 0 3 6 236
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 2 33
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 1 33 0 0 1 24
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 25 0 0 1 32
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 17 0 0 3 29
The impact of macroprudential policies on capital flows in CESEE 0 1 4 18 0 1 10 38
The macroeconomic effects of international uncertainty 0 1 1 71 0 4 9 120
The macroeconomic effects of international uncertainty shocks 0 0 0 21 0 0 2 69
The macroeconomic effects of international uncertainty shocks 0 0 0 41 0 0 0 110
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 0 1 53
The role of US based FDI flows for global output dynamics 0 0 1 9 0 0 1 26
The role of US based FDI flows for global output dynamics 0 0 0 31 0 0 0 48
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 13 0 0 0 44
The shortage of safe assets in the US investment portfolio: Some international evidence 0 0 0 6 0 0 1 46
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 0 0 28
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 18 0 0 2 58
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 7 0 0 2 30
Threshold cointegration and adaptive shrinkage 0 0 0 30 0 0 0 37
Threshold cointegration and adaptive shrinkage 0 0 0 45 0 0 0 44
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 25 0 0 1 27
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 52 0 1 1 81
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 37 0 0 0 82
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 65 0 0 0 88
US Monetary Policy in a Globalized World 0 0 0 13 0 0 0 65
US Monetary Policy in a Globalized World 0 0 0 50 0 0 0 52
US Monetary Policy in a Globalized World 0 2 2 44 1 3 6 156
US Monetary Policy in a Globalized World 0 0 1 18 0 0 1 26
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 0 31 0 1 2 119
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 42 0 0 0 46
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 103 0 0 0 119
Total Working Papers 7 35 268 5,321 32 111 737 8,913


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 12 2 2 8 73
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 0 0 3 19
A shot for the US economy 0 0 0 2 0 1 1 10
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 2 2 0 0 3 7
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 1 3 15 36 3 5 25 76
Are Phillips curves in CESEE still alive and well behaved? 1 3 4 4 1 4 9 9
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 3 42 0 2 5 161
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 1 6 0 0 2 23
Changes in US Monetary Policy and Its Transmission over the Last Century 0 0 0 0 0 0 3 7
Combining shrinkage and sparsity in conjugate vector autoregressive models 0 0 2 6 1 1 4 35
Country-Level Relationships of the Human Intake of N and P, Animal and Vegetable Food, and Alcoholic Beverages with Cancer and Life Expectancy 1 1 1 1 1 1 2 2
Debt regimes and the effectiveness of monetary policy 0 0 4 42 1 3 15 143
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 0 2 19 0 0 4 68
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 0 2 17 0 0 4 90
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 5 0 0 2 21
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 2 0 1 1 21
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 5 5 0 1 8 8
Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions 1 2 10 122 3 4 18 277
Forecasting exchange rates using multivariate threshold models 0 2 3 49 1 4 6 192
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 2 4 6 16 2 7 16 55
Fragility and the effect of international uncertainty shocks 0 0 1 29 0 0 7 81
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 2 3 6 0 2 7 14
Global prediction of recessions 0 0 0 21 0 1 2 70
How important are global factors for understanding the dynamics of international capital flows? 0 1 6 40 0 2 10 104
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 0 4 70 1 2 7 214
Human capital accumulation and long†term income growth projections for European regions 0 0 0 4 0 0 0 21
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND 0 0 5 26 0 0 9 84
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 5 0 1 5 20
International effects of a compression of euro area yield curves 0 0 5 26 0 1 12 98
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 1 5 31 2 8 23 96
Model instability in predictive exchange rate regressions 0 0 0 5 0 0 1 41
Modeling the evolution of monetary policy rules in CESEE 0 0 6 44 0 1 11 124
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 1 8 10 1 3 17 28
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 0 10 0 1 1 38
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models 0 0 0 6 0 0 0 18
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 0 17 0 0 0 75
Real-time inflation forecasting using non-linear dimension reduction techniques 0 1 2 2 1 5 10 11
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 0 0 0 6 1 3 3 41
Sparse Bayesian vector autoregressions in huge dimensions 0 0 0 4 0 0 1 15
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 1 14 0 0 3 57
Stochastic model specification in Markov switching vector error correction models 0 0 3 7 0 0 6 27
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 0 9 0 0 2 46
Subspace shrinkage in conjugate Bayesian vector autoregressions 1 1 2 2 1 2 9 9
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 5 5 0 4 18 18
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 0 5 0 0 1 19
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 2 3 1 2 5 10
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? 0 2 2 4 0 3 3 7
The impact of labor cost growth on inflation in selected CESEE countries 1 1 9 39 2 3 28 185
The impact of macroprudential policies on capital flows in CESEE 0 1 8 19 0 2 11 55
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 2 5 37 251 2 10 70 561
The regional transmission of uncertainty shocks on income inequality in the United States 0 1 2 9 0 1 5 25
The shortage of safe assets in the US investment portfolio: Some international evidence 0 1 1 14 0 1 3 78
Threshold cointegration in international exchange rates:A Bayesian approach 0 1 3 33 0 1 3 79
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 1 25 0 0 2 68
Trend Fundamentals and Exchange Rate Dynamics 0 0 0 6 6 16 18 46
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 0 12 0 0 2 66
Understanding the drivers of capital flows into the CESEE countries 0 0 2 50 0 0 2 173
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 0 0 15 0 0 0 61
Total Journal Articles 11 35 185 1,274 33 111 456 4,080


Statistics updated 2024-06-06