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 Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 0 1 43 1 3 7 20
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy 0 1 3 47 2 9 16 65
A Multi-country Approach to Analysing the Euro Area Output Gap 0 2 13 54 1 3 26 66
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 0 0 2 37 1 1 4 19
Adaptive shrinkage in Bayesian vector autoregressive models 0 1 1 68 1 3 8 65
Dealing with cross-country heterogeneity in panel VARs using finite mixture models 0 0 2 20 0 3 5 17
Dealing with heterogeneity in panel VARs using sparse finite mixtures 0 0 1 22 0 0 2 6
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 61 1 2 7 76
Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility 0 0 0 0 1 2 6 15
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 2 18 3 3 9 68
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR 0 0 4 35 3 3 10 49
Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR 1 1 1 31 2 4 8 36
Forecasting Global Equity Indices Using Large Bayesian VARs 0 0 0 0 0 0 2 5
Forecasting Global Equity Indices using Large Bayesian VARs 0 0 0 33 1 2 6 58
Forecasting with Bayesian Global Vector Autoregressions 0 1 3 56 2 8 23 98
Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors 0 0 6 166 4 8 32 521
Global Prediction of Recessions 1 1 4 36 1 3 15 52
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 0 6 0 0 3 10
Growing Together? Projecting Income Growth in Europe at the Regional Level 0 0 1 26 2 2 8 54
How Important are Global Factors for Understanding the Dynamics of International Capital Flows? 0 2 21 21 3 13 49 49
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 53 54 54 4 32 35 35
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 2 2 2 0 4 4 4
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 0 0 3 23 0 2 10 23
International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound 1 1 2 77 2 5 11 73
International effects of a compression of euro area yield curves 1 2 33 33 7 11 19 19
International housing markets, unconventional monetary policy and the zero lower bound 1 2 7 66 2 5 21 85
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 2 4 45 0 1 6 23
Measuring the impact of unconventional monetary policy on the US business cycle 0 0 2 3 2 2 5 6
Model instability in predictive exchange rate regressions 0 0 7 7 3 4 12 12
Model instability in predictive exchange rate regressions 0 0 27 27 2 8 13 13
Model instability in predictive exchange rate regressions 1 1 35 35 3 11 32 32
Model instability in predictive exchange rate regressions 0 0 11 11 1 2 13 13
Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models 0 0 6 43 6 16 32 56
Predicting crypto-currencies using sparse non-Gaussian state space models 0 0 4 71 2 2 9 43
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 0 4 51 3 6 31 67
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models 0 1 37 37 4 6 25 25
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 0 1 2 49 4 5 16 51
Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model 1 1 1 21 1 1 7 20
Small-scale nowcasting models of GDP for selected CESEE countries 0 0 3 44 0 0 12 99
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 2 4 0 0 4 6
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 1 4 0 0 5 19
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 0 0 1 19 1 1 6 11
Sparse Bayesian vector autoregressions in huge dimensions 0 2 3 33 1 4 7 19
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 0 0 27 27 4 5 21 21
Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model 1 7 87 87 8 23 117 117
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 0 28 1 2 13 29
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 0 0 4 53 2 8 21 68
Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy 1 1 4 35 3 5 16 244
Stochastic model specification in Markov switching vector error correction models 1 2 15 15 1 3 12 12
Stochastic model specification in Markov switching vector error correction models 1 1 3 30 4 5 11 16
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 13 1 2 3 16
Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models 0 0 0 16 1 2 5 18
The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions 1 3 10 75 1 3 24 180
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 1 3 29 0 2 7 13
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 3 39 0 0 9 25
The dynamic impact of monetary policy on regional housing prices in the United States 1 1 13 13 4 6 12 12
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 23 23 0 2 9 9
The macroeconomic effects of international uncertainty 43 43 43 43 9 9 9 9
The macroeconomic effects of international uncertainty shocks 1 2 4 16 1 3 15 36
The macroeconomic effects of international uncertainty shocks 0 1 7 32 3 8 25 62
The regional transmission of uncertainty shocks on income inequality in the United States 1 2 23 23 3 8 20 20
The role of US based FDI flows for global output dynamics 0 0 2 7 1 4 8 14
The role of US based FDI flows for global output dynamics 0 0 3 30 1 2 10 41
The shortage of safe assets in the US investment portfolio: Some international evidence 0 2 2 10 1 6 13 30
The shortage of safe assets in the US investment portfolio: Some international evidence 0 1 1 2 3 5 9 26
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 8 3 4 6 6
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 3 1 3 10 13
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 11 11 2 5 16 16
Threshold cointegration and adaptive shrinkage 0 0 0 43 2 2 5 22
Threshold cointegration and adaptive shrinkage 0 0 0 29 1 2 7 24
Trend Fundamentals and Exchange Rate Dynamics 0 0 1 23 0 1 4 13
Trend Fundamentals and Exchange Rate Dynamics 0 1 1 47 1 5 10 63
Trend Fundamentals and Exchange Rate Dynamics 0 0 1 36 0 4 8 60
US Monetary Policy in a Globalized World 0 1 5 9 0 1 18 41
US Monetary Policy in a Globalized World 0 0 1 17 0 1 7 18
US Monetary Policy in a Globalized World 0 1 6 36 1 3 25 107
US Monetary Policy in a Globalized World 0 0 0 50 0 0 6 42
Unconventional US Monetary Policy: New Tools Same Channels? 0 0 4 23 1 5 21 68
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 0 101 0 1 9 91
Unconventional US Monetary Policy: New Tools, Same Channels? 0 0 3 41 0 2 10 24
Total Working Papers 58 148 627 2,662 141 352 1,132 3,729

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 3 0 2 13 15
Adaptive Shrinkage in Bayesian Vector Autoregressive Models 1 2 3 3 1 3 5 5
Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries 0 0 1 29 2 4 17 119
Debt regimes and the effectiveness of monetary policy 0 0 8 8 2 5 37 37
Density forecasting using Bayesian global vector autoregressions with stochastic volatility 0 2 2 6 1 3 8 31
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR 0 1 2 10 2 3 8 50
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS 0 0 0 0 1 1 6 12
Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions 0 4 16 88 1 5 26 190
Forecasting exchange rates using multivariate threshold models 0 0 1 42 6 9 20 124
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach 0 0 0 3 1 1 6 18
Global prediction of recessions 1 1 1 12 2 2 5 46
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions 0 4 8 28 0 10 33 93
Human capital accumulation and long†term income growth projections for European regions 0 1 1 1 0 1 6 7
Modeling the evolution of monetary policy rules in CESEE 0 2 4 28 2 7 16 76
Predicting crypto‐currencies using sparse non‐Gaussian state space models 0 0 2 2 1 3 13 17
Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data 0 0 1 16 0 0 4 66
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models 1 1 1 1 4 4 4 4
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model 0 0 0 0 2 3 3 3
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models 0 0 2 5 1 3 7 23
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS 0 0 0 0 2 3 5 5
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions 1 8 30 85 6 18 61 228
The shortage of safe assets in the US investment portfolio: Some international evidence 1 1 4 8 4 5 20 47
Threshold cointegration in international exchange rates:A Bayesian approach 1 3 4 4 3 6 9 9
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy 0 0 1 16 1 1 4 46
Unconventional U.S. Monetary Policy: New Tools, Same Channels? 0 0 4 4 2 5 16 16
Understanding the drivers of capital flows into the CESEE countries 0 2 9 35 0 4 26 102
Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland 0 1 1 11 1 2 6 46
Total Journal Articles 6 33 109 448 48 113 384 1,435

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Statistics updated 2019-09-09