Details about Niko Hauzenberger

Access statistics for papers by Niko Hauzenberger.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pha1420

Working Papers

2023

1. Bayesian Modeling of Time-Varying Parameters Using Regression Trees
   Working Papers, Federal Reserve Bank of Cleveland
2. Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
   Papers, arXiv.org View citations (2)
3. Predictive Density Combination Using a Tree-Based Synthesis Function
   Staff Working Papers, Bank of Canada
   Also in Working Papers, Federal Reserve Bank of Cleveland (2023)
4. Sparse time-varying parameter VECMs with an application to modeling electricity prices
   Papers, arXiv.org

2022

5. General Bayesian time-varying parameter VARs for modeling government bond yields
   Working Papers in Regional Science, WU Vienna University of Economics and Business View citations (2)

2021

6. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
   Papers, arXiv.org View citations (9)
7. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
   Papers, arXiv.org
8. The impact of macroprudential policies on capital flows in CESEE
   ESRB Working Paper Series, European Systemic Risk Board View citations (7)

2020

9. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
   Papers, arXiv.org View citations (1)
10. Flexible Mixture Priors for Large Time-varying Parameter Models
    Papers, arXiv.org View citations (2)
11. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
12. On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
    Papers, arXiv.org View citations (2)

2018

13. Implications of macroeconomic volatility in the Euro area
    ESRB Working Paper Series, European Systemic Risk Board View citations (3)

Journal Articles

2021

1. Combining shrinkage and sparsity in conjugate vector autoregressive models
   Journal of Applied Econometrics, 2021, 36, (3), 304-327 View citations (7)
2. Stochastic model specification in Markov switching vector error correction models
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (2), 17 View citations (4)

2020

3. Model instability in predictive exchange rate regressions
   Journal of Forecasting, 2020, 39, (2), 168-186 View citations (3)