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Details about Niko Hauzenberger

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Workplace:Bereich Volkswirtschaftslehre (Department of Economics), Paris-Lodron Universität Salzburg (Salzburg University), (more information at EDIRC)

Access statistics for papers by Niko Hauzenberger.

Last updated 2021-08-30. Update your information in the RePEc Author Service.

Short-id: pha1420


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Working Papers

2021

  1. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
    Papers, arXiv.org Downloads View citations (6)
  2. General Bayesian time-varying parameter VARs for predicting government bond yields
    Working Papers in Regional Science, WU Vienna University of Economics and Business Downloads
  3. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
    Papers, arXiv.org Downloads
  4. The impact of macroprudential policies on capital flows in CESEE
    ESRB Working Paper Series, European Systemic Risk Board Downloads

2020

  1. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
    Papers, arXiv.org Downloads View citations (1)
  2. Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
    Papers, arXiv.org Downloads View citations (1)
  3. Flexible Mixture Priors for Large Time-varying Parameter Models
    Papers, arXiv.org Downloads View citations (2)
  4. 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 Downloads
  5. On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
    Papers, arXiv.org Downloads
  6. Sparse time-varying parameter VECMs with an application to modeling electricity prices
    Papers, arXiv.org Downloads

2018

  1. Implications of macroeconomic volatility in the Euro area
    ESRB Working Paper Series, European Systemic Risk Board Downloads 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 Downloads View citations (1)

2020

  1. Model instability in predictive exchange rate regressions
    Journal of Forecasting, 2020, 39, (2), 168-186 Downloads View citations (1)
 
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