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Details about Niko Hauzenberger

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

Short-id: pha1420


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Working Papers

2023

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

2022

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

2021

  1. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
    Papers, arXiv.org Downloads View citations (9)
  2. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
    Papers, arXiv.org Downloads
  3. The impact of macroprudential policies on capital flows in CESEE
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (5)

2020

  1. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
    Papers, arXiv.org Downloads View citations (1)
  2. Flexible Mixture Priors for Large Time-varying Parameter Models
    Papers, arXiv.org Downloads View citations (2)
  3. 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
  4. On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
    Papers, arXiv.org Downloads View citations (2)

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 (6)
  2. Stochastic model specification in Markov switching vector error correction models
    Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (2), 17 Downloads View citations (4)

2020

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