Details about Florian Huber
Access statistics for papers by Florian Huber.
Last updated 2021-03-01. Update your information in the RePEc Author Service.
Short-id: phu448
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Working Papers
2021
- A Bayesian panel VAR model to analyze the impact of climate change on high-income economies
Papers, arXiv.org
- General Bayesian time-varying parameter VARs for predicting government bond yields
Papers, arXiv.org 
Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2021)
- Nowcasting in a pandemic using non-parametric mixed frequency VARs
Working Paper Series, European Central Bank View citations (1)
Also in Papers, arXiv.org (2020)
2020
- A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis
Papers, arXiv.org 
See also Journal Article in Journal of Forecasting (2020)
- BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R
Globalization Institute Working Papers, Federal Reserve Bank of Dallas
- Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
Papers, arXiv.org View citations (3)
- Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
Papers, arXiv.org View citations (1)
- Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
Papers, arXiv.org
- Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Papers, arXiv.org View citations (1)
- Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
Papers, arXiv.org View citations (1)
- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Papers, arXiv.org View citations (3)
- Inference in Bayesian Additive Vector Autoregressive Tree Models
Papers, arXiv.org View citations (1)
- Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
Papers, arXiv.org
- Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
Papers, arXiv.org
2019
- Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach
Department of Economics Working Paper Series, WU Vienna University of Economics and Business 
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2019)  Working Papers in Economics, University of Salzburg (2019)
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Papers, arXiv.org View citations (6)
Also in Working Paper Series, European Central Bank (2019) View citations (2) Working Papers in Economics, University of Salzburg (2019) View citations (1)
- International effects of a compression of euro area yield curves
Working Papers in Economics, University of Salzburg View citations (10)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (9) VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) View citations (11) Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (4)
See also Journal Article in Journal of Banking & Finance (2020)
- Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Papers, arXiv.org
- Sparse Bayesian vector autoregressions in huge dimensions
Papers, arXiv.org View citations (20)
See also Journal Article in Journal of Forecasting (2020)
- Stochastic model specification in Markov switching vector error correction models
Papers, arXiv.org 
Also in Working Papers in Economics, University of Salzburg (2018) View citations (1)
- The macroeconomic effects of international uncertainty
Working Paper Series, European Central Bank View citations (5)
- The regional transmission of uncertainty shocks on income inequality in the United States
Working Papers in Regional Science, WU Vienna University of Economics and Business View citations (2)
- The transmission of uncertainty shocks on income inequality: State-level evidence from the United States
Working Papers in Economics, University of Salzburg View citations (3)
Also in Papers, arXiv.org (2018) View citations (1) Working Papers in Regional Science, WU Vienna University of Economics and Business (2018) View citations (1)
- Trend Fundamentals and Exchange Rate Dynamics
Working Papers in Economics, University of Salzburg 
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016)  KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2015)  Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) 
See also Journal Article in Economica (2020)
2018
- A Multi-country Approach to Analysing the Euro Area Output Gap
WIFO Working Papers, WIFO
- Dealing with heterogeneity in panel VARs using sparse finite mixtures
Department of Economics Working Paper Series, WU Vienna University of Economics and Business
- How Important are Global Factors for Understanding the Dynamics of International Capital Flows?
Working Papers in Economics, University of Salzburg 
See also Journal Article in Journal of International Money and Finance (2020)
- Model instability in predictive exchange rate regressions
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (2)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2018) View citations (1) Working Papers in Economics, University of Salzburg (2018) View citations (1) Papers, arXiv.org (2018) View citations (2)
See also Journal Article in Journal of Forecasting (2020)
- Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in International Review of Financial Analysis (2020)
- Predicting crypto-currencies using sparse non-Gaussian state space models
Papers, arXiv.org View citations (9)
See also Journal Article in Journal of Forecasting (2018)
- Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Papers, arXiv.org View citations (5)
Also in Working Papers in Economics, University of Salzburg (2018) View citations (2) Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016)  Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) 
See also Journal Article in Journal of Applied Econometrics (2019)
- Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics 
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2018) View citations (1) Papers, arXiv.org (2017) View citations (13)
- Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model
Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics View citations (1)
Also in Working Papers in Economics, University of Salzburg (2018) View citations (1)
- The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions
Working Papers in Regional Science, WU Vienna University of Economics and Business 
Also in Papers, arXiv.org (2018)
- The dynamic impact of monetary policy on regional housing prices in the United States
Working Papers in Regional Science, WU Vienna University of Economics and Business View citations (4)
Also in Working Papers in Economics, University of Salzburg (2018) View citations (3)
2017
- Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (5)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (4)
See also Journal Article in Economics Letters (2017)
- The macroeconomic effects of international uncertainty shocks
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (12)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (12)
- The role of US based FDI flows for global output dynamics
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics 
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) 
See also Journal Article in Macroeconomic Dynamics (2019)
- The shortage of safe assets in the US investment portfolio: Some international evidence
Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (4)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (4)
See also Journal Article in Journal of International Money and Finance (2017)
- Threshold cointegration and adaptive shrinkage
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (2)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (2)
2016
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (37)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) View citations (5)
See also Journal Article in Journal of Business & Economic Statistics (2019)
- International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (6)
Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (4) Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (13)
See also Journal Article in Macroeconomic Dynamics (2020)
- US Monetary Policy in a Globalized World
CESifo Working Paper Series, CESifo View citations (5)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015)  Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2016) View citations (3) Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015)
- Unconventional US Monetary Policy: New Tools Same Channels?
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (4)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (2) Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) View citations (6)
See also Journal Article in Journal of Risk and Financial Management (2018)
2015
- A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (3)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015) 
See also Journal Article in Oxford Bulletin of Economics and Statistics (2018)
- Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
Working Papers, University of Heidelberg, Department of Economics View citations (5)
Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2015) View citations (1)
See also Journal Article in Journal of Economic Dynamics and Control (2016)
- Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (3)
- Global Prediction of Recessions
Working Papers, University of Heidelberg, Department of Economics View citations (5)
See also Journal Article in Economics Letters (2015)
- Growing Together? Projecting Income Growth in Europe at the Regional Level
Department of Economics Working Paper Series, WU Vienna University of Economics and Business 
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015)
- Measuring the impact of unconventional monetary policy on the US business cycle
Working Papers in Regional Science, WU Vienna University of Economics and Business
- Small-scale nowcasting models of GDP for selected CESEE countries
Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)
2014
- Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (3)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (1)
- Forecasting Global Equity Indices Using Large Bayesian VARs
Department of Economics Working Paper Series, WU Vienna University of Economics and Business 
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) 
See also Journal Article in Bulletin of Economic Research (2017)
- Forecasting with Bayesian Global Vector Autoregressions
ERSA conference papers, European Regional Science Association View citations (23)
Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2014) View citations (15)
- The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (10)
Journal Articles
2020
- A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis
Journal of Forecasting, 2020, 39, (6), 911-926 
See also Working Paper (2020)
- Fragility and the effect of international uncertainty shocks
Journal of International Money and Finance, 2020, 108, (C) View citations (1)
- How important are global factors for understanding the dynamics of international capital flows?
Journal of International Money and Finance, 2020, 109, (C) View citations (2)
See also Working Paper (2018)
- INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
Macroeconomic Dynamics, 2020, 24, (4), 774-806 
See also Working Paper (2016)
- International effects of a compression of euro area yield curves
Journal of Banking & Finance, 2020, 113, (C) View citations (2)
See also Working Paper (2019)
- Model instability in predictive exchange rate regressions
Journal of Forecasting, 2020, 39, (2), 168-186 
See also Working Paper (2018)
- Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models
International Review of Financial Analysis, 2020, 68, (C) 
See also Working Paper (2018)
- Sparse Bayesian vector autoregressions in huge dimensions
Journal of Forecasting, 2020, 39, (7), 1142-1165 View citations (3)
See also Working Paper (2019)
- Trend Fundamentals and Exchange Rate Dynamics
Economica, 2020, 87, (348), 1016-1036 
See also Working Paper (2019)
2019
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Journal of Business & Economic Statistics, 2019, 37, (1), 27-39 View citations (39)
See also Working Paper (2016)
- Changes in US Monetary Policy and Its Transmission over the Last Century
German Economic Review, 2019, 20, (4), 447-470 View citations (2)
Also in German Economic Review, 2019, 20, (4), 447-470 (2019)
- Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
Journal of Applied Econometrics, 2019, 34, (5), 621-640 View citations (2)
See also Working Paper (2018)
- Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model
Journal of the Royal Statistical Society Series A, 2019, 182, (3), 831-861 View citations (4)
- THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS
Macroeconomic Dynamics, 2019, 23, (3), 943-973 
See also Working Paper (2017)
- The impact of labor cost growth on inflation in selected CESEE countries
Focus on European Economic Integration, 2019, (Q4/19), 56-78 View citations (1)
- Threshold cointegration in international exchange rates:A Bayesian approach
International Journal of Forecasting, 2019, 35, (2), 458-473 View citations (3)
2018
- A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy
Oxford Bulletin of Economics and Statistics, 2018, 80, (3), 575-604 View citations (3)
See also Working Paper (2015)
- Debt regimes and the effectiveness of monetary policy
Journal of Economic Dynamics and Control, 2018, 93, (C), 218-238 View citations (4)
- Human capital accumulation and long†term income growth projections for European regions
Journal of Regional Science, 2018, 58, (1), 81-99 View citations (8)
- Predicting crypto‐currencies using sparse non‐Gaussian state space models
Journal of Forecasting, 2018, 37, (6), 627-640 View citations (9)
See also Working Paper (2018)
- Unconventional U.S. Monetary Policy: New Tools, Same Channels?
Journal of Risk and Financial Management, 2018, 11, (4), 1-31 View citations (4)
See also Working Paper (2016)
2017
- FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS
Bulletin of Economic Research, 2017, 69, (3), 288-308 View citations (1)
See also Working Paper (2014)
- How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Focus on European Economic Integration, 2017, (1), 54–77 View citations (4)
- Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models
Economics Letters, 2017, 150, (C), 48-52 View citations (4)
See also Working Paper (2017)
- The shortage of safe assets in the US investment portfolio: Some international evidence
Journal of International Money and Finance, 2017, 74, (C), 318-336 View citations (4)
See also Working Paper (2017)
2016
- Density forecasting using Bayesian global vector autoregressions with stochastic volatility
International Journal of Forecasting, 2016, 32, (3), 818-837 View citations (30)
- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
Journal of Economic Dynamics and Control, 2016, 70, (C), 86-100 View citations (13)
See also Working Paper (2015)
- Forecasting exchange rates using multivariate threshold models
The B.E. Journal of Macroeconomics, 2016, 16, (1), 193-210 View citations (9)
- Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
Journal of Applied Econometrics, 2016, 31, (7), 1371-1391 View citations (18)
- Modeling the evolution of monetary policy rules in CESEE
Focus on European Economic Integration, 2016, (1), 8–27 View citations (7)
- The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
European Economic Review, 2016, 81, (C), 167-188 View citations (62)
- Understanding the drivers of capital flows into the CESEE countries
Focus on European Economic Integration, 2016, (2), 79–104 View citations (4)
- Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland
Focus on European Economic Integration, 2016, (1), 46–65 View citations (1)
2015
- Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries
Focus on European Economic Integration, 2015, (2), 56-75 View citations (3)
- Global prediction of recessions
Economics Letters, 2015, 133, (C), 81-84 View citations (5)
See also Working Paper (2015)
- Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data
Focus on European Economic Integration, 2015, (1), 49-64 View citations (4)
- Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy
Economic Notes, 2015, 44, (3), 409-418 View citations (1)
2014
- Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
Economics Bulletin, 2014, 34, (3), 1687-1695
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