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Details about Florian Huber

Homepage:https://sites.google.com/site/fhuber7/
Workplace:Bereich Volkswirtschaftslehre (Department of Economics), Paris-Lodron Universität Salzburg (Salzburg University), (more information at EDIRC)

Access statistics for papers by Florian Huber.

Last updated 2019-08-24. Update your information in the RePEc Author Service.

Short-id: phu448


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Working Papers

2019

  1. Dealing with cross-country heterogeneity in panel VARs using finite mixture models
    Papers, arXiv.org Downloads
  2. Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
    Working Papers in Economics, University of Salzburg Downloads
    Also in Papers, arXiv.org (2019) Downloads
  3. International effects of a compression of euro area yield curves
    Working Papers in Economics, University of Salzburg Downloads View citations (4)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) Downloads View citations (6)
    Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) Downloads View citations (8)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) Downloads View citations (2)
  4. Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
    Papers, arXiv.org Downloads
  5. The macroeconomic effects of international uncertainty
    Working Paper Series, European Central Bank Downloads
  6. 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 Downloads
  7. The transmission of uncertainty shocks on income inequality: State-level evidence from the United States
    Working Papers in Economics, University of Salzburg Downloads View citations (1)
    Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2018) Downloads View citations (1)
    Papers, arXiv.org (2018) Downloads View citations (1)

2018

  1. A Multi-country Approach to Analysing the Euro Area Output Gap
    WIFO Working Papers, WIFO Downloads
  2. Dealing with heterogeneity in panel VARs using sparse finite mixtures
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads
  3. How Important are Global Factors for Understanding the Dynamics of International Capital Flows?
    Working Papers in Economics, University of Salzburg Downloads
  4. Model instability in predictive exchange rate regressions
    Papers, arXiv.org Downloads
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2018) Downloads
    Working Papers in Economics, University of Salzburg (2018) Downloads
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2018) Downloads
  5. Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models
    Working Papers, University of Pretoria, Department of Economics
  6. Predicting crypto-currencies using sparse non-Gaussian state space models
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Journal of Forecasting (2018)
  7. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
    Working Papers in Economics, University of Salzburg Downloads View citations (1)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) Downloads
    Papers, arXiv.org (2018) Downloads View citations (2)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) Downloads

    See also Journal Article in Journal of Applied Econometrics (2019)
  8. 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 Downloads
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2018) Downloads View citations (1)
    Papers, arXiv.org (2017) Downloads View citations (2)
  9. Sparse Bayesian vector autoregressions in huge dimensions
    Papers, arXiv.org Downloads View citations (10)
  10. Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model
    Working Papers in Economics, University of Salzburg Downloads
    Also in Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics (2018) Downloads
  11. Stochastic model specification in Markov switching vector error correction models
    Papers, arXiv.org Downloads
    Also in Working Papers in Economics, University of Salzburg (2018) Downloads
  12. The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions
    Papers, arXiv.org Downloads
    Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2018) Downloads
  13. The dynamic impact of monetary policy on regional housing prices in the United States
    Working Papers in Economics, University of Salzburg Downloads
    Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2018) Downloads

2017

  1. 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 Downloads View citations (3)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) Downloads View citations (3)

    See also Journal Article in Economics Letters (2017)
  2. The macroeconomic effects of international uncertainty shocks
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (6)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) Downloads View citations (3)
  3. The role of US based FDI flows for global output dynamics
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) Downloads

    See also Journal Article in Macroeconomic Dynamics (2019)
  4. The shortage of safe assets in the US investment portfolio: Some international evidence
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (1)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2017)
  5. Threshold cointegration and adaptive shrinkage
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (2)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) Downloads View citations (2)

2016

  1. Adaptive Shrinkage in Bayesian Vector Autoregressive Models
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (23)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) Downloads View citations (5)

    See also Journal Article in Journal of Business & Economic Statistics (2019)
  2. 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 Downloads View citations (5)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) Downloads View citations (6)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) Downloads View citations (3)
  3. Trend Fundamentals and Exchange Rate Dynamics
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) Downloads
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2015) Downloads
  4. US Monetary Policy in a Globalized World
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (3)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015) Downloads
    CESifo Working Paper Series, CESifo Group Munich (2016) Downloads View citations (5)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015) Downloads
  5. Unconventional US Monetary Policy: New Tools Same Channels?
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (4)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) Downloads View citations (2)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) Downloads View citations (6)

    See also Journal Article in Journal of Risk and Financial Management (2018)

2015

  1. A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015) Downloads View citations (3)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2018)
  2. Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
    Working Papers, University of Heidelberg, Department of Economics Downloads View citations (5)
    Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2015) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2016)
  3. Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (2)
  4. Global Prediction of Recessions
    Working Papers, University of Heidelberg, Department of Economics Downloads View citations (4)
    See also Journal Article in Economics Letters (2015)
  5. Growing Together? Projecting Income Growth in Europe at the Regional Level
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015) Downloads
  6. Measuring the impact of unconventional monetary policy on the US business cycle
    Working Papers in Regional Science, WU Vienna University of Economics and Business Downloads
  7. Small-scale nowcasting models of GDP for selected CESEE countries
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (3)

2014

  1. Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (1)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads View citations (3)
  2. Forecasting Global Equity Indices Using Large Bayesian VARs
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads

    See also Journal Article in Bulletin of Economic Research (2017)
  3. Forecasting with Bayesian Global Vector Autoregressions
    ERSA conference papers, European Regional Science Association Downloads View citations (20)
  4. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (15)
  5. The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (10)

Journal Articles

2019

  1. Adaptive Shrinkage in Bayesian Vector Autoregressive Models
    Journal of Business & Economic Statistics, 2019, 37, (1), 27-39 Downloads View citations (14)
    See also Working Paper (2016)
  2. 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 Downloads
    See also Working Paper (2018)
  3. 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 Downloads
  4. THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS
    Macroeconomic Dynamics, 2019, 23, (03), 943-973 Downloads
    See also Working Paper (2017)
  5. Threshold cointegration in international exchange rates:A Bayesian approach
    International Journal of Forecasting, 2019, 35, (2), 458-473 Downloads View citations (1)

2018

  1. 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 Downloads View citations (1)
    See also Working Paper (2015)
  2. Debt regimes and the effectiveness of monetary policy
    Journal of Economic Dynamics and Control, 2018, 93, (C), 218-238 Downloads
  3. Human capital accumulation and long†term income growth projections for European regions
    Journal of Regional Science, 2018, 58, (1), 81-99 Downloads View citations (4)
  4. Predicting crypto‐currencies using sparse non‐Gaussian state space models
    Journal of Forecasting, 2018, 37, (6), 627-640 Downloads View citations (1)
    See also Working Paper (2018)
  5. Unconventional U.S. Monetary Policy: New Tools, Same Channels?
    Journal of Risk and Financial Management, 2018, 11, (4), 1-31 Downloads View citations (1)
    See also Working Paper (2016)

2017

  1. FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS
    Bulletin of Economic Research, 2017, 69, (3), 288-308 Downloads
    See also Working Paper (2014)
  2. 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 Downloads View citations (3)
  3. Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models
    Economics Letters, 2017, 150, (C), 48-52 Downloads View citations (3)
    See also Working Paper (2017)
  4. The shortage of safe assets in the US investment portfolio: Some international evidence
    Journal of International Money and Finance, 2017, 74, (C), 318-336 Downloads View citations (1)
    See also Working Paper (2017)

2016

  1. Density forecasting using Bayesian global vector autoregressions with stochastic volatility
    International Journal of Forecasting, 2016, 32, (3), 818-837 Downloads View citations (18)
  2. 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 Downloads View citations (6)
    See also Working Paper (2015)
  3. Forecasting exchange rates using multivariate threshold models
    The B.E. Journal of Macroeconomics, 2016, 16, (1), 193-210 Downloads View citations (8)
  4. Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
    Journal of Applied Econometrics, 2016, 31, (7), 1371-1391 Downloads View citations (12)
  5. Modeling the evolution of monetary policy rules in CESEE
    Focus on European Economic Integration, 2016, (1), 8–27 Downloads View citations (2)
  6. The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
    European Economic Review, 2016, 81, (C), 167-188 Downloads View citations (42)
  7. Understanding the drivers of capital flows into the CESEE countries
    Focus on European Economic Integration, 2016, (2), 79–104 Downloads View citations (1)
  8. Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland
    Focus on European Economic Integration, 2016, (1), 46–65 Downloads

2015

  1. Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries
    Focus on European Economic Integration, 2015, (2), 56-75 Downloads View citations (3)
  2. Global prediction of recessions
    Economics Letters, 2015, 133, (C), 81-84 Downloads View citations (4)
    See also Working Paper (2015)
  3. Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data
    Focus on European Economic Integration, 2015, (1), 49-64 Downloads View citations (4)
  4. Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy
    Economic Notes, 2015, 44, (3), 409-418 Downloads

2014

  1. Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
    Economics Bulletin, 2014, 34, (3), 1687-1695 Downloads
 
Page updated 2019-08-25