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

Working Papers

2021

1. A Bayesian panel VAR model to analyze the impact of climate change on high-income economies
   Papers, arXiv.org
2. 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)
3. 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

4. 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)
5. BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
6. Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
   Papers, arXiv.org View citations (3)
7. Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
   Papers, arXiv.org View citations (1)
8. Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
   Papers, arXiv.org
9. Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
   Papers, arXiv.org View citations (1)
10. Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
    Papers, arXiv.org View citations (1)
11. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
    Papers, arXiv.org View citations (3)
12. Inference in Bayesian Additive Vector Autoregressive Tree Models
    Papers, arXiv.org View citations (1)
13. Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
    Papers, arXiv.org
14. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
    Papers, arXiv.org

2019

15. 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)
16. 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)
17. 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)
18. Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
    Papers, arXiv.org
19. Sparse Bayesian vector autoregressions in huge dimensions
    Papers, arXiv.org View citations (20)
    See also Journal Article in Journal of Forecasting (2020)
20. 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)
21. The macroeconomic effects of international uncertainty
    Working Paper Series, European Central Bank View citations (5)
22. 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)
23. 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)
24. 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

25. A Multi-country Approach to Analysing the Euro Area Output Gap
    WIFO Working Papers, WIFO
26. Dealing with heterogeneity in panel VARs using sparse finite mixtures
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business
27. 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)
28. 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)
29. 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)
30. 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)
31. 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)
32. 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)
33. 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)
34. 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)
35. 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

36. 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)
37. 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)
38. 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)
39. 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)
40. 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

41. 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)
42. 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)
43. 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)
44. 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

45. 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)
46. 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)
47. 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)
48. Global Prediction of Recessions
    Working Papers, University of Heidelberg, Department of Economics View citations (5)
    See also Journal Article in Economics Letters (2015)
49. 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)
50. Measuring the impact of unconventional monetary policy on the US business cycle
    Working Papers in Regional Science, WU Vienna University of Economics and Business
51. Small-scale nowcasting models of GDP for selected CESEE countries
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)

2014

52. 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)
53. 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)
54. 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)
55. 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

1. 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)
2. Fragility and the effect of international uncertainty shocks
   Journal of International Money and Finance, 2020, 108, (C) View citations (1)
3. 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)
4. INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
   Macroeconomic Dynamics, 2020, 24, (4), 774-806
   See also Working Paper (2016)
5. 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)
6. Model instability in predictive exchange rate regressions
   Journal of Forecasting, 2020, 39, (2), 168-186
   See also Working Paper (2018)
7. 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)
8. Sparse Bayesian vector autoregressions in huge dimensions
   Journal of Forecasting, 2020, 39, (7), 1142-1165 View citations (3)
   See also Working Paper (2019)
9. Trend Fundamentals and Exchange Rate Dynamics
   Economica, 2020, 87, (348), 1016-1036
   See also Working Paper (2019)

2019

10. 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)
11. 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)
12. 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)
13. 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)
14. THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS
    Macroeconomic Dynamics, 2019, 23, (3), 943-973
    See also Working Paper (2017)
15. 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)
16. Threshold cointegration in international exchange rates:A Bayesian approach
    International Journal of Forecasting, 2019, 35, (2), 458-473 View citations (3)

2018

17. 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)
18. Debt regimes and the effectiveness of monetary policy
    Journal of Economic Dynamics and Control, 2018, 93, (C), 218-238 View citations (4)
19. Human capital accumulation and long†term income growth projections for European regions
    Journal of Regional Science, 2018, 58, (1), 81-99 View citations (8)
20. 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)
21. 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

22. 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)
23. 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)
24. 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)
25. 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

26. Density forecasting using Bayesian global vector autoregressions with stochastic volatility
    International Journal of Forecasting, 2016, 32, (3), 818-837 View citations (30)
27. 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)
28. Forecasting exchange rates using multivariate threshold models
    The B.E. Journal of Macroeconomics, 2016, 16, (1), 193-210 View citations (9)
29. Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
    Journal of Applied Econometrics, 2016, 31, (7), 1371-1391 View citations (18)
30. Modeling the evolution of monetary policy rules in CESEE
    Focus on European Economic Integration, 2016, (1), 8–27 View citations (7)
31. The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
    European Economic Review, 2016, 81, (C), 167-188 View citations (62)
32. Understanding the drivers of capital flows into the CESEE countries
    Focus on European Economic Integration, 2016, (2), 79–104 View citations (4)
33. 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

34. 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)
35. Global prediction of recessions
    Economics Letters, 2015, 133, (C), 81-84 View citations (5)
    See also Working Paper (2015)
36. 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)
37. 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

38. Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
    Economics Bulletin, 2014, 34, (3), 1687-1695