Details about Florian Huber

Access statistics for papers by Florian Huber.

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

Short-id: phu448

Working Papers

2019

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

2018

8. A Multi-country Approach to Analysing the Euro Area Output Gap
   WIFO Working Papers, WIFO
9. Dealing with heterogeneity in panel VARs using sparse finite mixtures
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business
10. How Important are Global Factors for Understanding the Dynamics of International Capital Flows?
    Working Papers in Economics, University of Salzburg
11. Model instability in predictive exchange rate regressions
    Papers, arXiv.org
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2018)
    Working Papers in Economics, University of Salzburg (2018)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2018)
12. Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models
    Working Papers, University of Pretoria, Department of Economics
13. Predicting crypto-currencies using sparse non-Gaussian state space models
    Papers, arXiv.org View citations (2)
    See also Journal Article in Journal of Forecasting (2018)
14. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
    Working Papers in Economics, University of Salzburg View citations (1)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016)
    Papers, arXiv.org (2018) View citations (2)
    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)
15. 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 (2)
16. Sparse Bayesian vector autoregressions in huge dimensions
    Papers, arXiv.org View citations (10)
17. Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model
    Working Papers in Economics, University of Salzburg
    Also in Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics (2018)
18. Stochastic model specification in Markov switching vector error correction models
    Papers, arXiv.org
    Also in Working Papers in Economics, University of Salzburg (2018)
19. The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions
    Papers, arXiv.org
    Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2018)
20. The dynamic impact of monetary policy on regional housing prices in the United States
    Working Papers in Economics, University of Salzburg
    Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2018)

2017

21. 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 (3)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (3)
    See also Journal Article in Economics Letters (2017)
22. The macroeconomic effects of international uncertainty shocks
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (6)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (3)
23. The role of US based FDI flows for global output dynamics
    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 (2017)
    See also Journal Article in Macroeconomic Dynamics (2019)
24. 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 View citations (1)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)
25. Threshold cointegration and adaptive shrinkage
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (2)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (2)

2016

26. Adaptive Shrinkage in Bayesian Vector Autoregressive Models
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (23)
    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)
27. 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 (5)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (6)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (3)
28. Trend Fundamentals and Exchange Rate 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 (2016)
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2015)
29. US Monetary Policy in a Globalized World
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (3)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015)
    CESifo Working Paper Series, CESifo Group Munich (2016) View citations (5)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015)
30. 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

31. 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
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015) View citations (3)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2018)
32. 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)
33. 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 View citations (2)
34. Global Prediction of Recessions
    Working Papers, University of Heidelberg, Department of Economics View citations (4)
    See also Journal Article in Economics Letters (2015)
35. 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
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015)
36. Measuring the impact of unconventional monetary policy on the US business cycle
    Working Papers in Regional Science, WU Vienna University of Economics and Business
37. Small-scale nowcasting models of GDP for selected CESEE countries
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)

2014

38. Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (1)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (3)
39. 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)
40. Forecasting with Bayesian Global Vector Autoregressions
    ERSA conference papers, European Regional Science Association View citations (20)
41. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (15)
42. 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

2019

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

2018

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

2017

11. FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS
    Bulletin of Economic Research, 2017, 69, (3), 288-308
    See also Working Paper (2014)
12. 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 (3)
13. 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 (3)
    See also Working Paper (2017)
14. 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 (1)
    See also Working Paper (2017)

2016

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

2015

23. 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)
24. Global prediction of recessions
    Economics Letters, 2015, 133, (C), 81-84 View citations (4)
    See also Working Paper (2015)
25. 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)
26. Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy
    Economic Notes, 2015, 44, (3), 409-418

2014

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