Florian Huber
Universität Salzburg
H-index: 24
Europe-Austria
Top articles of Florian Huber
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? | Journal of Forecasting | Martin Feldkircher Luis Gruber Florian Huber Gregor Kastner | 2024/3/11 |
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions | Journal of Applied Econometrics | Jan Prüser Florian Huber | 2024/3 |
Gaussian process vector autoregressions and macroeconomic uncertainty | Journal of Business & Economic Statistics | Niko Hauzenberger Florian Huber Massimiliano Marcellino Nico Petz | 2024/2/20 |
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model | Journal of Business & Economic Statistics | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2024/1/24 |
Financial markets and legal challenges to unconventional monetary policy | European Economic Review | Stefan Griller Florian Huber Michael Pfarrhofer | 2024/4 |
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model | arXiv preprint arXiv:2401.10054 | Luca Barbaglia Lorenzo Frattarolo Niko Hauzenberger Dominik Hirschbuehl Florian Huber | 2024/1/18 |
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns | Empirical Economics | Florian Huber Gregor Kastner Michael Pfarrhofer | 2023/5/29 |
Macroeconomic forecasting using BVARs | Niko Hauzenberger Florian Huber Gary Koop | 2023/8/14 | |
Bayesian Nonlinear Regression using Sums of Simple Functions | Available at SSRN 4743524 | Florian Huber | 2023/12/4 |
Are Phillips curves in CESEE still alive and well behaved? | Focus on European economic integration | Florian Huber Josef Schreiner | 2023 |
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks | arXiv preprint arXiv:2305.16827 | Florian Huber Gary Koop | 2023/5/26 |
Tail forecasting with multivariate Bayesian additive regression trees | International Economic Review | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2023/8 |
Predictive Density Combination Using a Tree-Based Synthesis Function | Mikael Khan Elyse Sullivan | 2022/11/7 | |
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields | Journal of Applied Econometrics | Manfred M Fischer Niko Hauzenberger Florian Huber Michael Pfarrhofer | 2023/1 |
Coarsened Bayesian VARs--Correcting BVARs for Incorrect Specification | arXiv preprint arXiv:2304.07856 | Florian Huber Massimiliano Marcellino | 2023/4/16 |
Bayesian forecasting in economics and finance: a modern review | Gael M Martin David T Frazier Worapree Maneesoonthorn Ruben Loaiza-Maya Florian Huber | 2023/7/18 | |
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods | Studies in Nonlinear Dynamics & Econometrics | Niko Hauzenberger Florian Huber Gary Koop | 2023/11/2 |
Nowcasting in a pandemic using non-parametric mixed frequency VARs | Journal of Econometrics | Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner | 2023/1 |
Real-time inflation forecasting using non-linear dimension reduction techniques | International Journal of Forecasting | Niko Hauzenberger Florian Huber Karin Klieber | 2023/4/1 |
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies | The Annals of Applied Statistics | Florian Huber Tamás Krisztin Michael Pfarrhofer | 2023/6 |
Co-Authors
