Florian Huber
Personal Details
First Name: | Florian |
Middle Name: | |
Last Name: | Huber |
Suffix: | |
RePEc Short-ID: | phu448 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/fhuber7/ | |
Terminal Degree: | 2014 Institut für Makroökonomie; Department Volkswirtschaft; WU Wirtschaftsuniversität Wien (from RePEc Genealogy) |
Affiliation
Bereich Volkswirtschaftslehre
Paris-Lodron Universität Salzburg
Salzburg, Austriahttps://www.plus.ac.at/economics/
RePEc:edi:iwsbgat (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024. "Risky Oil: It's All in the Tails," NBER Working Papers 32524, National Bureau of Economic Research, Inc.
- Luca Barbaglia & Lorenzo Frattarolo & Niko Hauzenberger & Dominik Hirschbuehl & Florian Huber & Luca Onorante & Michael Pfarrhofer & Luca Tiozzo Pezzoli, 2024. "Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model," Papers 2401.10054, arXiv.org.
- Jan Pruser & Florian Huber, 2023.
"Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions,"
Papers
2301.13604, arXiv.org, revised Sep 2023.
- Jan Prüser & Florian Huber, 2024. "Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 269-291, March.
- Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
- Martin Gachter & Elias Hasler & Florian Huber, 2023. "A tale of two tails: 130 years of growth-at-risk," Papers 2302.08920, arXiv.org.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023.
"Predictive Density Combination Using a Tree-Based Synthesis Function,"
Papers
2311.12671, arXiv.org.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
- Niko Hauzenberger & Florian Huber & Thomas Zörner, 2023. "Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner)," Working Papers 252, Oesterreichische Nationalbank (Austrian Central Bank).
- Florian Huber, 2023. "Bayesian Nonlinear Regression using Sums of Simple Functions," Papers 2312.01881, arXiv.org.
- Florian Huber & Gary Koop, 2023.
"Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks,"
Papers
2305.16827, arXiv.org.
- Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
- Florian Huber & Massimiliano Marcellino, 2023. "Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification," Papers 2304.07856, arXiv.org, revised May 2023.
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022.
"Bayesian Forecasting in Economics and Finance: A Modern Review,"
Papers
2212.03471, arXiv.org, revised Jul 2023.
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
- Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022.
"Tail Forecasting with Multivariate Bayesian Additive Regression Trees,"
CEPR Discussion Papers
17461, C.E.P.R. Discussion Papers.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022.
"Forecasting US Inflation Using Bayesian Nonparametric Models,"
Papers
2202.13793, arXiv.org.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
- Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023. "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers 18244, C.E.P.R. Discussion Papers.
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022.
"Bayesian Modeling of TVP-VARs Using Regression Trees,"
Papers
2209.11970, arXiv.org, revised May 2023.
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020. "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers 2308, University of Strathclyde Business School, Department of Economics, revised Aug 2023.
- Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael, 2022. "General Bayesian time-varying parameter VARs for modeling government bond yields," Working Papers in Regional Science 2021/01, WU Vienna University of Economics and Business.
- Florian Huber & Luca Onorante & Michael Pfarrhofer, 2022.
"Forecasting euro area inflation using a huge panel of survey expectations,"
Papers
2207.12225, arXiv.org.
- Huber, Florian & Onorante, Luca & Pfarrhofer, Michael, 2024. "Forecasting euro area inflation using a huge panel of survey expectations," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1042-1054.
- Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022. "Bayesian Neural Networks for Macroeconomic Analysis," Papers 2211.04752, arXiv.org, revised Apr 2024.
- Stefan Griller & Florian Huber & Michael Pfarrhofer, 2022. "Measuring Shocks to Central Bank Independence using Legal Rulings," Papers 2202.12695, arXiv.org.
- Florian Huber & Gary Koop, 2021.
"Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions,"
Papers
2107.07804, arXiv.org.
- Florian Huber & Gary Koop, 2023. "Subspace shrinkage in conjugate Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 556-576, June.
- Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2021.
"Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs,"
Papers
2103.04944, arXiv.org, revised Feb 2022.
- Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2022. "APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1625-1658, November.
- Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2021. "General Bayesian time-varying parameter VARs for predicting government bond yields," Papers 2102.13393, arXiv.org.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021.
"Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model,"
Papers
2110.03411, arXiv.org.
- Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
- Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021.
"Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty,"
Papers
2112.01995, arXiv.org, revised Nov 2022.
- Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico, 2022. "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers 17646, C.E.P.R. Discussion Papers.
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021.
"The impact of macroprudential policies on capital flows in CESEE,"
ESRB Working Paper Series
118, European Systemic Risk Board.
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020.
"Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs,"
Papers
2008.12706, arXiv.org, revised Dec 2020.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
- Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Working Papers 2021-01, Joint Research Centre, European Commission.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
- Niko Hauzenberger & Florian Huber & Gary Koop, 2020.
"Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods,"
Papers
2005.03906, arXiv.org, revised May 2023.
- Hauzenberger Niko & Huber Florian & Koop Gary, 2024. "Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 201-225, April.
- Niko Hauzenberger & Florian Huber & Gary Koop, "undated". "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers 2305, University of Strathclyde Business School, Department of Economics.
- Florian Huber & Michael Pfarrhofer, 2020.
"Dynamic shrinkage in time-varying parameter stochastic volatility in mean models,"
Papers
2005.06851, arXiv.org.
- Florian Huber & Michael Pfarrhofer, 2021. "Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 262-270, March.
- Markus Eller & Niko Hauzenberger & Florian Huber & Helene Schuberth & Lukas Vashold, 2020. "Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE," Papers 2009.06391, arXiv.org.
- Maximilian Böck & Martin Feldkircher & Florian Huber, 2020. "BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R," Globalization Institute Working Papers 395, Federal Reserve Bank of Dallas.
- Niko Hauzenberger & Florian Huber & Luca Onorante, 2020.
"Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models,"
Papers
2002.08760, arXiv.org, revised Aug 2020.
- Niko Hauzenberger & Florian Huber & Luca Onorante, 2021. "Combining shrinkage and sparsity in conjugate vector autoregressive models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 304-327, April.
- Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
- Florian Huber & Luca Rossini, 2020. "Inference in Bayesian Additive Vector Autoregressive Tree Models," Papers 2006.16333, arXiv.org, revised Mar 2021.
- Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2020.
"Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession,"
Papers
2007.15419, arXiv.org.
- Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2021. "Measuring the effectiveness of US monetary policy during the COVID‐19 recession," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 287-297, July.
- Niko Hauzenberger & Florian Huber & Karin Klieber, 2020.
"Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques,"
Papers
2012.08155, arXiv.org, revised Dec 2021.
- Hauzenberger, Niko & Huber, Florian & Klieber, Karin, 2023. "Real-time inflation forecasting using non-linear dimension reduction techniques," International Journal of Forecasting, Elsevier, vol. 39(2), pages 901-921.
- Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020.
"A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis,"
Papers
2001.03935, arXiv.org.
- Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020. "A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 911-926, September.
- Cuaresma, Jesús Crespo & Huber, Florian & Onorante, Luca, 2019. "The macroeconomic effects of international uncertainty," Working Paper Series 2302, European Central Bank.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019.
"International effects of a compression of euro area yield curves,"
Working Papers in Economics
2019-1, University of Salzburg.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.
- Florian Huber & Gary Koop & Luca Onorante, 2019.
"Inducing Sparsity and Shrinkage in Time-Varying Parameter Models,"
Papers
1905.10787, arXiv.org, revised Dec 2019.
- Florian Huber & Gary Koop & Luca Onorante, 2021. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 669-683, July.
- Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing sparsity and shrinkage in time-varying parameter models," Working Paper Series 2325, European Central Bank.
- Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Working Papers in Economics 2019-2, University of Salzburg.
- Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2019.
"Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models,"
Papers
1910.10779, arXiv.org, revised Sep 2021.
- Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2022. "Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1904-1918, October.
- Huber, Florian & Rabithsc, Katrin, 2019.
"Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach,"
Working Papers in Economics
2019-5, University of Salzburg.
- Huber, Florian & Rabitsch, Katrin, 2019. "Exchange rate dynamics and monetary policy - Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Paper Series 295, WU Vienna University of Economics and Business.
- Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Working Papers in Regional Science
2019/01, WU Vienna University of Economics and Business.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021. "The regional transmission of uncertainty shocks on income inequality in the United States," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 887-900.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer-Steinnocher, 2018.
"The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions,"
Papers
1802.05870, arXiv.org.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "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 2018/01, WU Vienna University of Economics and Business.
- Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018.
"Predicting crypto-currencies using sparse non-Gaussian state space models,"
Papers
1801.06373, arXiv.org, revised Feb 2018.
- Christian Hotz‐Behofsits & Florian Huber & Thomas Otto Zörner, 2018. "Predicting crypto‐currencies using sparse non‐Gaussian state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 627-640, September.
- Rangan Gupta & Florian Huber & Philipp Piribauer, 2018.
"Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models,"
Working Papers
201826, University of Pretoria, Department of Economics.
- Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020. "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2018. "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Papers 1805.12217, arXiv.org, revised Jul 2019.
- Huber, Florian, 2018. "Dealing with heterogeneity in panel VARs using sparse finite mixtures," Department of Economics Working Paper Series 262, WU Vienna University of Economics and Business.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018.
"The dynamic impact of monetary policy on regional housing prices in the United States,"
Working Papers in Economics
2018-7, University of Salzburg.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher, 2021. "The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1039-1068, December.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Regional Science 2018/09, WU Vienna University of Economics and Business.
- Florian Huber & Philipp Piribauer, 2018. "A Multi-country Approach to Analysing the Euro Area Output Gap," WIFO Working Papers 560, WIFO.
- Eller, Markus & Huber, Florian & Schuberth, Helene, 2018.
"How Important are Global Factors for Understanding the Dynamics of International Capital Flows?,"
Working Papers in Economics
2018-2, University of Salzburg.
- Eller, Markus & Huber, Florian & Schuberth, Helene, 2020. "How important are global factors for understanding the dynamics of international capital flows?," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Florian Huber & Tam'as Krisztin & Michael Pfarrhofer, 2018. "A Bayesian panel VAR model to analyze the impact of climate change on high-income economies," Papers 1804.01554, arXiv.org, revised Feb 2021.
- Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018.
"Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model,"
Discussion Paper Series in Economics
31/2018, Norwegian School of Economics, Department of Economics.
- Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018. "Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model," Working Papers in Economics 2018-6, University of Salzburg.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer, 2018.
"The transmission of uncertainty shocks on income inequality: State-level evidence from the United States,"
Papers
1806.08278, arXiv.org.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Economics 2018-4, University of Salzburg, revised 10 Jan 2019.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Regional Science 2018/06, WU Vienna University of Economics and Business.
- Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018.
"Stochastic model specification in Markov switching vector error correction models,"
Papers
1807.00529, arXiv.org, revised Sep 2019.
- Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021. "Stochastic model specification in Markov switching vector error correction models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.
- Huber, Florian & Pfarrhofer, Michael & Zörner, Thomas O., 2018. "Stochastic model specification in Markov switching vector error correction models," Working Papers in Economics 2018-3, University of Salzburg.
- Niko Hauzenberger & Florian Huber, 2018.
"Model instability in predictive exchange rate regressions,"
Papers
1811.08818, arXiv.org, revised Dec 2018.
- Niko Hauzenberger & Florian Huber, 2020. "Model instability in predictive exchange rate regressions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 168-186, March.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Papers wuwp276, Vienna University of Economics and Business, Department of Economics.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Working Papers in Economics 2018-8, University of Salzburg.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 276, WU Vienna University of Economics and Business.
- Florian Huber, 2017.
"Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models,"
Department of Economics Working Papers
wuwp244, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian, 2017. "Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models," Economics Letters, Elsevier, vol. 150(C), pages 48-52.
- Huber, Florian, 2017. "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models," Department of Economics Working Paper Series 244, WU Vienna University of Economics and Business.
- Florian Huber & Manfred M. Fischer & Philipp Piribauer, 2017.
"The role of US based FDI flows for global output dynamics,"
Department of Economics Working Papers
wuwp239, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Fischer, Manfred M. & Piribauer, Philipp, 2019. "The Role Of Us-Based Fdi Flows For Global Output Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 943-973, April.
- Huber, Florian & Fischer, Manfred M. & Piribauer, Philipp, 2017. "The role of US based FDI flows for global output dynamics," Department of Economics Working Paper Series 239, WU Vienna University of Economics and Business.
- Florian Huber & Maria Teresa Punzi, 2017.
"The shortage of safe assets in the US investment portfolio: Some international evidence,"
Department of Economics Working Papers
wuwp243, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 318-336.
- Huber, Florian & Punzi, Maria Teresa, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Paper Series 243, WU Vienna University of Economics and Business.
- Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017.
"Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?,"
Papers
1711.00564, arXiv.org, revised Mar 2024.
- Feldkircher, Martin & Kastner, Gregor & Huber, Florian, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Paper Series 260, WU Vienna University of Economics and Business.
- Martin Feldkircher & Florian Huber & Gregor Kastner, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers wuwp260, Vienna University of Economics and Business, Department of Economics.
- Florian Huber & Thomas Zörner, 2017.
"Threshold cointegration and adaptive shrinkage,"
Department of Economics Working Papers
wuwp250, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Zörner, Thomas, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series 250, WU Vienna University of Economics and Business.
- Jesus Crespo Cuaresma & Florian Huber & Luca Onorante, 2017.
"The macroeconomic effects of international uncertainty shocks,"
Department of Economics Working Papers
wuwp245, Vienna University of Economics and Business, Department of Economics.
- Crespo Cuaresma, Jesus & Huber, Florian & Onorante, Luca, 2017. "The macroeconomic effects of international uncertainty shocks," Department of Economics Working Paper Series 245, WU Vienna University of Economics and Business.
- Gregor Kastner & Florian Huber, 2017.
"Sparse Bayesian vector autoregressions in huge dimensions,"
Papers
1704.03239, arXiv.org, revised Dec 2019.
- Gregor Kastner & Florian Huber, 2020. "Sparse Bayesian vector autoregressions in huge dimensions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1142-1165, November.
- Florian Huber & Maria Teresa Punzi, 2016.
"International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound,"
Department of Economics Working Papers
wuwp216, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2020. "International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 774-806, June.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series 216, WU Vienna University of Economics and Business.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers 58, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Florian Huber & Martin Feldkircher, 2016.
"Adaptive shrinkage in Bayesian vector autoregressive models,"
Department of Economics Working Papers
wuwp221, Vienna University of Economics and Business, Department of Economics.
- Florian Huber & Martin Feldkircher, 2019. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 27-39, January.
- Feldkircher, Martin & Huber, Florian, 2016. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series 221, WU Vienna University of Economics and Business.
- Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2016.
"US Monetary Policy in a Globalized World,"
CESifo Working Paper Series
5826, CESifo.
- Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2015. "US Monetary Policy in a Globalized World," Department of Economics Working Paper Series 209, WU Vienna University of Economics and Business.
- Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2015. "US Monetary Policy in a Globalized World," Department of Economics Working Papers wuwp209, Vienna University of Economics and Business, Department of Economics.
- Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2016. "US Monetary Policy in a Globalized World," Working Papers 205, Oesterreichische Nationalbank (Austrian Central Bank).
- Martin Feldkircher & Florian Huber, 2016.
"Unconventional US Monetary Policy: New Tools Same Channels?,"
Working Papers
208, Oesterreichische Nationalbank (Austrian Central Bank).
- Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
- Huber, Florian & Feldkircher, Martin, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Paper Series 222, WU Vienna University of Economics and Business.
- Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2016.
"Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models,"
Papers
1607.04532, arXiv.org, revised Jul 2018.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2019. "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 621-640, August.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series 235, WU Vienna University of Economics and Business.
- Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2018. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics 2018-5, University of Salzburg.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2015. "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 112999, Verein für Socialpolitik / German Economic Association.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015. "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers WP 4/2015, Research Department, National Bank of Slovakia.
- Dovern, Jonas & Huber, Florian, 2015.
"Global Prediction of Recessions,"
Working Papers
0585, University of Heidelberg, Department of Economics.
- Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015.
"Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR,"
Working Papers
0590, University of Heidelberg, Department of Economics.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
- Huber, Florian & Fischer, Manfred M., 2015. "Measuring the impact of unconventional monetary policy on the US business cycle," Working Papers in Regional Science 2015/01, WU Vienna University of Economics and Business.
- Florian Huber & Manfred M. Fischer, 2015.
"A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy,"
Department of Economics Working Papers
wuwp201, Vienna University of Economics and Business, Department of Economics.
- Florian Huber & Manfred M. Fischer, 2018. "A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(3), pages 575-604, June.
- Huber, Florian & Fischer, Manfred M., 2015. "A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy," Department of Economics Working Paper Series 201, WU Vienna University of Economics and Business.
- Florian Huber & Daniel Kaufmann, 2015.
"Trend Fundamentals and Exchange Rate Dynamics,"
KOF Working papers
15-393, KOF Swiss Economic Institute, ETH Zurich.
- Florian Huber & Daniel Kaufmann, 2020. "Trend Fundamentals and Exchange Rate Dynamics," Economica, London School of Economics and Political Science, vol. 87(348), pages 1016-1036, October.
- Florian Huber & Daniel Kaufmann, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Papers wuwp214, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Kaufmann, Daniel, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Paper Series 214, WU Vienna University of Economics and Business.
- Florian, Huber & Kaufmann, Daniel, 2019. "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics 2019-4, University of Salzburg.
- Jesus Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2015.
"Growing Together? Projecting Income Growth in Europe at the Regional Level,"
Department of Economics Working Papers
wuwp198, Vienna University of Economics and Business, Department of Economics.
- Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Huber, Florian & Piribauer, Philipp, 2015. "Growing Together? Projecting Income Growth in Europe at the Regional Level," Department of Economics Working Paper Series 198, WU Vienna University of Economics and Business.
- Martin Feldkircher & Florian Huber, 2014. "The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions," Working Papers 195, Oesterreichische Nationalbank (Austrian Central Bank).
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2014. "Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors," Working Papers 189, Oesterreichische Nationalbank (Austrian Central Bank).
- Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014.
"Forecasting Global Equity Indices using Large Bayesian VARs,"
Department of Economics Working Papers
wuwp184, Vienna University of Economics and Business, Department of Economics.
- Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017. "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 288-308, July.
- Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014. "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series 184, WU Vienna University of Economics and Business.
- Florian Huber, 2014.
"Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility,"
Department of Economics Working Papers
wuwp179, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian, 2014. "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Paper Series 179, WU Vienna University of Economics and Business.
- Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014. "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers ersa14p25, European Regional Science Association.
Articles
- Huber, Florian & Onorante, Luca & Pfarrhofer, Michael, 2024.
"Forecasting euro area inflation using a huge panel of survey expectations,"
International Journal of Forecasting, Elsevier, vol. 40(3), pages 1042-1054.
- Florian Huber & Luca Onorante & Michael Pfarrhofer, 2022. "Forecasting euro area inflation using a huge panel of survey expectations," Papers 2207.12225, arXiv.org.
- Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024. "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, vol. 163(C).
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024.
"Bayesian forecasting in economics and finance: A modern review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
- Hauzenberger Niko & Huber Florian & Koop Gary, 2024.
"Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 201-225, April.
- Niko Hauzenberger & Florian Huber & Gary Koop, 2020. "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers 2005.03906, arXiv.org, revised May 2023.
- Niko Hauzenberger & Florian Huber & Gary Koop, "undated". "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers 2305, University of Strathclyde Business School, Department of Economics.
- Jan Prüser & Florian Huber, 2024.
"Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 269-291, March.
- Jan Pruser & Florian Huber, 2023. "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers 2301.13604, arXiv.org, revised Sep 2023.
- Florian Huber & Josef Schreiner, 2023. "Are Phillips curves in CESEE still alive and well behaved?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/23, pages 7-27.
- Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2023. "General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 69-87, January.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023.
"Tail Forecasting With Multivariate Bayesian Additive Regression Trees,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
- Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08R, Federal Reserve Bank of Cleveland, revised 12 Jul 2022.
- Hauzenberger, Niko & Huber, Florian & Klieber, Karin, 2023.
"Real-time inflation forecasting using non-linear dimension reduction techniques,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 901-921.
- Niko Hauzenberger & Florian Huber & Karin Klieber, 2020. "Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques," Papers 2012.08155, arXiv.org, revised Dec 2021.
- Florian Huber & Gary Koop, 2023.
"Subspace shrinkage in conjugate Bayesian vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 556-576, June.
- Florian Huber & Gary Koop, 2021. "Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions," Papers 2107.07804, arXiv.org.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023.
"Nowcasting in a pandemic using non-parametric mixed frequency VARs,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
- Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Working Papers 2021-01, Joint Research Centre, European Commission.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
- Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
- Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2022.
"APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1625-1658, November.
- Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2021. "Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs," Papers 2103.04944, arXiv.org, revised Feb 2022.
- Gächter, Martin & Huber, Florian & Meier, Martin, 2022. "A shot for the US economy," Finance Research Letters, Elsevier, vol. 47(PA).
- Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2022.
"Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1904-1918, October.
- Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2019. "Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models," Papers 1910.10779, arXiv.org, revised Sep 2021.
- Niko Hauzenberger & Florian Huber & Luca Onorante, 2021.
"Combining shrinkage and sparsity in conjugate vector autoregressive models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 304-327, April.
- Niko Hauzenberger & Florian Huber & Luca Onorante, 2020. "Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models," Papers 2002.08760, arXiv.org, revised Aug 2020.
- Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2021.
"Measuring the effectiveness of US monetary policy during the COVID‐19 recession,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 287-297, July.
- Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2020. "Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession," Papers 2007.15419, arXiv.org.
- Florian Huber & Gary Koop & Luca Onorante, 2021.
"Inducing Sparsity and Shrinkage in Time-Varying Parameter Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 669-683, July.
- Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing sparsity and shrinkage in time-varying parameter models," Working Paper Series 2325, European Central Bank.
- Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Working Papers in Economics 2019-2, University of Salzburg.
- Florian Huber & Gary Koop & Luca Onorante, 2019. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Papers 1905.10787, arXiv.org, revised Dec 2019.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher, 2021.
"The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1039-1068, December.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Economics 2018-7, University of Salzburg.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Regional Science 2018/09, WU Vienna University of Economics and Business.
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021.
"The impact of macroprudential policies on capital flows in CESEE,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," ESRB Working Paper Series 118, European Systemic Risk Board.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 887-900.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019. "The regional transmission of uncertainty shocks on income inequality in the United States," Working Papers in Regional Science 2019/01, WU Vienna University of Economics and Business.
- Florian Huber & Michael Pfarrhofer, 2021.
"Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 262-270, March.
- Florian Huber & Michael Pfarrhofer, 2020. "Dynamic shrinkage in time-varying parameter stochastic volatility in mean models," Papers 2005.06851, arXiv.org.
- Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021.
"Stochastic model specification in Markov switching vector error correction models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.
- Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018. "Stochastic model specification in Markov switching vector error correction models," Papers 1807.00529, arXiv.org, revised Sep 2019.
- Huber, Florian & Pfarrhofer, Michael & Zörner, Thomas O., 2018. "Stochastic model specification in Markov switching vector error correction models," Working Papers in Economics 2018-3, University of Salzburg.
- Martin Feldkircher & Florian Huber & Maria Teresa Punzi & Pornpinun Chantapacdepong, 2021. "The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(13), pages 3818-3834, October.
- Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020.
"A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 911-926, September.
- Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020. "A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis," Papers 2001.03935, arXiv.org.
- Josep Penuelas & Tamás Krisztin & Michael Obersteiner & Florian Huber & Hannes Winner & Ivan A. Janssens & Philippe Ciais & Jordi Sardans, 2020. "Country-Level Relationships of the Human Intake of N and P, Animal and Vegetable Food, and Alcoholic Beverages with Cancer and Life Expectancy," IJERPH, MDPI, vol. 17(19), pages 1-15, October.
- Gregor Kastner & Florian Huber, 2020.
"Sparse Bayesian vector autoregressions in huge dimensions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1142-1165, November.
- Gregor Kastner & Florian Huber, 2017. "Sparse Bayesian vector autoregressions in huge dimensions," Papers 1704.03239, arXiv.org, revised Dec 2019.
- Huber, Florian & Punzi, Maria Teresa, 2020.
"International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 774-806, June.
- Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series 216, WU Vienna University of Economics and Business.
- Huber, Florian & Punzi, Maria Teresa, 2016. "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers 58, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020.
"International effects of a compression of euro area yield curves,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
- Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020.
"Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models,"
International Review of Financial Analysis, Elsevier, vol. 68(C).
- Rangan Gupta & Florian Huber & Philipp Piribauer, 2018. "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers 201826, University of Pretoria, Department of Economics.
- Eller, Markus & Huber, Florian & Schuberth, Helene, 2020.
"How important are global factors for understanding the dynamics of international capital flows?,"
Journal of International Money and Finance, Elsevier, vol. 109(C).
- Eller, Markus & Huber, Florian & Schuberth, Helene, 2018. "How Important are Global Factors for Understanding the Dynamics of International Capital Flows?," Working Papers in Economics 2018-2, University of Salzburg.
- Florian Huber & Daniel Kaufmann, 2020.
"Trend Fundamentals and Exchange Rate Dynamics,"
Economica, London School of Economics and Political Science, vol. 87(348), pages 1016-1036, October.
- Florian Huber & Daniel Kaufmann, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Papers wuwp214, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Kaufmann, Daniel, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Paper Series 214, WU Vienna University of Economics and Business.
- Florian Huber & Daniel Kaufmann, 2015. "Trend Fundamentals and Exchange Rate Dynamics," KOF Working papers 15-393, KOF Swiss Economic Institute, ETH Zurich.
- Florian, Huber & Kaufmann, Daniel, 2019. "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics 2019-4, University of Salzburg.
- Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca, 2020. "Fragility and the effect of international uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Niko Hauzenberger & Florian Huber, 2020.
"Model instability in predictive exchange rate regressions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 168-186, March.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Papers wuwp276, Vienna University of Economics and Business, Department of Economics.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Working Papers in Economics 2018-8, University of Salzburg.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 276, WU Vienna University of Economics and Business.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Papers 1811.08818, arXiv.org, revised Dec 2018.
- Florian Huber & Martin Feldkircher, 2019.
"Adaptive Shrinkage in Bayesian Vector Autoregressive Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 27-39, January.
- Feldkircher, Martin & Huber, Florian, 2016. "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series 221, WU Vienna University of Economics and Business.
- Florian Huber & Martin Feldkircher, 2016. "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers wuwp221, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Zörner, Thomas O., 2019. "Threshold cointegration in international exchange rates:A Bayesian approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 458-473.
- Clara De Luigi & Florian Huber & Josef Schreiner, 2019. "The impact of labor cost growth on inflation in selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 56-78.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2019.
"Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 621-640, August.
- Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2018. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics 2018-5, University of Salzburg.
- Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers 1607.04532, arXiv.org, revised Jul 2018.
- Sebastian Breitfuß & Martin Feldkircher & Florian Huber, 2019.
"Changes in US Monetary Policy and Its Transmission over the Last Century,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 447-470, November.
- Breitfuß Sebastian & Huber Florian & Feldkircher Martin, 2019. "Changes in US Monetary Policy and Its Transmission over the Last Century," German Economic Review, De Gruyter, vol. 20(4), pages 447-470, December.
- Huber, Florian & Fischer, Manfred M. & Piribauer, Philipp, 2019.
"The Role Of Us-Based Fdi Flows For Global Output Dynamics,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 943-973, April.
- Huber, Florian & Fischer, Manfred M. & Piribauer, Philipp, 2017. "The role of US based FDI flows for global output dynamics," Department of Economics Working Paper Series 239, WU Vienna University of Economics and Business.
- Florian Huber & Manfred M. Fischer & Philipp Piribauer, 2017. "The role of US based FDI flows for global output dynamics," Department of Economics Working Papers wuwp239, Vienna University of Economics and Business, Department of Economics.
- Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2019. "Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 831-861, June.
- Florian Huber & Manfred M. Fischer, 2018.
"A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(3), pages 575-604, June.
- Florian Huber & Manfred M. Fischer, 2015. "A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy," Department of Economics Working Papers wuwp201, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Fischer, Manfred M., 2015. "A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy," Department of Economics Working Paper Series 201, WU Vienna University of Economics and Business.
- Jesús Crespo Cuaresma & Gernot Doppelhofer & Florian Huber & Philipp Piribauer, 2018. "Human capital accumulation and long†term income growth projections for European regions," Journal of Regional Science, Wiley Blackwell, vol. 58(1), pages 81-99, January.
- Christian Hotz‐Behofsits & Florian Huber & Thomas Otto Zörner, 2018.
"Predicting crypto‐currencies using sparse non‐Gaussian state space models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 627-640, September.
- Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018. "Predicting crypto-currencies using sparse non-Gaussian state space models," Papers 1801.06373, arXiv.org, revised Feb 2018.
- De Luigi, Clara & Huber, Florian, 2018. "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 218-238.
- Martin Feldkircher & Florian Huber, 2018.
"Unconventional U.S. Monetary Policy: New Tools, Same Channels?,"
JRFM, MDPI, vol. 11(4), pages 1-31, October.
- Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools Same Channels?," Working Papers 208, Oesterreichische Nationalbank (Austrian Central Bank).
- Huber, Florian & Feldkircher, Martin, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Paper Series 222, WU Vienna University of Economics and Business.
- Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian, 2017.
"Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models,"
Economics Letters, Elsevier, vol. 150(C), pages 48-52.
- Florian Huber, 2017. "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models," Department of Economics Working Papers wuwp244, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian, 2017. "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models," Department of Economics Working Paper Series 244, WU Vienna University of Economics and Business.
- Huber, Florian & Punzi, Maria Teresa, 2017.
"The shortage of safe assets in the US investment portfolio: Some international evidence,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 318-336.
- Florian Huber & Maria Teresa Punzi, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Papers wuwp243, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian & Punzi, Maria Teresa, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Paper Series 243, WU Vienna University of Economics and Business.
- Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017.
"Forecasting Global Equity Indices Using Large Bayesian Vars,"
Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 288-308, July.
- Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014. "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series 184, WU Vienna University of Economics and Business.
- Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014. "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers wuwp184, Vienna University of Economics and Business, Department of Economics.
- Markus Eller & Martin Feldkircher & Florian Huber, 2017. "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, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 54-77.
- Markus Eller & Florian Huber & Helene Schuberth, 2016. "Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 46-65.
- Markus Eller & Florian Huber & Helene Schuberth, 2016. "Understanding the drivers of capital flows into the CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 79-104.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016.
"Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR,"
Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
- Huber, Florian, 2016. "Density forecasting using Bayesian global vector autoregressions with stochastic volatility," International Journal of Forecasting, Elsevier, vol. 32(3), pages 818-837.
- Huber Florian, 2016. "Forecasting exchange rates using multivariate threshold models," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 193-210, January.
- Martin Feldkircher & Florian Huber & Isabella Moder, 2016. "Modeling the evolution of monetary policy rules in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-27.
- Feldkircher, Martin & Huber, Florian, 2016. "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, vol. 81(C), pages 167-188.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
- Florian Huber & Magdalena Petrovska, 2015. "Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 49-64.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
- Dovern, Jonas & Huber, Florian, 2015.
"Global prediction of recessions,"
Economics Letters, Elsevier, vol. 133(C), pages 81-84.
- Dovern, Jonas & Huber, Florian, 2015. "Global Prediction of Recessions," Working Papers 0585, University of Heidelberg, Department of Economics.
- M. Feldkircher & F. Huber & I. Moder, 2015. "Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(3), pages 409-418, November.
- Florian Huber, 2014. "Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions," Economics Bulletin, AccessEcon, vol. 34(3), pages 1687-1695.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 112 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (57) 2014-09-05 2014-12-19 2014-12-29 2015-03-27 2015-07-11 2015-08-25 2015-09-18 2015-11-21 2016-02-12 2016-02-17 2016-02-29 2016-03-23 2016-04-04 2016-10-02 2017-01-15 2017-01-15 2017-01-15 2017-01-15 2017-01-15 2017-01-15 2017-03-05 2017-03-26 2017-03-26 2017-03-26 2017-03-26 2017-05-21 2017-10-08 2017-11-26 2018-02-12 2018-03-19 2018-04-23 2018-11-19 2018-11-19 2018-11-19 2018-12-03 2018-12-03 2018-12-03 2019-01-14 2019-01-14 2019-01-21 2019-04-08 2019-06-10 2019-08-12 2019-10-21 2019-11-18 2019-11-18 2020-08-31 2020-10-05 2021-01-18 2021-04-19 2021-05-24 2021-07-26 2022-01-10 2022-04-04 2022-05-09 2022-05-09 2024-07-08. Author is listed
- NEP-ECM: Econometrics (41) 2014-09-05 2014-12-29 2016-04-04 2016-10-02 2017-03-26 2017-06-18 2017-11-26 2017-11-26 2018-02-05 2018-02-12 2018-03-19 2018-04-16 2018-05-07 2018-07-09 2018-07-23 2018-12-03 2019-06-10 2019-10-28 2020-03-09 2020-03-23 2020-05-18 2020-07-27 2020-09-14 2021-03-01 2021-03-22 2021-03-29 2021-07-26 2021-10-11 2022-01-10 2022-04-04 2022-05-09 2022-10-31 2022-12-19 2023-02-27 2023-05-01 2023-05-15 2023-06-19 2023-12-18 2024-01-15 2024-02-26 2024-07-08. Author is listed
- NEP-ETS: Econometric Time Series (40) 2014-09-05 2016-04-04 2017-01-15 2017-01-15 2017-01-15 2017-06-18 2017-11-26 2017-11-26 2018-02-05 2018-07-09 2018-12-03 2019-01-14 2019-06-10 2019-08-12 2019-10-28 2019-11-18 2020-02-03 2020-03-09 2020-03-23 2020-05-18 2020-05-25 2020-07-27 2020-09-14 2020-09-14 2021-01-18 2021-02-01 2021-03-01 2021-03-22 2021-03-29 2021-07-26 2022-01-10 2022-04-04 2022-10-31 2022-12-19 2023-01-16 2023-01-30 2023-05-15 2023-06-19 2024-01-15 2024-01-29. Author is listed
- NEP-FOR: Forecasting (37) 2014-09-05 2014-12-19 2014-12-29 2015-03-27 2015-04-02 2015-07-11 2016-02-17 2016-04-04 2017-01-15 2018-02-05 2018-04-23 2018-07-23 2018-12-03 2018-12-03 2019-01-14 2019-01-21 2019-06-10 2019-10-28 2020-02-03 2020-05-25 2020-07-27 2020-09-14 2021-01-18 2021-02-01 2021-03-01 2021-03-08 2021-03-22 2021-03-29 2021-04-19 2022-04-04 2022-05-09 2022-09-05 2023-01-16 2023-05-01 2023-12-18 2024-01-01 2024-01-29. Author is listed
- NEP-MON: Monetary Economics (34) 2015-08-25 2015-09-18 2015-11-21 2016-02-12 2016-02-29 2016-03-23 2016-04-04 2017-01-15 2017-01-15 2017-01-15 2017-01-15 2017-01-15 2017-05-21 2017-10-08 2018-02-26 2018-04-09 2018-11-19 2018-12-03 2018-12-03 2018-12-03 2019-01-14 2019-01-14 2019-01-21 2019-04-08 2019-10-21 2019-11-18 2019-11-18 2020-08-31 2020-10-05 2021-05-24 2022-04-04 2022-05-09 2022-05-09 2022-09-05. Author is listed
- NEP-CBA: Central Banking (26) 2015-09-18 2015-11-21 2016-02-12 2016-02-29 2016-03-23 2016-04-04 2017-01-15 2017-01-15 2017-05-21 2017-10-08 2018-02-26 2018-04-09 2018-11-19 2018-12-03 2018-12-03 2019-01-14 2019-10-21 2019-11-18 2019-11-18 2020-08-31 2020-10-05 2021-02-01 2021-05-24 2022-04-04 2022-05-09 2022-09-05. Author is listed
- NEP-ORE: Operations Research (26) 2014-09-05 2014-12-19 2014-12-29 2016-04-04 2016-10-02 2017-03-26 2017-06-18 2018-07-09 2018-11-19 2018-11-19 2019-06-10 2019-10-21 2019-11-11 2019-11-18 2019-11-18 2020-02-03 2020-03-09 2020-05-18 2020-05-25 2020-07-27 2021-01-18 2021-03-29 2021-04-19 2021-10-11 2022-04-04 2022-05-09. Author is listed
- NEP-EEC: European Economics (16) 2015-07-11 2016-02-12 2016-03-23 2017-01-15 2017-05-21 2017-10-08 2018-03-19 2019-04-08 2020-02-03 2020-05-25 2020-10-05 2021-01-18 2021-05-24 2022-05-09 2022-09-05 2024-02-26. Author is listed
- NEP-OPM: Open Economy Macroeconomics (11) 2015-09-18 2016-02-29 2017-01-15 2018-11-19 2018-12-03 2019-01-14 2019-04-08 2019-08-12 2019-10-21 2019-11-18 2019-11-18. Author is listed
- NEP-FDG: Financial Development and Growth (7) 2016-04-04 2017-01-15 2020-10-05 2021-05-24 2021-10-11 2023-04-03 2024-01-15. Author is listed
- NEP-URE: Urban and Real Estate Economics (7) 2015-07-25 2017-01-15 2018-02-26 2018-04-09 2018-12-03 2019-01-14 2024-02-26. Author is listed
- NEP-BIG: Big Data (5) 2021-02-01 2022-10-31 2022-12-19 2023-01-30 2023-02-27. Author is listed
- NEP-RMG: Risk Management (5) 2021-03-29 2021-10-11 2023-02-27 2023-04-03 2024-07-08. Author is listed
- NEP-CMP: Computational Economics (3) 2022-12-19 2023-01-30 2023-05-01
- NEP-DGE: Dynamic General Equilibrium (3) 2019-10-21 2019-10-21 2019-11-18
- NEP-BAN: Banking (2) 2016-02-12 2016-04-04
- NEP-CWA: Central and Western Asia (2) 2021-03-08 2022-04-04
- NEP-DCM: Discrete Choice Models (2) 2021-07-26 2023-06-19
- NEP-EUR: Microeconomic European Issues (2) 2015-07-25 2024-02-26
- NEP-GEO: Economic Geography (2) 2015-07-25 2024-02-26
- NEP-KNM: Knowledge Management and Knowledge Economy (2) 2018-07-09 2018-07-09
- NEP-SEA: South East Asia (2) 2017-03-05 2017-03-05
- NEP-TRA: Transition Economics (2) 2015-07-11 2024-07-08
- NEP-CIS: Confederation of Independent States (1) 2024-07-08
- NEP-ENE: Energy Economics (1) 2024-07-08
- NEP-FMK: Financial Markets (1) 2018-07-23
- NEP-HIS: Business, Economic and Financial History (1) 2023-04-03
- NEP-INT: International Trade (1) 2017-03-05
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Florian Huber should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.