Florian Huber
Florian Huber
Professor of Economics, University of Salzburg
Verified email at - Homepage
Cited by
Cited by
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
M Feldkircher, F Huber
European Economic Review 81, 167-188, 2016
Adaptive shrinkage in Bayesian vector autoregressive models
F Huber, M Feldkircher
Journal of Business & Economic Statistics 37 (1), 27-39, 2019
Forecasting with global vector autoregressive models: A Bayesian approach
JC Cuaresma, M Feldkircher, F Huber
Journal of Applied Econometrics 31 (7), 1371-1391, 2016
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics, 2020
Sparse Bayesian vector autoregressions in huge dimensions
G Kastner, F Huber
Journal of Forecasting 39 (7), 1142-1165, 2020
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
F Huber, G Kastner, M Feldkircher
Journal of Applied Econometrics 34 (5), 621-640, 2019
Nowcasting in a pandemic using non-parametric mixed frequency VARs
F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner
Journal of Econometrics, 2020
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
F Huber
International Journal of Forecasting 32 (3), 818-837, 2016
Predicting crypto-currencies using sparse non-Gaussian state space models
C Hotz-Behofsits, F Huber, TO Zörner
Journal of Forecasting, 2018
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model
J Crespo Cuaresma, G Doppelhofer, M Feldkircher, F Huber
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2019
Fragility and the effect of international uncertainty shocks
JC Cuaresma, F Huber, L Onorante
Journal of International Money and Finance 108, 102151, 2020
International effects of a compression of euro area yield curves
M Feldkircher, T Gruber, F Huber
Journal of Banking & Finance 113, 105533, 2020
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
J Dovern, M Feldkircher, F Huber
Journal of Economic Dynamics and Control 70, 86–100, 2016
Unconventional US monetary policy: new tools, same channels?
M Feldkircher, F Huber
Journal of Risk and Financial Management 11 (4), 71, 2018
International housing markets, unconventional monetary policy, and the zero lower bound
F Huber, MT Punzi
Macroeconomic Dynamics, 0
Measuring the effectiveness of US monetary policy during the COVID‐19 recession
M Feldkircher, F Huber, M Pfarrhofer
Scottish journal of political economy 68 (3), 287-297, 2021
Human capital accumulation and long‐term income growth projections for European regions
JC Cuaresma, G Doppelhofer, F Huber, P Piribauer
Journal of Regional Science 58 (1), 81-99, 2018
How important are global factors for understanding the dynamics of international capital flows?
HS Markus Eller, Florian Huber
Journal of International Money and Finance, 2020
Factor Augmented vector autoregressions, panel VARs, and global VARs
M Feldkircher, F Huber, M Pfarrhofer
Macroeconomic Forecasting in the Era of Big Data, 65-93, 2020
A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
F Huber, MM Fischer
Oxford Bulletin of Economics and Statistics, 0
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