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Niko Hauzenberger
Niko Hauzenberger
Department of Economics, University of Salzburg
Verified email at plus.ac.at - Homepage
Title
Cited by
Cited by
Year
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
N Hauzenberger, F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics, 2021
82021
Flexible Mixture Priors for Large Time-varying Parameter Models
N Hauzenberger
Econometrics and Statistics 20, 87-108, 2021
62021
Stochastic model specification in Markov switching vector error correction models
N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner
Studies in Nonlinear Dynamics & Econometrics 25 (2), 2021
62021
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
N Hauzenberger, F Huber, G Koop
arXiv preprint arXiv:2005.03906, 2020
62020
Model instability in predictive exchange rate regressions
N Hauzenberger, F Huber
Journal of Forecasting 39 (2), 168-186, 2020
52020
Implications of Macroeconomic Volatility in the Euro Area
N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens
arXiv preprint arXiv:1801.02925, 2018
52018
Combining shrinkage and sparsity in conjugate vector autoregressive models
N Hauzenberger, F Huber, L Onorante
Journal of Applied Econometrics 36 (3), 304-327, 2021
42021
Interest Rates in Switzerland 1852–2020
N Hauzenberger, F Huber, D Kaufmann, R Stuart, C Tille
Grundlagen für die Wirtschaftspolitik, 2021
32021
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
M Eller, N Hauzenberger, F Huber, H Schuberth, L Vashold
arXiv preprint arXiv:2009.06391, 2020
32020
How useful are time-varying parameter models for forecasting economic growth in CESEE
M Feldkircher, N Hauzenberger
Focus On European Economic Integration, Oesterreichische National Bank, 29-48, 2019
32019
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
N Hauzenberger, F Huber, K Klieber
International Journal of Forecasting, 2022
22022
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
N Hauzenberger, F Huber, M Marcellino, N Petz
arXiv preprint arXiv:2112.01995, 2021
22021
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
N Hauzenberger, M Pfarrhofer, A Stelzer
Journal of Economic Behavior & Organization 191, 822-845, 2021
22021
The impact of macroprudential policies on capital flows in CESEE
M Eller, N Hauzenberger, F Huber, H Schuberth, L Vashold
Journal of International Money and Finance 119 (102495), 2021
22021
Bayesian state‐space modeling for analyzing heterogeneous network effects of US monetary policy
N Hauzenberger, M Pfarrhofer
The Scandinavian Journal of Economics 123 (4), 1261-1291, 2021
12021
General Bayesian time-varying parameter VARs for predicting government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
arXiv preprint arXiv:2102.13393, 2021
12021
What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020
N Hauzenberger, D Kaufmann, R Stuart, C Tille
IRENE Working Papers, 2022
2022
Sparse time-varying parameter VECMs with an application to modeling electricity prices
N Hauzenberger, M Pfarrhofer, L Rossini
arXiv preprint arXiv:2011.04577, 2020
2020
Online Appendix to:“Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models”
N HAUZENBERGER, F HUBER, L ONORANTE
2020
Flexible Mixture Priors for Time-varying Parameter Models
N Hauzenberger
arXiv preprint arXiv:2006.10088, 2020
2020
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