Niko Hauzenberger
Niko Hauzenberger
Senior Lecturer, Department of Economics, University of Strathclyde
Verified email at - Homepage
Cited by
Cited by
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
N Hauzenberger, F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics 40 (4), 1904-1918, 2022
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
N Hauzenberger, F Huber, K Klieber
International Journal of Forecasting 39 (2), 901-921, 2023
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
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
Flexible Mixture Priors for Large Time-varying Parameter Models
N Hauzenberger
Econometrics and Statistics 20, 87-108, 2021
Combining shrinkage and sparsity in conjugate vector autoregressive models
N Hauzenberger, F Huber, L Onorante
Journal of Applied Econometrics 36 (3), 304-327, 2021
Model instability in predictive exchange rate regressions
N Hauzenberger, F Huber
Journal of Forecasting 39 (2), 168-186, 2020
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
N Hauzenberger, F Huber, M Marcellino, N Petz
Journal of Business & Economic Statistics, 2024
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
Journal of Applied Econometrics 38 (1), 69-87, 2023
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
Interest Rates in Switzerland 1852–2020
N Hauzenberger, F Huber, D Kaufmann, R Stuart, C Tille
Grundlagen für die Wirtschaftspolitik, 2021
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
N Hauzenberger, F Huber, G Koop
Studies in Nonlinear Dynamics & Econometrics, 2023
Implications of Macroeconomic Volatility in the Euro Area
N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens
arXiv preprint arXiv:1801.02925, 2018
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
Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
J Čapek, JC Cuaresma, N Hauzenberger, V Reichel
International Journal of Forecasting 39 (4), 1820-1838, 2023
Enhanced Bayesian Neural Networks for Macroeconomics and Finance
N Hauzenberger, F Huber, K Klieber, M Marcellino
arXiv preprint arXiv:2211.04752, 2022
Bayesian Modeling of Time-varying Parameters Using Regression Trees
N Hauzenberger, F Huber, G Koop, J Mitchell
arXiv preprint arXiv:2209.11970, 2022
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
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
L Barbaglia, L Frattarolo, N Hauzenberger, D Hirschbuehl, F Huber, ...
arXiv preprint arXiv:2401.10054, 2024
Predictive Density Combination Using a Tree-Based Synthesis Function
T Chernis, N Hauzenberger, F Huber, G Koop, J Mitchell
Bank of Canada, 2023
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