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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, Austria
https://www.plus.ac.at/economics/
RePEc:edi:iwsbgat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. Stefan Griller & Florian Huber & Michael Pfarrhofer, 2022. "Measuring Shocks to Central Bank Independence using Legal Rulings," Papers 2202.12695, arXiv.org.
  3. Florian Huber & Gary Koop, 2021. "Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions," Papers 2107.07804, arXiv.org.
  4. 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.
  5. 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.
  6. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers 21-08, Federal Reserve Bank of Cleveland.
  7. Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael, 2021. "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.
  8. 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.
  9. Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021. "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers 2112.01995, arXiv.org, revised Jan 2022.
  10. 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.
  11. 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.
  12. 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.
  13. Florian Huber & Michael Pfarrhofer, 2020. "Dynamic shrinkage in time-varying parameter stochastic volatility in mean models," Papers 2005.06851, arXiv.org.
  14. 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.
  15. 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.
  16. Niko Hauzenberger & Florian Huber & Luca Onorante, 2020. "Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models," Papers 2002.08760, arXiv.org, revised Aug 2020.
  17. 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.
  18. Florian Huber & Luca Rossini, 2020. "Inference in Bayesian Additive Vector Autoregressive Tree Models," Papers 2006.16333, arXiv.org, revised Mar 2021.
  19. Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2020. "Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession," Papers 2007.15419, arXiv.org.
  20. 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.
  21. 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.
  22. Cuaresma, Jesús Crespo & Huber, Florian & Onorante, Luca, 2019. "The macroeconomic effects of international uncertainty," Working Paper Series 2302, European Central Bank.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Florian Huber & Philipp Piribauer, 2018. "A Multi-country Approach to Analysing the Euro Area Output Gap," WIFO Working Papers 560, WIFO.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Working Papers in Economics 2018-8, University of Salzburg.
  40. 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.
  41. 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.
  42. Huber, Florian & Zörner, Thomas, 2017. "Threshold cointegration and adaptive shrinkage," Department of Economics Working Paper Series 250, WU Vienna University of Economics and Business.
  43. Martin Feldkircher & 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 Nov 2017.
  44. 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.
  45. 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.
  46. 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.
  47. Gregor Kastner & Florian Huber, 2017. "Sparse Bayesian vector autoregressions in huge dimensions," Papers 1704.03239, arXiv.org, revised Dec 2019.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. Dovern, Jonas & Huber, Florian, 2015. "Global Prediction of Recessions," Working Papers 0585, University of Heidelberg, Department of Economics.
  55. 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.
  56. 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.
  57. 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.
  58. 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.
  59. Florian Huber & Daniel Kaufmann, 2015. "Trend Fundamentals and Exchange Rate Dynamics," KOF Working papers 15-393, KOF Swiss Economic Institute, ETH Zurich.
  60. 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.
  61. 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).
  62. 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).
  63. 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.
  64. 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.
  65. Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014. "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers ersa14p25, European Regional Science Association.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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).
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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).
  14. 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).
  15. 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).
  16. 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.
  17. 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).
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. Huber, Florian, 2016. "Density forecasting using Bayesian global vector autoregressions with stochastic volatility," International Journal of Forecasting, Elsevier, vol. 32(3), pages 818-837.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
  46. 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.
  47. Florian Huber, 2014. "Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions," Economics Bulletin, AccessEcon, vol. 34(3), pages 1687-1695.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 96 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.
  1. NEP-MAC: Macroeconomics (54) 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. Author is listed
  2. NEP-MON: Monetary Economics (33) 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. Author is listed
  3. NEP-ETS: Econometric Time Series (32) 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. Author is listed
  4. NEP-ECM: Econometrics (30) 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. Author is listed
  5. NEP-FOR: Forecasting (30) 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. Author is listed
  6. NEP-ORE: Operations Research (25) 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. Author is listed
  7. NEP-CBA: Central Banking (24) 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. Author is listed
  8. NEP-EEC: European Economics (14) 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. Author is listed
  9. 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
  10. NEP-URE: Urban & Real Estate Economics (6) 2015-07-25 2017-01-15 2018-02-26 2018-04-09 2018-12-03 2019-01-14. Author is listed
  11. NEP-FDG: Financial Development & Growth (5) 2016-04-04 2017-01-15 2020-10-05 2021-05-24 2021-10-11. Author is listed
  12. NEP-DGE: Dynamic General Equilibrium (3) 2019-10-21 2019-10-21 2019-11-18
  13. NEP-BAN: Banking (2) 2016-02-12 2016-04-04
  14. NEP-CWA: Central & Western Asia (2) 2021-03-08 2022-04-04
  15. NEP-KNM: Knowledge Management & Knowledge Economy (2) 2018-07-09 2018-07-09
  16. NEP-RMG: Risk Management (2) 2021-03-29 2021-10-11
  17. NEP-SEA: South East Asia (2) 2017-03-05 2017-03-05
  18. NEP-BIG: Big Data (1) 2021-02-01
  19. NEP-DCM: Discrete Choice Models (1) 2021-07-26
  20. NEP-EUR: Microeconomic European Issues (1) 2015-07-25
  21. NEP-FMK: Financial Markets (1) 2018-07-23
  22. NEP-GEO: Economic Geography (1) 2015-07-25
  23. NEP-INT: International Trade (1) 2017-03-05
  24. NEP-TRA: Transition Economics (1) 2015-07-11

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