Florian Huber
Florian Huber
Professor of Economics, University of Salzburg
Verified email at sbg.ac.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
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
F Huber
International Journal of Forecasting 32 (3), 818-837, 2016
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
Predicting crypto-currencies using sparse non-Gaussian state space models
C Hotz-Behofsits, F Huber, TO Zörner
Journal of Forecasting, 2018
Sparse Bayesian vector autoregressions in huge dimensions
G Kastner, F Huber
Journal of Forecasting, 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
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
Unconventional US monetary policy: new tools, same channels?
M Feldkircher, F Huber
Journal of Risk and Financial Management 11 (4), 71, 2018
International effects of a compression of euro area yield curves
M Feldkircher, T Gruber, F Huber
Journal of Banking & Finance 113, 105533, 2020
International housing markets, unconventional monetary policy, and the zero lower bound
F Huber, MT Punzi
Macroeconomic Dynamics, 0
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
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics, 2020
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
Forecasting exchange rates using multivariate threshold models
F Huber
The BE Journal of Macroeconomics 16 (1), 193-210, 2016
Fragility and the effect of international uncertainty shocks
JC Cuaresma, F Huber, L Onorante
Journal of International Money and Finance, 102151, 2020
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
M Feldkircher, F Huber, G Kastner
arXiv preprint arXiv:1711.00564, 2017
Debt regimes and the effectiveness of monetary policy
C De Luigi, F Huber
Journal of Economic Dynamics and Control 93, 218-238, 2018
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
M Eller, M Feldkircher, F Huber
Focus on European Economic Integration, 54-77, 2017
The system can't perform the operation now. Try again later.
Articles 1–20