E-LIB Suche - Ergebnisse für: Hauzenberger, Florian

1

Bayesian neural networks for macroeconomic analysis:

Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin.
Journal of Econometrics. , 2024

Link: https://doi.org/10.1016/..

2

Gaussian Process Vector Autoregressions and Macroeconomic U..:

Hauzenberger, Niko ; Huber, Florian ; Marcellino, Massimiliano.
Journal of Business & Economic Statistics. , 2024

Link: https://doi.org/10.1080/..

3

Real-time inflation forecasting using non-linear dimension ..:

Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin
International Journal of Forecasting. 39 (2023) 2 - p. 901-921 , 2023

Link: https://doi.org/10.1016/..

4

Dynamic Shrinkage Priors for Large Time-Varying Parameter R..:

Hauzenberger, Niko ; Huber, Florian ; Koop, Gary
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 2 - p. 201-225 , 2023

Link: https://doi.org/10.1515/..

5

General Bayesian time‐varying parameter vector autoregressi..:

Fischer, Manfred M. ; Hauzenberger, Niko ; Huber, Florian.
Journal of Applied Econometrics. 38 (2022) 1 - p. 69-87 , 2022

Link: https://doi.org/10.1002/..

6

The impact of macroprudential policies on capital flows in ..

ESRB Working Paper Series, No 118 / May 2021

Eller, Markus ; Hauzenberger, Niko ; Huber, Florian.. , 2021

Link: https://op.europa.eu/pub..

7

Fast and Flexible Bayesian Inference in Time-varying Parame..:

Hauzenberger, Niko ; Huber, Florian ; Koop, Gary.
Journal of Business & Economic Statistics. 40 (2021) 4 - p. 1904-1918 , 2021

Link: https://doi.org/10.1080/..

8

Combining shrinkage and sparsity in conjugate vector autore..:

Hauzenberger, Niko ; Huber, Florian ; Onorante, Luca
Journal of Applied Econometrics. 36 (2021) 3 - p. 304-327 , 2021

Link: https://doi.org/10.1002/..

9

The impact of macroprudential policies on capital flows in ..:

Eller, Markus ; Hauzenberger, Niko ; Huber, Florian..
Journal of International Money and Finance. 119 (2021) - p. 102495 , 2021

Link: https://doi.org/10.1016/..

10

Stochastic model specification in Markov switching vector e..:

Hauzenberger, Niko ; Huber, Florian ; Pfarrhofer, Michael.
Studies in Nonlinear Dynamics & Econometrics. 25 (2020) 2 - p. , 2020

Link: https://doi.org/10.1515/..

11

Model instability in predictive exchange rate regressions:

Hauzenberger, Niko ; Huber, Florian
Journal of Forecasting. 39 (2019) 2 - p. 168-186 , 2019

Link: https://doi.org/10.1002/..

12

Gaussian process vector autoregressions and macroeconomic u..:

Hauzenberger, Niko ; Huber, Florian ; Marcellino, Massimiliano.
https://strathprints.strath.ac.uk/88258/7/Hauzenberger-etal-JBES-2024-Gaussian-process-vector-autoregressions-and-macroeconomic.pdf. , 2024

Link: https://strathprints.str..

13

Nowcasting economic activity in European regions using a mi..:

Barbaglia, Luca ; Frattarolo, Lorenzo ; Hauzenberger, Niko...
http://arxiv.org/abs/2401.10054. , 2024

Link: http://arxiv.org/abs/240..

14

General Bayesian time-varying parameter vector autoregressi..:

Fischer, Manfred M ; Hauzenberger, Niko ; Huber, Florian.
https://strathprints.strath.ac.uk/86910/1/Fischer_etal_2023_JAE_General_Bayesian_time_varying_parameter_vector_autoregressions_for_modeling_government_bond_yields.pdf. , 2023

Link: https://strathprints.str..

15

Predictive density combination using a tree-based synthesis..:

Chernis, Tony ; Hauzenberger, Niko ; Huber, Florian..
Series: Bank of Canada Staff Working Paper. , 2023

Link: https://hdl.handle.net/1..