Florian Huber

University of Salzburg

Akademiestraße 26

Salzburg, Salzburg 5020

Austria

SCHOLARLY PAPERS

16

DOWNLOADS

519

SSRN CITATIONS
Rank 34,603

SSRN RANKINGS

Top 34,603

in Total Papers Citations

20

CROSSREF CITATIONS

3

Scholarly Papers (16)

1.

Bgvar: Bayesian Global Vector Autoregressions with Shrinkage Priors in R

Globalization Institute Working Paper No. 395
Number of pages: 26 Posted: 28 Aug 2020
Maximilian Bock, Martin Feldkircher and Florian Huber
Vienna University of Economics and Business, Oesterreichische Nationalbank (OeNB) and University of Salzburg
Downloads 111 (334,756)

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Global Vector Autoregressions, Bayesian inference, time series analysis, R

2.

US Monetary Policy in a Globalized World

CESifo Working Paper Series No. 5826
Number of pages: 36 Posted: 21 Apr 2016
Vienna University of Economics and Business, Norwegian School of Economics (NHH) - Department of Economics, Oesterreichische Nationalbank (OeNB) and University of Salzburg
Downloads 75 (426,642)

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global vector autoregression, time-varying parameters, stochastic volatility, monetary policy, international spillovers

3.

The Macroeconomic Effects of International Uncertainty

Number of pages: 35 Posted: 01 Aug 2019
Vienna University of Economics and Business, University of Salzburg and Joint Research Centre, Italy
Downloads 55 (498,288)

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factor stochastic volatility, global propagation of shocks, global uncertainty, vector autoregressive models

4.

Spillovers from US Monetary Policy: Evidence from a Time-varying Parameter GVAR Model

Number of pages: 50 Posted: 03 Jan 2019
Vienna University of Economics and Business, Norwegian School of Economics (NHH) - Department of Economics, Oesterreichische Nationalbank (OeNB) and University of Salzburg
Downloads 50 (519,467)
Citation 2

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Spillovers, zero lower bound, globalization, mixture innovation models

5.

The Impact of Macroprudential Policies on Capital Flows in Cesee

ESRB: Working Paper Series 2021/118
Number of pages: 30 Posted: 11 May 2021 Last Revised: 18 Nov 2021
Oesterreichische Nationalbank (OeNB), University of Salzburg, University of Salzburg, Oesterreichische Nationalbank (OeNB) and Vienna University of Economics and Business
Downloads 46 (537,532)

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6.

Trend Fundamentals and Exchange Rate Dynamics

KOF Working Papers No. 393
Number of pages: 24 Posted: 12 Sep 2015
Florian Huber and Daniel Kaufmann
University of Salzburg and ETH Zürich - KOF Swiss Economic Institute
Downloads 41 (561,986)

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Exchange rate models, trend inflation, natural rate of unemployment, Taylor rule, unobserved components-stochastic volatility model

7.

Forecasting US Inflation Using Bayesian Nonparametric Models

FRB of Cleveland Working Paper No. 22-05
Number of pages: 39 Posted: 03 Mar 2022
Federal Reserve Banks - Federal Reserve Bank of Cleveland, University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Bocconi University - Department of Economics
Downloads 37 (582,609)

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nonparametric regression, Gaussian process, Dirichlet process mixture, inflation forecasting

8.

Nowcasting in a Pandemic Using Non-Parametric Mixed Frequency VARs

ECB Working Paper No. 2021/2510
Number of pages: 42 Posted: 05 Mar 2021
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Joint Research Centre, Italy, University of Salzburg - Department of Economics and Social Sciences and Oesterreichische Nationalbank (OeNB)
Downloads 23 (671,234)
Citation 7

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9.

The Role of US Based FDI Flows for Global Output Dynamics

Number of pages: 34 Posted: 13 Jan 2017
University of Salzburg, Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics and Vienna University of Economics and Business
Downloads 22 (678,784)
Citation 1

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10.

Weathering Global Shocks and Macrofinancial Vulnerabilities in Emerging Europe: Comparing Turkey and Poland

Focus on European Economic Integration, Q1/16, 46–65
Number of pages: 20 Posted: 04 May 2016
Markus Eller, Florian Huber and Helene Schuberth
Oesterreichische Nationalbank (OeNB), University of Salzburg and Oesterreichische Nationalbank (OeNB)
Downloads 22 (678,784)

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external vulnerabilities, international shock transmission, monetary policy shock, tapering, capital flows, GVAR, Turkey, Poland, CESEE

11.

The Dynamic Impact of Monetary Policy on Regional Housing Prices in the US: Evidence Based on Factor-augmented Vector Autoregressions

Number of pages: 22 Posted: 28 Feb 2018
Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics, University of Salzburg, University of Salzburg - Department of Economics and Social Sciences and University of Vienna - Department of Economics
Downloads 17 (717,613)

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Regional housing prices, metropolitan regions, Bayesian estimation

12.

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

Number of pages: 35 Posted: 06 Nov 2019
Florian Huber, Gary Koop and Luca Onorante
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Joint Research Centre, Italy
Downloads 15 (734,158)
Citation 6

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hierarchical priors, shrinkage, sparsity, time varying parameter regression

A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 3, pp. 575-604, 2018
Number of pages: 30 Posted: 08 May 2018
Florian Huber and Manfred M. Fischer
University of Salzburg and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Downloads 4 (872,059)
Citation 3

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A Markov Switching Factor-Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy

Posted: 13 Jan 2017
Florian Huber and Manfred M. Fischer
University of Salzburg and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics

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14.

Human Capital Accumulation and Long‐Term Income Growth Projections for European Regions

Journal of Regional Science, Vol. 58, Issue 1, pp. 81-99, 2018
Number of pages: 19 Posted: 11 Jan 2018
Vienna University of Economics and Business, Norwegian School of Economics (NHH) - Department of Economics, University of Salzburg and Vienna University of Economics and Business
Downloads 1 (875,349)
Citation 1

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European regions, income projections, model uncertainty, spatial Durbin model

15.

Forecasting Global Equity Indices Using Large Bayesian VARs

Bulletin of Economic Research, Vol. 69, Issue 3, pp. 288-308, 2017
Number of pages: 21 Posted: 04 Jul 2017
Florian Huber, Tamás Krisztin and Philipp Piribauer
University of Salzburg, International Institute for Applied Systems Analysis (IIASA) and Vienna University of Economics and Business
Downloads 0 (892,524)

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BVAR, equity indices, forecasting, log‐scores, stochastic volatility

16.

Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy

Economic Notes, Vol. 44, Issue 3, pp. 409-418, 2015
Number of pages: 10 Posted: 12 Oct 2015
Martin Feldkircher, Florian Huber and Isabella Moder
Oesterreichische Nationalbank (OeNB), University of Salzburg and European Central Bank (ECB)
Downloads 0 (892,524)
Citation 1

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