Florian Huber

University of Salzburg

Akademiestraße 26

Salzburg, Salzburg 5020

Austria

SCHOLARLY PAPERS

12

DOWNLOADS

202

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.

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 68 (342,237)

Abstract:

Loading...

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

2.

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 Zurich - KOF Swiss Economic Institute
Downloads 37 (446,697)

Abstract:

Loading...

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

3.

The Macroeconomic Effects of International Uncertainty

ECB Working Paper No. 2302
Number of pages: 35 Posted: 01 Aug 2019
Vienna University of Economics and Business, University of Salzburg and European Central Bank (ECB)
Downloads 23 (516,174)

Abstract:

Loading...

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

4.

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 19 (539,958)

Abstract:

Loading...

5.

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, Vienna University of Economics and Business - Department of Economics and University of Vienna - Department of Economics
Downloads 17 (551,976)

Abstract:

Loading...

Regional housing prices, metropolitan regions, Bayesian estimation

6.

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 16 (557,890)

Abstract:

Loading...

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

7.

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 14 (570,382)

Abstract:

Loading...

Spillovers, zero lower bound, globalization, mixture innovation models

8.

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

ECB Working Paper No. 2325
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 European Central Bank (ECB)
Downloads 6 (622,313)

Abstract:

Loading...

hierarchical priors, shrinkage, sparsity, time varying parameter regression

9.

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 (665,031)
  • Add to Cart

Abstract:

Loading...

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

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 1 (697,947)
Citation 3
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

11.

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 (681,921)
  • Add to Cart

Abstract:

Loading...

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

12.

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 (681,921)
  • Add to Cart

Abstract:

Loading...