Florian Huber

University of Salzburg

Akademiestraße 26

Salzburg, Salzburg 5020

Austria

  • University of Salzburg

SCHOLARLY PAPERS

15

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905

SSRN CITATIONS
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Top 27,675

in Total Papers Citations

36

CROSSREF CITATIONS

2

Scholarly Papers (15)

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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 Böck (Boeck), Martin Feldkircher and Florian Huber
Bocconi University, Vienna School of International Studies and University of Salzburg
Downloads 185 (278,993)

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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
Jesús Crespo Cuaresma, Gernot Doppelhofer, Martin Feldkircher and Florian Huber
Vienna University of Economics and Business, Norwegian School of Economics (NHH) - Department of Economics, Vienna School of International Studies and University of Salzburg
Downloads 100 (451,981)
Citation 2

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

3.

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

Number of pages: 50 Posted: 03 Jan 2019
Jesús Crespo Cuaresma, Gernot Doppelhofer, Martin Feldkircher and Florian Huber
Vienna University of Economics and Business, Norwegian School of Economics (NHH) - Department of Economics, Vienna School of International Studies and University of Salzburg
Downloads 90 (483,820)
Citation 2

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Spillovers, zero lower bound, globalization, mixture innovation models

4.

The Macroeconomic Effects of International Uncertainty

Number of pages: 35 Posted: 01 Aug 2019
Jesús Crespo Cuaresma, Florian Huber and Luca Onorante
Vienna University of Economics and Business, University of Salzburg and Joint Research Centre, Italy
Downloads 81 (515,903)

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

5.

Forecasting US Inflation Using Bayesian Nonparametric Models

FRB of Cleveland Working Paper No. 22-05
Number of pages: 39 Posted: 03 Mar 2022
Todd Clark, Florian Huber, Gary Koop and Massimiliano Giuseppe Marcellino
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 71 (556,277)

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

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 61 (601,681)

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

7.

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
Markus Eller, Niko Hauzenberger, Florian Huber, Helene Schuberth and Lukas Vashold
Oesterreichische Nationalbank (OeNB), University of Salzburg, University of Salzburg, Oesterreichische Nationalbank (OeNB) and Vienna University of Economics and Business
Downloads 54 (637,893)

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8.

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 50 (660,110)
Citation 14

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hierarchical priors, shrinkage, sparsity, time varying parameter regression

9.

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 47 (677,744)

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

10.

The Role of US Based FDI Flows for Global Output Dynamics

Number of pages: 34 Posted: 13 Jan 2017
Florian Huber, Manfred M. Fischer and Philipp Piribauer
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 42 (716,101)
Citation 2

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11.

Bayesian Modeling of Time-Varying Parameters Using Regression Trees

FRB of Cleveland Working Paper No. 23-05, https://doi.org/10.26509/frbc-wp-202305
Number of pages: 47 Posted: 13 Jan 2023 Last Revised: 19 Sep 2023
Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
University of Salzburg, University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 41 (716,101)

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Bayesian Vector Autoregression, Time-varying Parameters, Nonparametric Modeling, Machine Learning, Regression Trees, Phillips Curve, Business Cycle Shocks

12.

Nowcasting in a Pandemic Using Non-Parametric Mixed Frequency VARs

ECB Working Paper No. 2021/2510
Number of pages: 42 Posted: 05 Mar 2021
Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer and Josef Schreiner
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Joint Research Centre, Italy, University of Vienna - Department of Economics and Oesterreichische Nationalbank (OeNB)
Downloads 39 (729,732)
Citation 19

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13.

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
Manfred M. Fischer, Florian Huber, Michael Pfarrhofer and Petra Staufer-Steinnocher
Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics, University of Salzburg, University of Vienna - Department of Economics and University of Vienna - Department of Economics
Downloads 38 (736,778)
Citation 2

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Regional housing prices, metropolitan regions, Bayesian estimation

14.

Predictive Density Combination Using a Tree-Based Synthesis Function

FRB of Cleveland Working Paper No. 23-30, https://doi.org/10.26509/frbc-wp-202330
Number of pages: 60 Posted: 22 Nov 2023
Tony Chernis, Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
Bank of Canada, University of Salzburg, University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 6 (1,015,303)

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Forecast density combination, Bayesian nonparametrics, Bayesian predictive synthesis

15.

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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