Niko Hauzenberger

University of Salzburg

Akademiestraße 26

Salzburg, Salzburg 5020

Austria

SCHOLARLY PAPERS

5

DOWNLOADS

206

TOTAL CITATIONS

4

Scholarly Papers (5)

1.

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 84 (609,558)

Abstract:

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

2.

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 62 (715,878)
Citation 3

Abstract:

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3.

Implications of Macroeconomic Volatility in the Euro Area

ESRB: Working Paper Series No. 2018/80
Number of pages: 18 Posted: 05 Nov 2020
University of Salzburg, Vienna University of Economics and Business, Vienna University of Economics and Business - Department of Economics, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 33 (927,615)

Abstract:

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Bayesian vector autoregressive models, factor stochastic volatility, un-certainty shocks

4.

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
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 23 (1,031,689)
Citation 1

Abstract:

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Forecast density combination, Bayesian nonparametrics, Bayesian predictive synthesis

5.

Interpretable Bayesian machine learning for assessing the effects of climate news shocks on firm-level returns

Number of pages: 25 Posted: 11 Feb 2025
European Union - European Commission, European Commission-Joint Research Centre, University of Salzburg, European Commission - Joint Research Centre, University of Salzburg, Joint Research Centre, Italy, Vienna University of Economics and Business - Department of Economics and European Commission - Joint Research Centre
Downloads 4

Abstract:

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Asset pricing, Bayesian nonparametrics, climate risks, textual data, C11, C14, G11, G18, Q54