FH
Florian Huber
econ.EMstat.APstat.MEstat.MLstat.COecon.GNq-fin.ECBayesian VARinflation forecastingq-fin.ST
On Valency
published · living versionsW_epunb4yz·v1 · currentpublished
Preprints & journals
52 papers in the corpus · 2016–2026Clustered Local Projections for Short and Ultra-Short Time Series -- A Hierarchical Bayesian Framework2608.04631v3 · Todd Clark, Florian Huber2026 · 0 citationsarXiv
Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk2608.04664v1 · Florian Huber, Aubrey Poon, Dan Zhu2026 · 0 citationsarXiv
Double Descent and Benign Overfitting in Macroeconomic Forecasting2605.15358v1 · Andrea Carriero, Florian Huber, Davide Pettenuzzo2026 · 0 citationsarXiv
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors2508.13972v2 · Todd Clark, Florian Huber, Gary Koop2025 · 0 citationsarXiv
Machine Learning the Macroeconomic Effects of Financial Shocks2412.07649v1 · Niko Hauzenberger, Florian Huber, Karin Klieber et al.2024 · 5 citationsarXiv
The Distributional Effects of Economic Uncertainty2411.12655v1 · Florian Huber, Massimiliano Marcellino, Tommaso Tornese2024 · 0 citationsarXiv
General Seemingly Unrelated Local Projections2410.17105v4 · Florian Huber, Christian Matthes, Michael Pfarrhofer2024 · 1 citationarXiv
Asymmetries in Financial Spillovers2410.16214v1 · Florian Huber, Karin Klieber, Massimiliano Marcellino et al.2024 · 0 citationsarXiv
Bayesian modelling of VAR precision matrices using stochastic block networks2407.16349v1 · Florian Huber, Gary Koop, Massimiliano Marcellino et al.2024 · 0 citationsarXiv
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model2401.10054v1 · Luca Barbaglia, Lorenzo Frattarolo, Niko Hauzenberger et al.2024 · 2 citationsarXiv
Bayesian Nonlinear Regression using Sums of Simple Functions2312.01881v1 · Florian Huber2023 · 1 citationarXiv
Predictive Density Combination Using a Tree-Based Synthesis Function2311.12671v1 · Tony Chernis, Niko Hauzenberger, Florian Huber et al.2023 · 2 citationsarXiv
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods.38716422 · Hauzenberger, Niko, Huber, Florian, Koop, Gary2024 · 10 citationsStudies in nonlinear dynamics and econometrics. 2024;28(2):201-225
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns.39917048 · Huber, Florian, Kastner, Gregor, Pfarrhofer, Michael2025 · 2 citationsEmpirical economics. 2025;68(2):535-553
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks2305.16827v1 · Florian Huber, Gary Koop2023 · 0 citationsarXiv
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification2304.07856v3 · Florian Huber, Massimiliano Marcellino, Tobias Scheckel2023 · 0 citationsarXiv
Subspace shrinkage in conjugate Bayesian vector autoregressions.38505535 · Huber, Florian, Koop, Gary2024 · 6 citationsJournal of applied econometrics (Chichester, England). 2023;38(4):556-576
A tale of two tails: 130 years of growth-at-risk2302.08920v1 · Martin Gachter, Elias Hasler, Florian Huber2023 · 5 citationsarXiv
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions2301.13604v2 · Jan Pruser, Florian Huber2023 · 10 citationsarXiv
Bayesian Forecasting in Economics and Finance: A Modern Review2212.03471v2 · Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn et al.2022 · 45 citationsarXiv
Bayesian Neural Networks for Macroeconomic Analysis2211.04752v4 · Niko Hauzenberger, Florian Huber, Karin Klieber et al.2022 · 20 citationsarXiv
Bayesian Modeling of TVP-VARs Using Regression Trees2209.11970v3 · Niko Hauzenberger, Florian Huber, Gary Koop et al.2022 · 0 citationsarXiv
Forecasting euro area inflation using a huge panel of survey expectations2207.12225v1 · Florian Huber, Luca Onorante, Michael Pfarrhofer2022 · 3 citationsarXiv
Forecasting US Inflation Using Bayesian Nonparametric Models2202.13793v1 · Todd E. Clark, Florian Huber, Gary Koop et al.2022 · 11 citationsarXiv
Measuring Shocks to Central Bank Independence using Legal Rulings2202.12695v1 · Stefan Griller, Florian Huber, Michael Pfarrhofer2022 · 0 citationsarXiv
A shot for the US economy.35013671 · Gächter, Martin, Huber, Florian, Meier, Martin2023 · 4 citationsFinance research letters. 2022;47:102638
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty2112.01995v3 · Niko Hauzenberger, Florian Huber, Massimiliano Marcellino et al.2021 · 22 citationsarXiv
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model2110.03411v1 · Todd E. Clark, Florian Huber, Gary Koop et al.2021 · 17 citationsarXiv
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs2103.04944v2 · Martin Feldkircher, Florian Huber, Gary Koop et al.2021 · 17 citationsarXiv
General Bayesian time-varying parameter VARs for predicting government bond yields2102.13393v1 · Manfred M. Fischer, Niko Hauzenberger, Florian Huber et al.2021 · 0 citationsarXiv
Measuring the effectiveness of US monetary policy during the COVID-19 recession.33821043 · Feldkircher, Martin, Huber, Florian, Pfarrhofer, Michael2022 · 56 citationsScottish journal of political economy. 2021;68(3):287-297
Combining shrinkage and sparsity in conjugate vector autoregressive models.33888936 · Hauzenberger, Niko, Huber, Florian, Onorante, Luca2023 · 9 citationsJournal of applied econometrics (Chichester, England). 2021;36(3):304-327
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models.33867657 · Huber, Florian, Pfarrhofer, Michael2024 · 10 citationsJournal of applied econometrics (Chichester, England). 2021;36(2):262-270
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques2012.08155v3 · Niko Hauzenberger, Florian Huber, Karin Klieber2020 · 42 citationsarXiv
Country-Level Relationships of the Human Intake of N and P, Animal and Vegetable Food, and Alcoholic Beverages with Cancer and Life Expectancy.33022999 · Penuelas, Josep, Krisztin, Tamás, Obersteiner, Michael et al.2021 · 13 citationsInternational journal of environmental research and public health. 2020;17(19)
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE2009.06391v1 · Markus Eller, Niko Hauzenberger, Florian Huber et al.2020 · 5 citationsarXiv
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs2008.12706v3 · Florian Huber, Gary Koop, Luca Onorante et al.2020 · 92 citationsarXiv
Inference in Bayesian Additive Vector Autoregressive Tree Models2006.16333v2 · Florian Huber, Luca Rossini2020 · 36 citationsarXiv
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods2005.03906v2 · Niko Hauzenberger, Florian Huber, Gary Koop2020 · 2 citationsarXiv
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis.32999523 · Huber, Florian, Pfarrhofer, Michael, Piribauer, Philipp2024 · 10 citationsJournal of forecasting. 2020;39(6):911-926
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations2002.10274v1 · Florian Huber, Gary Koop, Michael Pfarrhofer2020 · 8 citationsarXiv
Model instability in predictive exchange rate regressions.32139954 · Hauzenberger, Niko, Huber, Florian2024 · 7 citationsJournal of forecasting. 2020;39(2):168-186
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models1910.10779v4 · Niko Hauzenberger, Florian Huber, Gary Koop et al.2019 · 30 citationsarXiv
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models1905.10787v2 · Florian Huber, Gary Koop, Luca Onorante2019 · 96 citationsarXiv
Stochastic model specification in Markov switching vector error correction models1807.00529v2 · Niko Hauzenberger, Florian Huber, Michael Pfarrhofer et al.2018 · 9 citationsarXiv
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States1806.08278v1 · Manfred M. Fischer, Florian Huber, Michael Pfarrhofer2018 · 0 citationsarXiv
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies1804.01554v3 · Florian Huber, Tam'as Krisztin, Michael Pfarrhofer2018 · 0 citationsarXiv
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions1802.05870v1 · Manfred M. Fischer, Florian Huber, Michael Pfarrhofer et al.2018 · 0 citationsarXiv
Predicting crypto-currencies using sparse non-Gaussian state space models1801.06373v2 · Christian Hotz-Behofsits, Florian Huber, Thomas O. Zorner2018 · 47 citationsarXiv
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?1711.00564v4 · Martin Feldkircher, Luis Gruber, Florian Huber et al.2017 · 13 citationsJournal of Forecasting (2024)
Career total: 157 works. 52 are in this corpus.Showing the 50 most recent.
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