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Forecasting Exchange Rates usi...
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Forecasting exchange rates using multivariate threshold models
Huber, Florian
- In:
The B.E. journal of macroeconomics
16
(
2016
)
1
,
pp. 193-210
Persistent link: https://www.econbiz.de/10011508943
Saved in:
2
Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian
- In:
Economics letters
150
(
2017
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011762629
Saved in:
3
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
4
Measuring the effectiveness of US monetary policy during the COVID‐19 recession
Feldkircher, Martin
;
Huber, Florian
;
Pfarrhofer, Michael
- In:
Scottish Journal of Political Economy
68
(
2021
)
3
,
pp. 287-297
Persistent link: https://www.econbiz.de/10012538930
Saved in:
5
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis
Huber, Florian
;
Pfarrhofer, Michael
;
Piribauer, Philipp
- In:
Journal of Forecasting
39
(
2020
)
6
,
pp. 911-926
Persistent link: https://www.econbiz.de/10012189068
Saved in:
6
Trend Fundamentals and Exchange Rate Dynamics
Huber, Florian
;
Kaufmann, Daniel
- In:
Economica
87
(
2020
)
348
,
pp. 1016-1036
Persistent link: https://www.econbiz.de/10012191006
Saved in:
7
Sparse Bayesian vector autoregressions in huge dimensions
Kastner, Gregor
;
Huber, Florian
- In:
Journal of Forecasting
39
(
2020
)
7
,
pp. 1142-1165
Persistent link: https://www.econbiz.de/10012272964
Saved in:
8
Predicting crypto-currencies using sparse non-Gaussian state space models
Hotz-Behofsits, Christian
;
Huber, Florian
;
Zörner, Thomas
- In:
Journal of Forecasting
37
(
2018
)
6
,
pp. 627-640
Persistent link: https://www.econbiz.de/10012081993
Saved in:
9
Model instability in predictive exchange rate regressions
Hauzenberger, Niko
;
Huber, Florian
- In:
Journal of Forecasting
39
(
2019
)
2
,
pp. 168-186
Persistent link: https://www.econbiz.de/10012082073
Saved in:
10
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
Huber, Florian
;
Kastner, Gregor
;
Feldkircher, Martin
- In:
Journal of Applied Econometrics
34
(
2019
)
5
,
pp. 621-640
Persistent link: https://www.econbiz.de/10012082828
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