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Combining shrinkage and sparsity in conjugate vector autoregressive models
Hauzenberger, Niko; Huber, Florian; Onorante, Luca - In: Journal of Applied Econometrics 36 (2021) 3, pp. 304-327
Persistent link: https://www.econbiz.de/10012407246
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The impact of macroprudential policies on capital flows in CESEE
Eller, Markus; Hauzenberger, Niko; Huber, Florian; … - In: Journal of international money and finance 119 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013285017
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Stochastic model specification in Markov switching vector error correction models
Hauzenberger, Niko; Huber, Florian; Pfarrhofer, Michael; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012507433
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Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko; Huber, Florian; Klieber, Karin - In: International journal of forecasting 39 (2023) 2, pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
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Bayesian neural networks for macroeconomic analysis
Hauzenberger, Niko; Huber, Florian; Klieber, Karin; … - 2024
Persistent link: https://www.econbiz.de/10015057285
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Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko; Huber, Florian; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013426600
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Machine learning the macroeconomic effects of financial shocks
Hauzenberger, Niko; Huber, Florian; Klieber, Karin; … - 2025
Persistent link: https://www.econbiz.de/10015404181
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Macroeconomic forecasting using BVARs
Hauzenberger, Niko; Huber, Florian; Koop, Gary - In: Handbook of research methods and applications in …, (pp. 15-42). 2024
Persistent link: https://www.econbiz.de/10015189559
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Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy*
Hauzenberger, Niko; Pfarrhofer, Michael - In: The Scandinavian Journal of Economics 123 (2021) 4, pp. 1261-1291
Persistent link: https://www.econbiz.de/10012538919
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On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
Hauzenberger, Niko; Pfarrhofer, Michael; Stelzer, Anna - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 822-845
Persistent link: https://www.econbiz.de/10013186581