Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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