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Unconventional US monetary policy : new tools, same channels?

Feldkircher, Martin; Huber, Florian - 2016

Persistent link: https://www.econbiz.de/10011498200

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2013 - This version: November 2013

This paper puts forward a Bayesian version of the global vector autoregressive model (B-GVAR) that accommodates international linkages across countries in a system of vec-tor autoregressions. We compare the predictive performance of B-GVAR models for the one- and four-quarter ahead forecast...

Persistent link: https://www.econbiz.de/10011505823

The role of US-based FDI flows for global output dynamics

Huber, Florian; Fischer, Manfred M.; Piribauer, Philipp - In: Macroeconomic dynamics 23 (2019) 3, pp. 943-973

Persistent link: https://www.econbiz.de/10012126658

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

Unconventional US monetary policy : new tools same channels?

Feldkircher, Martin; Huber, Florian - 2016

Persistent link: https://www.econbiz.de/10011602805

Adaptive shrinkage in Bayesian vector autoregressive models

Huber, Florian; Feldkircher, Martin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10012175868

Forecasting with global vector autoregressive models : a Bayesian approach

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391

Persistent link: https://www.econbiz.de/10011687530

The shortage of safe assets in the US investment portfolio : some international evidence

Huber, Florian; Punzi, Maria Teresa - In: Journal of international money and finance 74 (2017), pp. 318-336

Persistent link: https://www.econbiz.de/10011787984

The international transmission of US shocks : evidence from Bayesian global vector autoregressions

Feldkircher, Martin; Huber, Florian - In: European economic review : EER 81 (2016), pp. 167-188

Persistent link: https://www.econbiz.de/10011742047

Forecasting global equity indices using large Bayesian VARs

Huber, Florian; Krisztin, Tamás; Piribauer, Philipp - In: Bulletin of economic research 69 (2017) 3, pp. 288-308

Persistent link: https://www.econbiz.de/10011743287