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Forecasting global equity indices using large Bayesian VARs

Huber, Florian; Krisztin, Tamás; Piribauer, Philipp - 2014

Persistent link: https://www.econbiz.de/10010480996

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

A multi-country approach to analysing the euro area output gap

Huber, Florian; Piribauer, Philipp - 2018

We develop a multivariate dynamic factor model that exploits euro area country-specific information on output and inflation for estimating an area-wide measure of the output gap. In the proposed multi-country framework we moreover allow for flexible stochastic volatility (SV) specifications for...

Persistent link: https://www.econbiz.de/10011806537

Predicting international equity returns: evidence from time-varying parameter vector autoregressive models

Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012300967

General Bayesian time-varying parameter vector autoregressions for modeling government bond yields

Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - In: Journal of applied econometrics 38 (2023) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10014287924

Density forecasting using Bayesian global vector autoregressions with common stochastic volatility

Huber, Florian - 2014

Persistent link: https://www.econbiz.de/10010480999

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

Dealing with heterogeneity in panel VARs using sparse finite mixtures

Huber, Florian - 2018

Persistent link: https://www.econbiz.de/10011871455

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

Now- und Forecasting touristischer Nächtigungen, Umsätze und Wertschöpfung für Österreich

Fritz, Oliver; Burton, Anna; Piribauer, Philipp - Österreichisches Institut für Wirtschaftsforschung - 2022

Persistent link: https://www.econbiz.de/10013499546