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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

Megatrends ... und ihre Macht über das Marketing und die Märkte von morgen : Fachaufsatz

Huber, Florian - 2006

Persistent link: https://www.econbiz.de/10004876218

Beziehungskulturen im Wandel - die Beziehung verändert CRM : Fachaufsatz

Huber, Florian - 2006

Persistent link: https://www.econbiz.de/10004876220

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

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

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

Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models

Huber, Florian - 2017

Persistent link: https://www.econbiz.de/10011632570

Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors

Cuaresma, Jesús Crespo; Feldkircher, Martin; Huber, Florian - 2014

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 vector autoregressions. We compare the predictive performance of B-GVAR models for the one- and four-quarter ahead forecast...

Persistent link: https://www.econbiz.de/10013370106