| The international transmission of US shocks—Evidence from Bayesian global vector autoregressions M Feldkircher, F Huber European Economic Review 81, 167-188, 2016 | 91 | 2016 |
| Adaptive shrinkage in Bayesian vector autoregressive models F Huber, M Feldkircher Journal of Business & Economic Statistics 37 (1), 27-39, 2019 | 57 | 2019 |
| Forecasting with global vector autoregressive models: A Bayesian approach JC Cuaresma, M Feldkircher, F Huber Journal of Applied Econometrics 31 (7), 1371-1391, 2016 | 52* | 2016 |
| Density forecasting using Bayesian global vector autoregressions with stochastic volatility F Huber International Journal of Forecasting 32 (3), 818-837, 2016 | 33* | 2016 |
| Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models F Huber, G Kastner, M Feldkircher Journal of Applied Econometrics 34 (5), 621-640, 2019 | 18* | 2019 |
| Predicting crypto-currencies using sparse non-Gaussian state space models C Hotz-Behofsits, F Huber, TO Zörner Journal of Forecasting, 2018 | 18 | 2018 |
| Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR J Dovern, M Feldkircher, F Huber Journal of Economic Dynamics and Control 70, 86–100, 2016 | 18* | 2016 |
| Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model J Crespo Cuaresma, G Doppelhofer, M Feldkircher, F Huber Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2019 | 16* | 2019 |
| Sparse Bayesian vector autoregressions in huge dimensions G Kastner, F Huber arXiv preprint arXiv:1704.03239, 2017 | 16 | 2017 |
| Unconventional US monetary policy: new tools, same channels? M Feldkircher, F Huber Journal of Risk and Financial Management 11 (4), 71, 2018 | 15 | 2018 |
| Human capital accumulation and long‐term income growth projections for European regions JC Cuaresma, G Doppelhofer, F Huber, P Piribauer Journal of Regional Science 58 (1), 81-99, 2018 | 13 | 2018 |
| Forecasting exchange rates using multivariate threshold models F Huber The BE Journal of Macroeconomics 16 (1), 193-210, 2016 | 13 | 2016 |
| A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy F Huber, MM Fischer Oxford Bulletin of Economics and Statistics, 0 | 13* | |
| International housing markets, unconventional monetary policy, and the zero lower bound F Huber, MT Punzi Macroeconomic Dynamics, 0 | 11* | |
| International effects of a compression of euro area yield curves M Feldkircher, T Gruber, F Huber Journal of Banking & Finance, 105533, 2019 | 10* | 2019 |
| Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? M Feldkircher, F Huber, G Kastner arXiv preprint arXiv:1711.00564, 2017 | 8 | 2017 |
| How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions M Eller, M Feldkircher, F Huber Focus on European Economic Integration, 54-77, 2017 | 7 | 2017 |
| Structural breaks in Taylor rule based exchange rate models—Evidence from threshold time varying parameter models F Huber Economics Letters 150, 48-52, 2017 | 7 | 2017 |
| Debt regimes and the effectiveness of monetary policy C De Luigi, F Huber Journal of Economic Dynamics and Control 93, 218-238, 2018 | 5 | 2018 |
| The macroeconomic effects of international uncertainty shocks J Crespo Cuaresma, F Huber, L Onorante WU Vienna University of Economics and Business, 2017 | 5* | 2017 |
Martin FeldkircherOeNBBestätigte E-Mail-Adresse bei oenb.at
