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Niko Hauzenberger
Niko Hauzenberger
Senior Lecturer, Department of Economics, University of Strathclyde
Bestätigte E-Mail-Adresse bei strath.ac.uk - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
N Hauzenberger, F Huber, K Klieber
International Journal of Forecasting 39 (2), 901-921, 2023
412023
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
N Hauzenberger, F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics 40 (4), 1904-1918, 2022
312022
The impact of macroprudential policies on capital flows in CESEE
M Eller, N Hauzenberger, F Huber, H Schuberth, L Vashold
Journal of International Money and Finance 119 (102495), 2021
23*2021
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
N Hauzenberger, M Pfarrhofer, A Stelzer
Journal of Economic Behavior & Organization 191, 822-845, 2021
192021
Flexible Mixture Priors for Large Time-varying Parameter Models
N Hauzenberger
Econometrics and Statistics 20, 87-108, 2021
162021
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
N Hauzenberger, F Huber, M Marcellino, N Petz
Journal of Business & Economic Statistics, 2024
132024
Combining shrinkage and sparsity in conjugate vector autoregressive models
N Hauzenberger, F Huber, L Onorante
Journal of Applied Econometrics 36 (3), 304-327, 2021
122021
Model instability in predictive exchange rate regressions
N Hauzenberger, F Huber
Journal of Forecasting 39 (2), 168-186, 2020
112020
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
N Hauzenberger, F Huber, G Koop
Studies in Nonlinear Dynamics & Econometrics 28 (2), 201-225, 2024
92024
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
Journal of Applied Econometrics 38 (1), 69-87, 2023
9*2023
Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
J Čapek, JC Cuaresma, N Hauzenberger, V Reichel
International Journal of Forecasting 39 (4), 1820-1838, 2023
92023
Stochastic model specification in Markov switching vector error correction models
N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner
Studies in Nonlinear Dynamics & Econometrics 25 (2), 20180069, 2021
92021
Bayesian neural networks for macroeconomic analysis
N Hauzenberger, F Huber, K Klieber, M Marcellino
Journal of Econometrics, 105843, 2024
7*2024
Interest Rates in Switzerland 1852–2020
N Hauzenberger, F Huber, D Kaufmann, R Stuart, C Tille
Grundlagen für die Wirtschaftspolitik, 2021
72021
Implications of Macroeconomic Volatility in the Euro Area
N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens
arXiv preprint arXiv:1801.02925, 2018
62018
Bayesian Modeling of Time-varying Parameters Using Regression Trees
N Hauzenberger, F Huber, G Koop, J Mitchell
arXiv preprint arXiv:2209.11970, 2022
52022
Bayesian state‐space modeling for analyzing heterogeneous network effects of US monetary policy
N Hauzenberger, M Pfarrhofer
The Scandinavian Journal of Economics 123 (4), 1261-1291, 2021
52021
How useful are time-varying parameter models for forecasting economic growth in CESEE
M Feldkircher, N Hauzenberger
Focus On European Economic Integration, Oesterreichische National Bank, 29-48, 2019
32019
Predictive Density Combination Using a Tree-Based Synthesis Function
T Chernis, N Hauzenberger, F Huber, G Koop, J Mitchell
Bank of Canada, 2023
22023
Sparse time-varying parameter VECMs with an application to modeling electricity prices
N Hauzenberger, M Pfarrhofer, L Rossini
International Journal of Forecasting, 2024
12024
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