Niko Hauzenberger
Niko Hauzenberger
Bestätigte E-Mail-Adresse bei sbg.ac.at - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
N Hauzenberger, F Huber, G Koop, L Onorante
arXiv preprint arXiv:1910.10779, 2019
52019
Stochastic model specification in Markov switching vector error correction models
N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner
arXiv preprint arXiv:1807.00529, 2018
42018
Implications of Macroeconomic Volatility in the Euro Area
N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens
arXiv preprint arXiv:1801.02925, 2018
42018
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
N Hauzenberger, F Huber, G Koop
arXiv preprint arXiv:2005.03906, 2020
22020
Model instability in predictive exchange rate regressions
N Hauzenberger, F Huber
Journal of Forecasting, 2019
22019
How useful are time-varying parameter models for forecasting economic growth in CESEE?
M Feldkircher, N Hauzenberger
Focus on European Economic Integration, 29-48, 2019
22019
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
M Eller, N Hauzenberger, F Huber, H Schuberth, L Vashold
arXiv preprint arXiv:2009.06391, 2020
12020
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
N Hauzenberger, F Huber, L Onorante
arXiv preprint arXiv:2002.08760, 2020
12020
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
N Hauzenberger, M Pfarrhofer
arXiv preprint arXiv:1911.06206, 2019
12019
General Bayesian time-varying parameter VARs for predicting government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
WU Vienna University of Economics and Business, 2021
2021
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
N Hauzenberger, F Huber, K Klieber
arXiv preprint arXiv:2012.08155, 2020
2020
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
N Hauzenberger, M Pfarrhofer, A Stelzer
arXiv preprint arXiv:2011.14424, 2020
2020
Sparse time-varying parameter VECMs with an application to modeling electricity prices
N Hauzenberger, M Pfarrhofer, L Rossini
arXiv preprint arXiv:2011.04577, 2020
2020
Online Appendix to:“Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models”
N HAUZENBERGER, F HUBER, L ONORANTE
2020
Flexible Mixture Priors for Time-varying Parameter Models
N Hauzenberger
arXiv preprint arXiv:2006.10088, 2020
2020
1. Aktuelle Entwicklung der Weltwirtschaft und des Welthandels
N Hauzenberger, J Wörz, A Knollmayer
Schwerpunkt Außenwirtschaft 2017/2018, 29, 0
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