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
62019
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
52020
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
Combining shrinkage and sparsity in conjugate vector autoregressive models
N Hauzenberger, F Huber, L Onorante
Journal of Applied Econometrics 36 (3), 304-327, 2021
32021
Model instability in predictive exchange rate regressions
N Hauzenberger, F Huber
Journal of Forecasting, 2019
32019
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
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), 2021
22021
Bayesian state‐space modeling for analyzing heterogeneous network effects of US monetary policy
N Hauzenberger, M Pfarrhofer
The Scandinavian Journal of Economics, 2020
12020
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
12020
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
Flexible Mixture Priors for Large Time-varying Parameter Models
N Hauzenberger
Econometrics and Statistics, 2021
2021
General Bayesian time-varying parameter VARs for predicting government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
arXiv preprint arXiv:2102.13393, 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
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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