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 | 41 | 2023 |
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 | 31 | 2022 |
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 | 19 | 2021 |
Flexible Mixture Priors for Large Time-varying Parameter Models N Hauzenberger Econometrics and Statistics 20, 87-108, 2021 | 16 | 2021 |
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty N Hauzenberger, F Huber, M Marcellino, N Petz Journal of Business & Economic Statistics, 2024 | 13 | 2024 |
Combining shrinkage and sparsity in conjugate vector autoregressive models N Hauzenberger, F Huber, L Onorante Journal of Applied Econometrics 36 (3), 304-327, 2021 | 12 | 2021 |
Model instability in predictive exchange rate regressions N Hauzenberger, F Huber Journal of Forecasting 39 (2), 168-186, 2020 | 11 | 2020 |
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 | 9 | 2024 |
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 | 9 | 2023 |
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 | 9 | 2021 |
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 | 7 | 2021 |
Implications of Macroeconomic Volatility in the Euro Area N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens arXiv preprint arXiv:1801.02925, 2018 | 6 | 2018 |
Bayesian Modeling of Time-varying Parameters Using Regression Trees N Hauzenberger, F Huber, G Koop, J Mitchell arXiv preprint arXiv:2209.11970, 2022 | 5 | 2022 |
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 | 5 | 2021 |
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 | 3 | 2019 |
Predictive Density Combination Using a Tree-Based Synthesis Function T Chernis, N Hauzenberger, F Huber, G Koop, J Mitchell Bank of Canada, 2023 | 2 | 2023 |
Sparse time-varying parameter VECMs with an application to modeling electricity prices N Hauzenberger, M Pfarrhofer, L Rossini International Journal of Forecasting, 2024 | 1 | 2024 |