| Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner Journal of Econometrics, 2020 | 29 | 2020 |
| Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession M Feldkircher, F Huber, M Pfarrhofer Scottish Journal of Political Economy 68 (3), 287-297, 2021 | 18 | 2021 |
| Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs M Feldkircher, F Huber, M Pfarrhofer Macroeconomic Forecasting in the Era of Big Data, 65-93, 2020 | 16* | 2020 |
| The dynamic impact of monetary policy on regional housing prices in the United States MM Fischer, F Huber, M Pfarrhofer, P Staufer-Steinnocher Real Estate Economics 49 (4), 1039-1068, 2021 | 14 | 2021 |
| The regional transmission of uncertainty shocks on income inequality in the United States MM Fischer, F Huber, M Pfarrhofer Journal of Economic Behavior & Organization 183, 887-900, 2019 | 13* | 2019 |
| Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations F Huber, G Koop, M Pfarrhofer arXiv preprint arXiv:2002.10274, 2020 | 10 | 2020 |
| Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models M Pfarrhofer, P Piribauer Spatial Statistics 29, 109-128, 2019 | 9 | 2019 |
| Tail Forecasting with Multivariate Bayesian Additive Regression Trees TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer FRB of Cleveland Working Paper 21 (08), 2021 | 6 | 2021 |
| 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 | 6 | 2021 |
| Measuring international uncertainty using global vector autoregressions with drifting parameters M Pfarrhofer Macroeconomic Dynamics, 2022 | 5 | 2022 |
| Dynamic shrinkage in time-varying parameter stochastic volatility in mean models F Huber, M Pfarrhofer Journal of Applied Econometrics 36 (2), 262-270, 2021 | 4 | 2021 |
| Implications of Macroeconomic Volatility in the Euro Area N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens European System Risk Board WP 80, 2019 | 4 | 2019 |
| Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs M Feldkircher, F Huber, G Koop, M Pfarrhofer International Economic Review, 2022 | 3 | 2022 |
| Modeling tail risks of inflation using unobserved component quantile regressions M Pfarrhofer arXiv preprint arXiv:2103.03632v2, 2021 | 2* | 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 | 2 | 2021 |
| Forecasts with Bayesian vector autoregressions under real time conditions M Pfarrhofer arXiv preprint arXiv:2004.04984, 2020 | 2 | 2020 |
| General Bayesian time-varying parameter VARs for modeling government bond yields MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer arXiv preprint arXiv:2102.13393, 2021 | 1 | 2021 |
| Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy N Hauzenberger, M Pfarrhofer Scandinavian Journal of Economics 123 (4), 1261-1291, 2021 | 1 | 2021 |
| Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer arXiv preprint arXiv:2110.03411, 2021 | 1 | 2021 |
| A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis F Huber, M Pfarrhofer, P Piribauer Journal of Forecasting 39, 911–926, 2020 | 1 | 2020 |
Florian HuberProfessor of Economics, University of SalzburgVerified email at sbg.ac.at
