| 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 | 5 | 2020 |
| Stochastic model specification in Markov switching vector error correction models N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner Studies in Nonlinear Dynamics & Econometrics, 2019 | 5* | 2019 |
| 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, 2019 | 5 | 2019 |
| 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 | 4 | 2020 |
| The regional transmission of uncertainty shocks on income inequality in the United States MM Fischer, F Huber, M Pfarrhofer Journal of Economic Behavior & Organization, 2019 | 4* | 2019 |
| Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models M Pfarrhofer, P Piribauer Spatial Statistics 29, 109-128, 2019 | 4 | 2019 |
| Implications of Macroeconomic Volatility in the Euro Area N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens arXiv preprint arXiv:1801.02925, 2018 | 3 | 2018 |
| Forecasts with Bayesian vector autoregressions under real time conditions M Pfarrhofer arXiv preprint arXiv:2004.04984, 2020 | 1 | 2020 |
| Measuring international uncertainty using global vector autoregressions with drifting parameters M Pfarrhofer arXiv preprint arXiv:1908.06325, 2019 | 1 | 2019 |
| 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 |
| Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner arXiv preprint arXiv:2008.12706, 2020 | | 2020 |
| Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession M Feldkircher, F Huber, M Pfarrhofer arXiv preprint arXiv:2007.15419, 2020 | | 2020 |
| Dynamic shrinkage in time-varying parameter stochastic volatility in mean models F Huber, M Pfarrhofer arXiv preprint arXiv:2005.06851, 2020 | | 2020 |
| A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis F Huber, M Pfarrhofer, P Piribauer Journal of Forecasting, 2020 | | 2020 |
| The international effects of central bank information shocks M Pfarrhofer, A Stelzer arXiv preprint arXiv:1912.03158, 2019 | | 2019 |
| Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy N Hauzenberger, M Pfarrhofer arXiv preprint arXiv:1911.06206, 2019 | | 2019 |
| Introducing shrinkage in heavy-tailed state space models to predict equity excess returns F Huber, G Kastner, M Pfarrhofer arXiv preprint arXiv:1805.12217v2, 2019 | | 2019 |
| Dealing with cross-country heterogeneity in panel VARs using finite mixture models F Huber, M Pfarrhofer arXiv preprint arXiv:1804.01554, 2019 | | 2019 |
Florian HuberProfessor of Economics, University of SalzburgVerified email at sbg.ac.at
