Research output per year
Research output per year
- 21 results
Search results
-
2024
Sparse time-varying parameter VECMs with an application to modeling electricity prices
Hauzenberger, N., Pfarrhofer, M. & Rossini, L., 8 Sept 2024, (Accepted/In press) In: International Journal of Forecasting. 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Downloads (Pure) -
Bayesian neural networks for macroeconomic analysis
Hauzenberger, N., Huber, F., Klieber, K. & Marcellino, M., 5 Sept 2024, (E-pub ahead of print) In: Journal of Econometrics. 17 p., 105843.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
Hauzenberger, N. & Koop, G., 4 Jul 2024, (Accepted/In press) In: Bayesian Analysis. 8 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, N., Huber, F., Marcellino, M. & Petz, N., 29 Mar 2024, (E-pub ahead of print) In: Journal of Business and Economic Statistics. p. 1-17 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)37 Downloads (Pure) -
ECB's Monetary Policy in Light of the Fed's Policy Stance
Hauzenberger, N., Huber, F. & Zörner, T., 1 Mar 2024, No 838 ed. 6 p. (SUERF Policy Brief; no. 838)Research output: Book/Report › Policy Briefing/Paper
Open AccessFile3 Downloads (Pure) -
2023
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods
Hauzenberger, N., Huber, F. & Koop, G., 2 Nov 2023, (E-pub ahead of print) In: Studies in Nonlinear Dynamics and Econometrics. 28, 2, p. 201-225 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)26 Downloads (Pure) -
Statistical software for macroeconomic forecasting using BVARs: Open source code package in R on GitHub
Hauzenberger, N., Koop, G. & Huber, F., Nov 2023Research output: Non-textual form › Software
Open Access -
Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
Čapek, J., Crespo Cuaresma, J., Hauzenberger, N. & Reichel, V., 1 Oct 2023, In: International Journal of Forecasting. 39, 4, p. 1820-1838 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)26 Downloads (Pure) -
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, N., Huber, F. & Klieber, K., 30 Jun 2023, In: International Journal of Forecasting. 39, 2, p. 901-921 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Citations (Scopus)56 Downloads (Pure) -
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, M. M., Hauzenberger, N., Huber, F. & Pfarrhofer, M., 2 Feb 2023, In: Journal of Applied Econometrics. 38, 1, p. 69-87 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)22 Downloads (Pure) -
2022
Fast and flexible Bayesian inference in time-varying parameter regression models
Hauzenberger, N., Huber, F., Koop, G. & Onorante, L., 2 Oct 2022, In: Journal of Business and Economic Statistics. 40, 4, p. 1904-1918 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Citations (Scopus)65 Downloads (Pure) -
2021
The impact of macroprudential policies on capital flows in CESEE
Eller, M., Hauzenberger, N., Huber, F., Schuberth, H. & Vashold, L., 31 Dec 2021, In: Journal of International Money and Finance. 119, 24 p., 102495.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)37 Downloads (Pure) -
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
Hauzenberger, N., Pfarrhofer, M. & Stelzer, A., 30 Nov 2021, In: Journal of Economic Behaviour and Organization. 191, p. 822-845 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Citations (Scopus)22 Downloads (Pure) -
Flexible mixture priors for large time-varying parameter models
Hauzenberger, N., 31 Oct 2021, In: Econometrics and Statistics. 20, p. 87-108 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Citations (Scopus)21 Downloads (Pure) -
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
Hauzenberger, N. & Pfarrhofer, M., 30 Oct 2021, In: Scandinavian Journal of Economics. 123, 4, p. 1261-1291 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)18 Downloads (Pure) -
The impact of macroprudential policies on capital flows in CESEE
Eller, M., Hauzenberger, N., Huber, F., Schuberth, H. & Vashold, L., Oct 2021, 8 p.Research output: Book/Report › Policy Briefing/Paper
Open AccessFile2 Downloads (Pure) -
Interest Rates in Switzerland 1852-2020
Kaufmann, D., Stuart, R., Tille, C., Hauzenberger, N. & Huber, F., 30 Jun 2021, Bern. 81 p.Research output: Book/Report › Other report
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Combining shrinkage and sparsity in conjugate vector autoregressive models
Hauzenberger, N., Huber, F. & Onorante, L., 6 Apr 2021, In: Journal of Applied Econometrics. 36, 3, p. 304-327 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)7 Downloads (Pure) -
Stochastic model specification in Markov switching vector error correction models
Hauzenberger, N., Huber, F., Pfarrhofer, M. & Zörner, T. O., 24 Feb 2021, In: Studies in Nonlinear Dynamics and Econometrics. 25, 2, 16 p., 20180069.Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Citations (Scopus)41 Downloads (Pure) -
2020
Model instability in predictive exchange rate regressions
Hauzenberger, N. & Huber, F., 31 Mar 2020, In: Journal of Forecasting. 39, 2, p. 168-186 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)28 Downloads (Pure) -
2019
How useful are time-varying parameter models for forecasting economic growth in CESEE?
Hauzenberger, N. & Feldkircher, M., 1 Apr 2019, In: Focus on European Economic Integration. 2019, Q1/19, p. 29-48 20 p.Research output: Contribution to journal › Article › peer-review