Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models N Hauzenberger, F Huber, G Koop, L Onorante Journal of Business & Economic Statistics, 2021 | 9 | 2021 |
Flexible Mixture Priors for Large Time-varying Parameter Models N Hauzenberger Econometrics and Statistics 20, 87-108, 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 |
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 | 6 | 2020 |
Model instability in predictive exchange rate regressions N Hauzenberger, F Huber Journal of Forecasting 39 (2), 168-186, 2020 | 5 | 2020 |
Implications of Macroeconomic Volatility in the Euro Area N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens arXiv preprint arXiv:1801.02925, 2018 | 5 | 2018 |
Combining shrinkage and sparsity in conjugate vector autoregressive models N Hauzenberger, F Huber, L Onorante Journal of Applied Econometrics 36 (3), 304-327, 2021 | 4 | 2021 |
Interest Rates in Switzerland 1852–2020 N Hauzenberger, F Huber, D Kaufmann, R Stuart, C Tille Grundlagen für die Wirtschaftspolitik, 2021 | 3 | 2021 |
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 | 3 | 2020 |
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 |
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques N Hauzenberger, F Huber, K Klieber International Journal of Forecasting, 2022 | 2 | 2022 |
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty N Hauzenberger, F Huber, M Marcellino, N Petz arXiv preprint arXiv:2112.01995, 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 |
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 | 2 | 2021 |
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 | 1 | 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 | 1 | 2021 |
What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020 N Hauzenberger, D Kaufmann, R Stuart, C Tille IRENE Working Papers, 2022 | | 2022 |
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 |