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Niko Hauzenberger

University of Salzburg (from arXiv:2311.12671, 2023) · ORCID · OpenAlex

26 papers in scope · 19 published · 17 on the econ.EM arXiv · 181 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Florian Huber
  2. Gregor Kastner
  3. Gary Koop
  4. Sylvia Frühwirth-Schnatter
  5. Philippe Goulet Coulombe
  6. Michael Pfarrhofer
  7. Haroon Mumtaz
  8. Luca Onorante
  9. Karin Klieber
  10. Michele Piffer
  11. Dimitris Korobilis
  12. Sofia Rafaela Maito Velasco
  13. Minchul Shin
  14. Luca Rossini
  15. Olai Snellman
  16. Massimiliano Marcellino
  17. Worapree Maneesoonthorn
  18. Joshua C. C. Chan
  19. Yukang Jiang
  20. Zhixi Xiong

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(20 of 26)

Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
published2025 · International Journal of Forecasting · first circulated 2024
with Luca Barbaglia, Lorenzo Frattarolo, Dominik Hirschbühl, Florian Huber, Luca Onorante, Michael Pfarrhofer, Luca Tiozzo Pezzoli, Dominik Hirschbuehl
Paper profile International Journal of Forecasting arXiv:2401.10054
A Bayesian Gaussian Process Dynamic Factor Model
working paper2025 · arXiv
with Tony Chernis, Haroon Mumtaz, Michael Pfarrhofer
Paper profile arXiv arXiv:2509.04928
Machine learning the macroeconomic effects of financial shocks
published2025 · Economics Letters · 4 citations · first circulated 2024
with Florian Huber, Karin Klieber, Massimiliano Marcellino
Paper profile Economics Letters arXiv:2412.07649
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING
published2025 · International Economic Review · 1 citations
with Tony Chernis, Florian Huber, Gary Koop, James Mitchell
International Economic Review
Sparse time-varying parameter VECMs with an application to modeling electricity prices
published2024 · International Journal of Forecasting · 1 citations · first circulated 2020
with Michael Pfarrhofer, Luca Rossini
Paper profile International Journal of Forecasting arXiv:2011.04577
Bayesian neural networks for macroeconomic analysis
published2024 · Journal of Econometrics · 17 citations · first circulated 2022
with Florian Huber, Karin Klieber, Massimiliano Marcellino
Paper profile Journal of Econometrics arXiv:2211.04752
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
published2024 · Journal of Business and Economic Statistics · 16 citations · first circulated 2021
with Florian Huber, Massimiliano Marcellino, Nico Petz
Paper profile Journal of Business and Economic Statistics arXiv:2112.01995
Nowcasting with Mixed Frequency Data Using Gaussian Processes
working paper2024 · arXiv · 4 citations
with Massimiliano Marcellino, Michael Pfarrhofer, Anna Stelzer, Niko Hausenberger
Paper profile arXiv arXiv:2402.10574
Predictive Density Combination Using a Tree-Based Synthesis Function
working paper2023 · arXiv · 1 citations
with Tony Chernis, Florian Huber, Gary Koop, James Mitchell
Paper profile arXiv arXiv:2311.12671
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods
published2023 · Studies in Nonlinear Dynamics and Econometrics · 9 citations
with Florian Huber, Gary Koop, Huber Florian
Paper profile Studies in Nonlinear Dynamics and Econometrics arXiv:2005.03906
Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
published2022 · International Journal of Forecasting · 13 citations
with Jan Čapek, Jesús Crespo Cuaresma, Vlastimil Reichel
International Journal of Forecasting
Bayesian Modeling of TVP-VARs Using Regression Trees
working paper2022 · arXiv
with Florian Huber, Gary Koop, John C. Mitchell
Paper profile arXiv arXiv:2209.11970
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
published2022 · Journal of Applied Econometrics · 12 citations
with Manfréd M. Fischer, Florian Huber, Michael Pfarrhofer
Journal of Applied Econometrics
Real-time inflation forecasting using non-linear dimension reduction techniques
published2022 · International Journal of Forecasting · 39 citations · first circulated 2020
with Florian Huber, Karin Klieber
Paper profile International Journal of Forecasting arXiv:2012.08155
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty
published2021 · 2 citations · first circulated 2020
with Michael Pfarrhofer, Anna Stelzer
publisher
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
published2021 · Journal of Business and Economic Statistics · 31 citations · first circulated 2019
with Florian Huber, Gary Koop, Luca Onorante
Paper profile Journal of Business and Economic Statistics arXiv:1910.10779
The impact of macroprudential policies on capital flows in CESEE
published2021 · Journal of International Money and Finance · 3 citations
with Markus Eller, Florian Huber, Helene Schuberth, Lukas Vashold
Journal of International Money and Finance
Flexible Mixture Priors for Large Time-varying Parameter Models
published2021 · Econometrics and Statistics · 2 citations
Paper profile Econometrics and Statistics arXiv:2006.10088
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy*
published2021 · Scandinavian Journal of Economics · 1 citations · first circulated 2019
with Michael Pfarrhofer
Paper profile Scandinavian Journal of Economics arXiv:1911.06206
General Bayesian time-varying parameter VARs for predicting government bond yields
working paper2021 · arXiv
with Manfréd M. Fischer, Florian Huber, Michael Pfarrhofer
Paper profile arXiv arXiv:2102.13393
Combining shrinkage and sparsity in conjugate vector autoregressive models
published2020 · Journal of Applied Econometrics
with Florian Huber, Luca Onorante
Paper profile Journal of Applied Econometrics arXiv:2002.08760
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
working paper2020 · arXiv · 4 citations
with Markus Eller, Florian Huber, Helene Schuberth, Lukas Vashold
Paper profile arXiv arXiv:2009.06391
Stochastic model specification in Markov switching vector error correction models
published2020 · Studies in Nonlinear Dynamics and Econometrics · 10 citations · first circulated 2018
with Florian Huber, Michael Pfarrhofer, Thomas O. Zörner
Paper profile Studies in Nonlinear Dynamics and Econometrics arXiv:1807.00529
Model instability in predictive exchange rate regressions
published2019 · Journal of Forecasting · 8 citations · first circulated 2018
with Florian Huber
Paper profile Journal of Forecasting arXiv:1811.08818
How useful are time-varying parameter models for forecasting economic growth in CESEE?
published2019 · Focus on European economic integration · 2 citations
with Martin Feldkircher
no link
Implications of Macroeconomic Volatility in the Euro Area
working paper2018 · arXiv · 1 citations
with Maximilian Böck, Michael Pfarrhofer, Anna Stelzer, Gregor Zens
Paper profile arXiv arXiv:1801.02925

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.