← All authors Florian Huber University of Salzburg (from arXiv:2605.15358, 2026) · ORCID · OpenAlex
91 papers in scope · 74 published · 41 on the econ.EM arXiv · 1,544 citations · h-index 21 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Gary Koop Gregor Kastner Luca Onorante Niko Hauzenberger Sylvia Frühwirth-Schnatter Michael Pfarrhofer Rubén Loaiza-Maya Joshua C. C. Chan Philippe Goulet Coulombe Massimiliano Marcellino Luca Rossini Worapree Maneesoonthorn Karin Klieber David J. Kohns Dimitris Korobilis Josef Schreiner David T. Frazier Haroon Mumtaz Didier Nibbering Michele Piffer 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 (40 of 91)
working paper 2026 · arXiv
Forecasting Natural Gas Prices in Real Time
published 2025 · Journal of Applied Econometrics · 1 citations · first circulated 2024
Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE
published 2025 · Journal of Forecasting
published 2025 · International Journal of Forecasting · first circulated 2024
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors *
published 2025 · Journal of Business and Economic Statistics
published 2025 · Economics Letters · 4 citations · first circulated 2024
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING
published 2025 · International Economic Review · 1 citations
working paper 2024 · arXiv · 1 citations
working paper 2024 · arXiv
A tale of two tails: 130 years of growth at risk
published 2024 · Macroeconomic Dynamics · 2 citations · first circulated 2023
with Martin Gächter, Elias Hasler
published 2024 · Journal of Econometrics · 17 citations · first circulated 2022
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks
published 2024 · Journal of Applied Econometrics · 3 citations
published 2024 · The Annals of Applied Statistics · 15 citations · first circulated 2022
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?
published 2024 · Journal of Forecasting · 6 citations
published 2024 · Journal of Business and Economic Statistics · 16 citations · first circulated 2021
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
published 2024 · Journal of Business and Economic Statistics · 17 citations
Financial markets and legal challenges to unconventional monetary policy
published 2024 · European Economic Review · 2 citations
published 2023 · Journal of Applied Econometrics · 9 citations
working paper 2023 · arXiv · 1 citations
working paper 2023 · arXiv · 1 citations
published 2023 · Studies in Nonlinear Dynamics and Econometrics · 9 citations
published 2023 · International Journal of Forecasting · 3 citations · first circulated 2022
published 2023 · International Journal of Forecasting · 38 citations · first circulated 2022
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
published 2023 · Empirical Economics
working paper 2023 · arXiv
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies
published 2023 · The Annals of Applied Statistics · 7 citations
working paper 2023 · arXiv
published 2023 · Journal of Applied Econometrics · 5 citations · first circulated 2021
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
published 2022 · International Economic Review · 44 citations · first circulated 2021
working paper 2022 · arXiv
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
published 2022 · Journal of Applied Econometrics · 12 citations
published 2022 · International Journal of Forecasting · 39 citations · first circulated 2020
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
published 2022 · International Economic Review · 3 citations
published 2022 · The Annals of Applied Statistics · 36 citations · first circulated 2020
A shot for the US economy
published 2022 · Finance research letters · 4 citations
with Martin Gächter, Martin Meier
BGVAR : Bayesian Global Vector Autoregressions with Shrinkage Priors in R
published 2022 · Journal of Statistical Software · 16 citations · first circulated 2020
published 2021 · Journal of Business and Economic Statistics · 31 citations · first circulated 2019
The impact of macroprudential policies on capital flows in CESEE
published 2021 · Journal of International Money and Finance · 3 citations
working paper 2021 · arXiv
working paper 2021 · arXiv
published 2021 · Scottish Journal of Political Economy · 2 citations · first circulated 2020
published 2020 · Journal of Econometrics · 81 citations
published 2020 · Journal of Applied Econometrics
published 2020 · Journal of Applied Econometrics
working paper 2020 · arXiv · 4 citations
How important are global factors for understanding the dynamics of international capital flows?
published 2020 · Journal of International Money and Finance · 40 citations · first circulated 2018
published 2020 · Journal of Forecasting · 84 citations · first circulated 2017
published 2020 · Studies in Nonlinear Dynamics and Econometrics · 10 citations · first circulated 2018
working paper 2020 · arXiv · 7 citations
Fragility and the effect of international uncertainty shocks
published 2020 · Journal of International Money and Finance · 30 citations
Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models
published 2020 · International Review of Financial Analysis · 14 citations
Trend Fundamentals and Exchange Rate Dynamics
published 2020 · Economica · 2 citations · first circulated 2015
with Daniel Kaufmann
published 2020 · Journal of Forecasting · 1 citations
published 2020 · Journal of Business and Economic Statistics · 84 citations · first circulated 2019
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?
published 2019 · Emerging Markets Finance and Trade · 4 citations
published 2019 · Journal of Forecasting · 8 citations · first circulated 2018
The regional transmission of uncertainty shocks on income inequality in the United States
published 2019 · 35 citations
International effects of a compression of euro area yield curves
published 2019 · Journal of Banking & Finance · 30 citations
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States
published 2019 · Real Estate Economics · 45 citations · first circulated 2018
Spillovers from Us Monetary Policy: Evidence from a Time Varying Parameter Global Vector Auto-Regressive Model
published 2019 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 44 citations
The impact of labor cost growth on inflation in selected CESEE countries
published 2019 · Focus on European economic integration · 2 citations
no link
Threshold cointegration in international exchange rates:A Bayesian approach
published 2018 · International Journal of Forecasting · 17 citations
INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
published 2018 · Macroeconomic Dynamics · 35 citations · first circulated 2016
with María Teresa Punzi
Unconventional U.S. Monetary Policy: New Tools, Same Channels?
published 2018 · Journal of risk and financial management · 21 citations · first circulated 2016
published 2018 · Journal of Forecasting · 7 citations
working paper 2018 · arXiv
working paper 2018 · arXiv
Debt regimes and the effectiveness of monetary policy
published 2018 · Journal of Economic Dynamics and Control · 15 citations
with Clara De Luigi
working paper 2018 · arXiv
A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy
published 2017 · Oxford Bulletin of Economics and Statistics · 20 citations · first circulated 2015
working paper 2017 · arXiv
Changes in US Monetary Policy and Its Transmission over the Last Century
published 2017 · German Economic Review · 5 citations
Human capital accumulation and long‐term income growth projections for European regions
published 2017 · Journal of Regional Science · 28 citations
The shortage of safe assets in the US investment portfolio: Some international evidence
published 2017 · Journal of International Money and Finance · 10 citations
with María Teresa Punzi
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
published 2017 · Focus on European economic integration · 9 citations
no link
THE ROLE OF US-BASED FDI FLOWS FOR GLOBAL OUTPUT DYNAMICS
published 2017 · Macroeconomic Dynamics · 5 citations
Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models
published 2016 · Economics Letters · 10 citations
Adaptive Shrinkage in Bayesian Vector Autoregressive Models
published 2016 · Journal of Business and Economic Statistics · 124 citations
FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS
published 2016 · Bulletin of Economic Research · 9 citations · first circulated 2014
working paper 2016 · arXiv
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
published 2016 · Journal of Economic Dynamics and Control · 6 citations
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
published 2016 · International Journal of Forecasting · 40 citations · first circulated 2014
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
published 2016 · Journal of Applied Econometrics · 85 citations
Understanding the drivers of capital flows into the CESEE countries
published 2016 · Focus on European economic integration · 7 citations
no link
Modeling the evolution of monetary policy rules in CESEE
published 2016 · Focus on European economic integration · 7 citations
no link
Forecasting exchange rates using multivariate threshold models
published 2015 · The B E Journal of Macroeconomics · 18 citations
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy
published 2015 · Economic Notes · 8 citations
Global prediction of recessions
published 2015 · Economics Letters · 8 citations
with Jonas Dovern
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
published 2015 · European Economic Review · 175 citations · first circulated 2014
Forecasting with Bayesian Global Vector Autoregressions
published 2014 · ERSA conference papers
no link
The economics of clusters. Lessons from the French experience * Gilles Duranton, Philippe Martin, Thierry Mayer and Florian Mayneris
published 2011 · Journal of Economic Geography · 2 citations
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