← All authors Jan Prüser TU Dortmund University (from arXiv:2302.13066, 2023) · ORCID · OpenAlex
20 papers in scope · 17 published · 7 on the econ.EM arXiv · 178 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.
Sascha A. Keweloh Mathias Klein Luca M. Neri Gary Koop Florian Huber Luca Fanelli Giovanni Angelini Joshua C. C. Chan Weining Wang Junyu Chen Xuewen Yu Eric Eisenstat Todd E. Clark Jiaming Huang Luca Onorante Massimiliano Marcellino Stepan Mazur Sune Karlsson Hoang Nguyen Michael Pfarrhofer 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 (7 of 20)
published 2026 · Econometrics Journal · first circulated 2024
Improving inference and forecasting in VAR models using cross-sectional information
published 2026 · Economic Modelling · first circulated 2025
with Boris Blagov
published 2025 · Econometrics Journal · 3 citations · first circulated 2023
working paper 2025 · arXiv
working paper 2025 · arXiv
working paper 2024 · arXiv · 3 citations
Forecasting the Risk of Cryptocurrencies: Comparison and Combination of GARCH and Stochastic Volatility Models
published 2024 · Journal of Time Series Econometrics · 2 citations · first circulated 2023
published 2024 · International Journal of Forecasting · 8 citations · first circulated 2023
published 2023 · Journal of Applied Econometrics · 9 citations
Data-based priors for vector error correction models
published 2021 · International Journal of Forecasting · 7 citations
A Comparison of Approaches to Select the Informativeness of Priors in BVARs
published 2021 · Jahrbücher für Nationalökonomie und Statistik · 1 citations
The horseshoe prior for time-varying parameter VARs and Monetary Policy
published 2021 · Journal of Economic Dynamics and Control · 13 citations
Regional composition of national house price cycles in the US
published 2021 · Regional Science and Urban Economics · 11 citations
with Torsten C. Schmidt
On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy
published 2020 · Oxford Bulletin of Economics and Statistics · 32 citations
with Alexander Schlösser
Forecasting US inflation using Markov dimension switching
published 2020 · Journal of Forecasting
House prices and interest rates: Bayesian evidence from Germany
published 2020 · Applied Economics · 15 citations · first circulated 2016
Forecasting with many predictors using Bayesian additive regression trees
published 2019 · Journal of Forecasting · 21 citations
The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR
published 2019 · Empirical Economics · 46 citations · first circulated 2017
with Alexander Schlösser
Adaptive learning from model space
published 2018 · Journal of Forecasting · 4 citations
International parity relationships between Germany and the USA revisited: evidence from the post-DM period
published 2015 · Applied Economics · 3 citations
with Robert Czudaj
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