The international transmission of US shocks—evidence from Bayesian global vector autoregressions M Feldkircher, F Huber European Economic Review 81, 167-188, 2016 | 209 | 2016 |
Adaptive shrinkage in Bayesian vector autoregressive models F Huber, M Feldkircher Journal of Business & Economic Statistics 37 (1), 27-39, 2019 | 147 | 2019 |
Forecasting with global vector autoregressive models: A Bayesian approach JC Cuaresma, M Feldkircher, F Huber Journal of Applied Econometrics 31 (7), 1371-1391, 2016 | 116* | 2016 |
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models F Huber, G Koop, L Onorante Journal of Business & Economic Statistics, 2020 | 105 | 2020 |
Sparse Bayesian vector autoregressions in huge dimensions G Kastner, F Huber Journal of Forecasting 39 (7), 1142-1165, 2020 | 95 | 2020 |
Nowcasting in a pandemic using non-parametric mixed frequency VARs F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner Journal of Econometrics 232 (1), 52-69, 2023 | 87 | 2023 |
Measuring the effectiveness of US monetary policy during the COVID‐19 recession M Feldkircher, F Huber, M Pfarrhofer Scottish journal of political economy 68 (3), 287-297, 2021 | 59 | 2021 |
Predicting crypto-currencies using sparse non-Gaussian state space models C Hotz-Behofsits, F Huber, TO Zörner Journal of Forecasting, 2018 | 59 | 2018 |
Density forecasting using Bayesian global vector autoregressions with stochastic volatility F Huber International Journal of Forecasting 32 (3), 818-837, 2016 | 58 | 2016 |
International effects of a compression of euro area yield curves M Feldkircher, T Gruber, F Huber Journal of Banking & Finance 113, 105533, 2020 | 57* | 2020 |
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model J Crespo Cuaresma, G Doppelhofer, M Feldkircher, F Huber Journal of the Royal Statistical Society Series A: Statistics in Society 182 …, 2019 | 57* | 2019 |
Fragility and the effect of international uncertainty shocks JC Cuaresma, F Huber, L Onorante Journal of International Money and Finance 108, 102151, 2020 | 53* | 2020 |
Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models F Huber, G Kastner, M Feldkircher Journal of Applied Econometrics 34 (5), 621-640, 2019 | 53 | 2019 |
International housing markets, unconventional monetary policy, and the zero lower bound F Huber, MT Punzi Macroeconomic Dynamics, 0 | 44* | |
Tail forecasting with multivariate Bayesian additive regression trees TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer International Economic Review 64 (3), 979-1022, 2023 | 42 | 2023 |
The dynamic impact of monetary policy on regional housing prices in the United States MM Fischer, F Huber, M Pfarrhofer, P Staufer‐Steinnocher Real Estate Economics 49 (4), 1039-1068, 2021 | 42 | 2021 |
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR J Dovern, M Feldkircher, F Huber Journal of Economic Dynamics and Control 70, 86–100, 2016 | 39 | 2016 |
Factor Augmented vector autoregressions, panel VARs, and global VARs M Feldkircher, F Huber, M Pfarrhofer Macroeconomic Forecasting in the Era of Big Data: Theory and Practice, 65-93, 2020 | 38* | 2020 |
Unconventional US monetary policy: new tools, same channels? M Feldkircher, F Huber Journal of Risk and Financial Management 11 (4), 71, 2018 | 36 | 2018 |
Human capital accumulation and long‐term income growth projections for European regions JC Cuaresma, G Doppelhofer, F Huber, P Piribauer Journal of Regional Science 58 (1), 81-99, 2018 | 34 | 2018 |