//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Huber, Florian"
~subject:"Interest rate"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"VAR-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate
Prognoseverfahren
VAR model
24
VAR-Modell
24
Bayes-Statistik
16
Bayesian inference
16
Forecasting model
11
Schock
9
Shock
9
Estimation
8
Schätzung
8
Theorie
7
Theory
7
Welt
7
World
7
Geldpolitik
5
Geldpolitische Transmission
5
Monetary policy
5
Monetary transmission
5
USA
5
United States
5
Volatility
5
Volatilität
5
Business cycle
4
Konjunktur
4
Bruttoinlandsprodukt
3
Economic forecast
3
Euro area
3
Eurozone
3
Financial crisis
3
Finanzkrise
3
Gross domestic product
3
Impact assessment
3
Modellierung
3
Regression analysis
3
Regressionsanalyse
3
Scientific modelling
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic volatility
3
more ...
less ...
Online availability
All
Undetermined
10
Free
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
15
Working Paper
15
Article in journal
13
Amtsdruckschrift
1
Conference paper
1
Government document
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
13
Author
All
Huber, Florian
Gupta, Rangan
22
Koop, Gary
17
Marcellino, Massimiliano
16
Carriero, Andrea
13
Pesaran, M. Hashem
12
Giannone, Domenico
9
Schuermann, Til
9
Smith, L. Vanessa
9
Clark, Todd E.
8
Mustofa Usman
8
Poon, Aubrey
8
Russel, Edwin
8
Korobilis, Dimitris
7
Lenza, Michele
7
Österholm, Pär
7
Balcilar, Mehmet
6
Clements, Michael P.
6
Galvão, Ana Beatriz C.
6
Kapetanios, George
6
Lahiri, Kajal
6
Foroni, Claudia
5
Garratt, Anthony
5
Mitchell, James
5
Mumtaz, Haroon
5
Onorante, Luca
5
Ozcelebi, Oguzhan
5
Paccagnini, Alessia
5
Shi, Yanlin
5
Bekiros, Stelios
4
Crespo Cuaresma, Jesús
4
Feldkircher, Martin
4
Hecq, Alain W. J.
4
Hou, Chenghan
4
Lau, Chi Keung
4
McCracken, Michael W.
4
Rieth, Malte
4
Rubaszek, Michał
4
Swanson, Norman R.
4
Allen, P. G.
3
more ...
less ...
Published in...
All
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Bulletin of economic research
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
International economic review
1
International journal of forecasting
1
International review of financial analysis
1
Journal of econometrics
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
3
Approximate Bayesian inference and forecasting in huge-dimensional multicountry VARs
Feldkircher, Martin
;
Huber, Florian
;
Koop, Gary
; …
- In:
International economic review
63
(
2022
)
4
,
pp. 1625-1658
Persistent link: https://www.econbiz.de/10013464691
Saved in:
4
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
5
The transmission of euro area interest rate shocks to Asia : do effects differ when nominal interest rates are negative?
Feldkircher, Martin
;
Huber, Florian
;
Punzi, Maria Teresa
; …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
13
,
pp. 3818-3834
Persistent link: https://www.econbiz.de/10012623476
Saved in:
6
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
7
International housing markets, unconventional monetary policy, and the zero lower bound
Huber, Florian
;
Punzi, Maria Teresa
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 774-806
Persistent link: https://www.econbiz.de/10012241012
Saved in:
8
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
9
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
10
Forecasting global equity indices using large Bayesian VARs
Huber, Florian
;
Krisztin, Tamás
;
Piribauer, Philipp
- In:
Bulletin of economic research
69
(
2017
)
3
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011743287
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->