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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
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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
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Fast and flexible Bayesian inference in time-varying parameter regression models
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1904-1918
Persistent link: https://www.econbiz.de/10013540579
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Risky oil : it's all in the tails
Baumeister, Christiane; Huber, Florian; Marcellino, … - 2024
Persistent link: https://www.econbiz.de/10014537272
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414
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Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko; Huber, Florian; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013426600
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Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022
Persistent link: https://www.econbiz.de/10013281184
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Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014326677
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Bayesian neural networks for macroeconomic analysis
Hauzenberger, Niko; Huber, Florian; Klieber, Karin; … - 2024
Persistent link: https://www.econbiz.de/10015057285