The impact of fiscal policy on the term structure of interest rates within the Eurozone

Research output

Research output per year 2020 2020 2021 2022 2023 2023

• 5 Journal article

Research output per year

Research output per year

Search results

• 2023

  Real-time inflation forecasting using non-linear dimension reduction techniques

  Hauzenberger, N., Huber, F. & Klieber, K., 2023, In: International Journal of Forecasting. 39, 2, p. 901-921

  Publication: Scientific journal › Journal article › peer-review

• 2022

  General Bayesian time-varying parameter VARs for predicting government bond yields

  Fischer, M. M., Hauzenberger, N., Huber, F. & Pfarrhofer, M., 2022, In: Journal of Applied Econometrics.

  Publication: Scientific journal › Journal article › peer-review

  Open Access
• 2021

  Combining shrinkage and sparsity in conjugate vector autoregressive models

  Hauzenberger, N., Huber, F. & Onorante, L., 2021, In: Journal of Applied Econometrics. 36, 3, p. 304-327

  Publication: Scientific journal › Journal article › peer-review

• Fast and Flexible Inference in Time-Varying Parameter Regression Models

  Hauzenberger, N., Huber, F., Koop, G. & Onorante, L., 2021, In: Journal of Business & Economic Statistics. 40, 4, p. 1904 1918 p.

  Publication: Scientific journal › Journal article › peer-review

• 2020

  Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods

  Hauzenberger, N., Huber, F. & Koop, G., 2020, (Submitted) In: Studies in Nonlinear Dynamics and Econometrics.

  Publication: Scientific journal › Journal article › peer-review