Research output per year
Research output per year
Research output
- 5 Journal article
Search results
-
2023
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Hauzenberger, N., Huber, F. & Koop, G., Nov 2023, (E-pub ahead of print) In: Studies in Nonlinear Dynamics and Econometrics.Publication: Scientific journal › Journal article › peer-review
Open Access -
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. 901-921Publication: Scientific journal › Journal article › peer-review
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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. 38, 1, p. 69-87Publication: 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. 304-327Publication: Scientific journal › Journal article › peer-review
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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