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

Fischer, Manfred M. (PI - Project head)
Huber, Florian (Researcher)
Hauzenberger, Niko (Researcher)
Krebs, Ferdinand Peter (Researcher)
Pfarrhofer, Michael (Researcher)
Scheckel, Tobias (Researcher)
Zörner, Thomas (Researcher)

5 Journal article

5 results

Filter

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