Florian Huber

Discipline

Economies et finances (40) Histoire, Philosophie et Sociologie des sciences (1)

Type de document

Textes imprimés (40) Articles (2) Recensions (1) Autres (1)

Type de document

Autres (1)

Co-auteur

Date

Date

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Source

Mot-clé

science économique (40) Economics (40) modèle (38) Example (38) Econometrics (38) papier (28) Paper (28) Forecasting (27) Models (27) Forecasting (22) statistiques (20) Statistics (20) Statistics (20) Statistics (20) temps (durée) (18) prévision (18) Time (18) abords (agglomération) (17) vecteur (16) paramètre (15) Exercise (13) Exercise (13) Methods (12) Methods (12) volatilité (11) spectacle (11) Inference (11) densité (10) Density (10) Density (10)

Documents écrit par Florian Huber (43) | parle de Florian Huber (1)

Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
Luca Barbaglia et al. (18 janv. 2024)
Bayesian Nonlinear Regression using Sums of Simple Functions
Florian Huber (4 déc. 2023)
Predictive Density Combination Using a Tree-Based Synthesis Function
Tony Chernis et al. (21 nov. 2023)
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks
Florian Huber et al. (26 mai 2023)
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification
Florian Huber et al. (16 avr. 2023)
A tale of two tails: 130 years of growth-at-risk
Martin Gächter et al. (17 févr. 2023)
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions
Jan Prüser et al. (31 janv. 2023)
Bayesian Forecasting in Economics and Finance: A Modern Review
Gael M. Martin et al. (7 déc. 2022)
Bayesian Neural Networks for Macroeconomic Analysis
Niko Hauzenberger et al. (9 nov. 2022)
Bayesian Modeling of TVP-VARs Using Regression Trees
Niko Hauzenberger et al. (24 sept. 2022)
Forecasting euro area inflation using a huge panel of survey expectations
Florian Huber et al. (25 juil. 2022)
Forecasting US Inflation Using Bayesian Nonparametric Models
Todd E. Clark et al. (28 févr. 2022)
Measuring Shocks to Central Bank Independence using Legal Rulings
Stefan Griller et al. (25 févr. 2022)
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
Niko Hauzenberger et al. (3 déc. 2021)
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
Todd E. Clark et al. (7 oct. 2021)
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions
Florian Huber et al. (16 juil. 2021)
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
Martin Feldkircher et al. (8 mars 2021)
General Bayesian time-varying parameter VARs for predicting government bond yields
Manfred M. Fischer et al. (26 févr. 2021)
Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques
Niko Hauzenberger et al. (15 déc. 2020)
Integrated proteogenomic deep sequencing and analytics accurately identify non-canonical peptides in tumor immunopeptidomes
Chloe Chong et al.
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE
Markus Eller et al. (10 sept. 2020)
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Florian Huber et al. (28 août 2020)
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
Martin Feldkircher et al. (30 juil. 2020)
Inference in Bayesian Additive Vector Autoregressive Tree Models
Florian Huber et al. (29 juin 2020)
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
Florian Huber et al. (14 mai 2020)

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