| Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods N Hauzenberger, F Huber, G Koop Studies in Nonlinear Dynamics & Econometrics 28 (2), 201-225, 2024 | 6 | 2024 |
| Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty N Hauzenberger, F Huber, M Marcellino, N Petz Journal of Business & Economic Statistics, 2024 | 9 | 2024 |
| Nowcasting with mixed frequency data using Gaussian processes N Hauzenberger, M Marcellino, M Pfarrhofer, A Stelzer arXiv preprint arXiv:2402.10574, 2024 | | 2024 |
| Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model L Barbaglia, L Frattarolo, N Hauzenberger, D Hirschbuehl, F Huber, ... arXiv preprint arXiv:2401.10054, 2024 | 1 | 2024 |
| Predictive Density Combination Using a Tree-Based Synthesis Function T Chernis, N Hauzenberger, F Huber, G Koop, J Mitchell Bank of Canada, 2023 | | 2023 |
| Macroeconomic forecasting using BVARs N Hauzenberger, F Huber, G Koop Research Methods and Applications on Macroeconomic Forecasting, 2023 | | 2023 |
| Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques N Hauzenberger, F Huber, K Klieber International Journal of Forecasting 39 (2), 901-921, 2023 | 29 | 2023 |
| Hawks vs. Doves: ECB's monetary policy in light of the Fed's policy stance N Hauzenberger, F Huber, T Zörner Working Paper, 2023 | | 2023 |
| General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer Journal of Applied Econometrics 38 (1), 69-87, 2023 | 7* | 2023 |
| Macroeconomic forecasting in the euro area using predictive combinations of DSGE models J Čapek, JC Cuaresma, N Hauzenberger, V Reichel International Journal of Forecasting 39 (4), 1820-1838, 2023 | 6 | 2023 |
| Enhanced Bayesian Neural Networks for Macroeconomics and Finance N Hauzenberger, F Huber, K Klieber, M Marcellino arXiv preprint arXiv:2211.04752, 2022 | 6 | 2022 |
| Bayesian Modeling of Time-varying Parameters Using Regression Trees N Hauzenberger, F Huber, G Koop, J Mitchell arXiv preprint arXiv:2209.11970, 2022 | 3 | 2022 |
| What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020 N Hauzenberger, D Kaufmann, R Stuart, C Tille IRENE Working Papers, 2022 | | 2022 |
| Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models N Hauzenberger, F Huber, G Koop, L Onorante Journal of Business & Economic Statistics 40 (4), 1904-1918, 2022 | 29 | 2022 |
| Bayesian state‐space modeling for analyzing heterogeneous network effects of US monetary policy N Hauzenberger, M Pfarrhofer The Scandinavian Journal of Economics 123 (4), 1261-1291, 2021 | 5 | 2021 |
| On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty N Hauzenberger, M Pfarrhofer, A Stelzer Journal of Economic Behavior & Organization 191, 822-845, 2021 | 17 | 2021 |
| The impact of macroprudential policies on capital flows in CESEE M Eller, N Hauzenberger, F Huber, H Schuberth, L Vashold Journal of International Money and Finance 119 (102495), 2021 | 20* | 2021 |
| Flexible Mixture Priors for Large Time-varying Parameter Models N Hauzenberger Econometrics and Statistics 20, 87-108, 2021 | 14 | 2021 |
| Stochastic model specification in Markov switching vector error correction models N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner Studies in Nonlinear Dynamics & Econometrics 25 (2), 20180069, 2021 | 9 | 2021 |
| Combining shrinkage and sparsity in conjugate vector autoregressive models N Hauzenberger, F Huber, L Onorante Journal of Applied Econometrics 36 (3), 304-327, 2021 | 12 | 2021 |
