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Florian Huber

Global rank #35716 59%

Institution: Paris-Lodron Universität Salzburg

Primary Field: General (weighted toward more recent publications)

Homepage: https://sites.google.com/site/fhuber7/

First Publication: Unknown

Most Recent: Unknown

RePEc ID: phu448 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.98 9.41 0.00 15.62
Last 10 Years 0.00 3.99 20.47 0.00 30.20
All Time 0.00 3.99 20.47 0.00 30.70

Publication Statistics

Raw Publications 37
Coauthorship-Adjusted Count 0.00

Publications (37)

Year Article Journal Tier Authors
2025 Machine learning the macroeconomic effects of financial shocks Economics Letters C 4
2025 Bayesian neural networks for macroeconomic analysis Journal of Econometrics A 4
2025 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty Journal of Business & Economic Statistics A 4
2024 Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model Journal of Business & Economic Statistics A 5
2024 Bayesian forecasting in economics and finance: A modern review International Journal of Forecasting B 9
2024 Forecasting euro area inflation using a huge panel of survey expectations International Journal of Forecasting B 3
2024 Financial markets and legal challenges to unconventional monetary policy European Economic Review B 3
2024 Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions Journal of Applied Econometrics B 2
2024 Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks Journal of Applied Econometrics B 2
2023 TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES International Economic Review B 5
2023 General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields Journal of Applied Econometrics B 4
2023 Nowcasting in a pandemic using non-parametric mixed frequency VARs Journal of Econometrics A 5
2023 Subspace shrinkage in conjugate Bayesian vector autoregressions Journal of Applied Econometrics B 2
2023 Real-time inflation forecasting using non-linear dimension reduction techniques International Journal of Forecasting B 3
2022 APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs International Economic Review B 4
2022 Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Journal of Business & Economic Statistics A 4
2021 The impact of macroprudential policies on capital flows in CESEE Journal of International Money and Finance B 5
2021 The regional transmission of uncertainty shocks on income inequality in the United States Journal of Economic Behavior and Organization B 3
2021 Combining shrinkage and sparsity in conjugate vector autoregressive models Journal of Applied Econometrics B 3
2021 Inducing Sparsity and Shrinkage in Time-Varying Parameter Models Journal of Business & Economic Statistics A 3
2021 Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models Journal of Applied Econometrics B 2
2020 Fragility and the effect of international uncertainty shocks Journal of International Money and Finance B 3
2020 How important are global factors for understanding the dynamics of international capital flows? Journal of International Money and Finance B 3
2020 International effects of a compression of euro area yield curves Journal of Banking & Finance B 3
2020 Trend Fundamentals and Exchange Rate Dynamics Economica C 2
2019 Adaptive Shrinkage in Bayesian Vector Autoregressive Models Journal of Business & Economic Statistics A 2
2019 Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models Journal of Applied Econometrics B 3
2019 Threshold cointegration in international exchange rates:A Bayesian approach International Journal of Forecasting B 2
2018 A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy Oxford Bulletin of Economics and Statistics B 2
2018 Debt regimes and the effectiveness of monetary policy Journal of Economic Dynamics and Control B 2
2017 The shortage of safe assets in the US investment portfolio: Some international evidence Journal of International Money and Finance B 2
2017 Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models Economics Letters C 1
2016 Forecasting with Global Vector Autoregressive Models: a Bayesian Approach Journal of Applied Econometrics B 3
2016 Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR Journal of Economic Dynamics and Control B 3
2016 The international transmission of US shocks—Evidence from Bayesian global vector autoregressions European Economic Review B 2
2016 Density forecasting using Bayesian global vector autoregressions with stochastic volatility International Journal of Forecasting B 1
2015 Global prediction of recessions Economics Letters C 2