Florian Huber

Institution: Paris-Lodron Universität Salzburg

Primary Field: Econometrics (weighted toward more recent publications)

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

First Publication: 2015

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	5.99	9.44	0.25	15.68	98%
Last 10 Years	8.01	20.54	1.77	30.31	99%
All Time	8.01	20.54	2.27	30.82	96%

Publication Statistics

Raw Publications 37

Coauthorship-Adjusted Count 29.10

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