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Article

Hauzenberger, Niko and Pfarrhofer, Michael and Rossini, Luca (2025) Sparse time-varying parameter VECMs with an application to modeling electricity prices. International Journal of Forecasting, 41 (1). pp. 361-376. ISSN 0169-2070

Hauzenberger, Niko and Huber, Florian and Klieber, Karin and Marcellino, Massimilano (2024) Bayesian neural networks for macroeconomic analysis. Journal of Econometrics. 105843. ISSN 0304-4076

Hauzenberger, Niko and Koop, Gary (2024) A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes. Bayesian Analysis. ISSN 1936-0975 (In Press)

Hauzenberger, Niko and Huber, Florian and Marcellino, Massimiliano and Petz, Nico (2024) Gaussian process vector autoregressions and macroeconomic uncertainty. Journal of Business and Economic Statistics. pp. 1-17. ISSN 0735-0015

Hauzenberger, Niko and Huber, Florian and Koop, Gary (2023) Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods. Studies in Nonlinear Dynamics and Econometrics, 28 (2). pp. 201-225. ISSN 1558-3708

Čapek, Jan and Crespo Cuaresma, Jesús and Hauzenberger, Niko and Reichel, Vlastimil (2023) Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. International Journal of Forecasting, 39 (4). pp. 1820-1838. ISSN 0169-2070

Hauzenberger, Niko and Huber, Florian and Klieber, Karin (2023) Real-time inflation forecasting using non-linear dimension reduction techniques. International Journal of Forecasting, 39 (2). pp. 901-921. ISSN 0169-2070

Fischer, Manfred M. and Hauzenberger, Niko and Huber, Florian and Pfarrhofer, Michael (2023) General Bayesian time-varying parameter vector autoregressions for modeling government bond yields. Journal of Applied Econometrics, 38 (1). pp. 69-87. ISSN 0883-7252

Hauzenberger, Niko and Huber, Florian and Koop, Gary and Onorante, Luca (2022) Fast and flexible Bayesian inference in time-varying parameter regression models. Journal of Business and Economic Statistics, 40 (4). pp. 1904-1918. ISSN 0735-0015

Eller, Markus and Hauzenberger, Niko and Huber, Florian and Schuberth, Helene and Vashold, Lukas (2021) The impact of macroprudential policies on capital flows in CESEE. Journal of International Money and Finance, 119. 102495. ISSN 0261-5606

Hauzenberger, Niko and Pfarrhofer, Michael and Stelzer, Anna (2021) On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty. Journal of Economic Behaviour and Organization, 191. pp. 822-845. ISSN 0167-2681

Hauzenberger, Niko (2021) Flexible mixture priors for large time-varying parameter models. Econometrics and Statistics, 20. pp. 87-108. ISSN 2468-0389

Hauzenberger, Niko and Pfarrhofer, Michael (2021) Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. Scandinavian Journal of Economics, 123 (4). pp. 1261-1291. ISSN 0347-0520

Hauzenberger, Niko and Huber, Florian and Onorante, Luca (2021) Combining shrinkage and sparsity in conjugate vector autoregressive models. Journal of Applied Econometrics, 36 (3). pp. 304-327. ISSN 0883-7252

Hauzenberger, Niko and Huber, Florian and Pfarrhofer, Michael and Zörner, Thomas O. (2021) Stochastic model specification in Markov switching vector error correction models. Studies in Nonlinear Dynamics and Econometrics, 25 (2). 20180069. ISSN 1558-3708

Hauzenberger, Niko and Huber, Florian (2020) Model instability in predictive exchange rate regressions. Journal of Forecasting, 39 (2). pp. 168-186. ISSN 0277-6693

Book

Hauzenberger, Niko and Huber, Florian and Zörner, Thomas (2024) ECB's Monetary Policy in Light of the Fed's Policy Stance. SUERF Policy Brief (No 838). The European Money and Finance Forum.

Eller, Markus and Hauzenberger, Niko and Huber, Florian and Schuberth, Helene and Vashold, Lukas (2021) The impact of macroprudential policies on capital flows in CESEE. The European Money and Finance Forum.

Monograph

Hauzenberger, Niko and Huber, Florian and Koop, Gary and Mitchell, James (2023) Bayesian Modelling of TVP-VARs Using Regression Trees. Discussion paper. University of Strathclyde, Glasgow.

Hauzenberger, Niko and Huber, Florian and Koop, Gary (2023) Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. Discussion paper. University of Strathclyde, Glasgow.