output
20032026
most citedKnowledge Graphs

1.8k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2018 · econ.EMShow all

5 papers · 2 filters

econ.EM2018

Model instability in predictive exchange rate regressions

Niko Hauzenberger, Florian Huber

In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Ba…

econ.EM2018

Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership

Gregor Zens

A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariate…

econ.EM2018★ 20 cited

Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models

Michael Pfarrhofer, Philipp Piribauer

This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatia…

econ.EM2018★ 2 cited

Introducing shrinkage in heavy-tailed state space models to predict equity excess returns

Florian Huber, Gregor Kastner, Michael Pfarrhofer

We forecast S&P 500 excess returns using a flexible Bayesian econometric state space model with non-Gaussian features at several levels. More precisely, we control for overparamete…

econ.EM2018

The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions

Manfred M. Fischer, Florian Huber, Michael Pfarrhofer +1

In this study interest centers on regional differences in the response of housing prices to monetary policy shocks in the US. We address this issue by analyzing monthly home price…