3 papers
econ.EM2024
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
Luca Barbaglia, Lorenzo Frattarolo, Niko Hauzenberger +5
Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies. However, European regional a…
econ.EM2023
Predictive Density Combination Using a Tree-Based Synthesis Function
Tony Chernis, Niko Hauzenberger, Florian Huber +2
Bayesian predictive synthesis (BPS) provides a method for combining multiple predictive distributions based on agent/expert opinion analysis theory and encompasses a range of exist…
econ.EM2020
Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
Niko Hauzenberger, Florian Huber, Luca Onorante
Conjugate priors allow for fast inference in large dimensional vector autoregressive (VAR) models but, at the same time, introduce the restriction that each equation features the s…