2 papers
econ.EM2021
General Bayesian time-varying parameter VARs for predicting government bond yields
Manfred M. Fischer, Niko Hauzenberger, Florian Huber +1
Time-varying parameter (TVP) regressions commonly assume that time-variation in the coefficients is determined by a simple stochastic process such as a random walk. While such mode…
econ.EM2018
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States
Manfred M. Fischer, Florian Huber, Michael Pfarrhofer
In this paper, we explore the relationship between state-level household income inequality and macroeconomic uncertainty in the United States. Using a novel large-scale macroeconom…