1 citations · 1 across the 5 of their papers we have counts for
5 papers
Beyond Aggregate VARs: A Bayesian Benchmark for HANK Models
Florian Huber, Gary Koop, Christian Matthes
Heterogeneous-agent New Keynesian (HANK) models characterize how entire cross-sectional distributions respond to structural shocks. Traditional representative-agent models are rout…
Clustered Local Projections for Short and Ultra-Short Time Series -- A Hierarchical Bayesian Framework
Todd Clark, Florian Huber
Estimating the dynamic effects of economic shocks in short and very short samples is impeded by a lack of degrees of freedom. We offer a solution based on a Bayesian hierarchical f…
Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk
Florian Huber, Aubrey Poon, Dan Zhu
We develop a hierarchical Bayesian panel quantile regression model in which unit-specific coefficient paths are smoothed across quantiles by Gaussian processes, while a common time…
Asymmetries in Financial Spillovers
Florian Huber, Karin Klieber, Massimiliano Marcellino +2
This paper analyzes nonlinearities in the international transmission of financial shocks originating in the US. To do so, we develop a flexible nonlinear multi-country model. Our f…
General Seemingly Unrelated Local Projections
Florian Huber, Christian Matthes, Michael Pfarrhofer
We develop a flexible framework for Bayesian estimation of impulse responses using Local Projections (LPs) with instrumental variables. It accommodates multiple shocks and instrume…