1 citations · 1 across the 3 of their papers we have counts for
4 papers
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…
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…
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…
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…