Dr. Florian Huber
Professor
Vice-Head of Department
Room 2.05, Edith-Stein-Haus, Mönchsberg 2a, 5020 Salzburg
Tel.: +43 (0) 662 8044 3771
E-Mail:
Support Staff
Carmen Schwaighofer
Tel.: +43 (0) 662 8044 3770
E-Mail:
Research Interests
Bayesian econometrics, state space modeling, non-linear time series analysis, forecasting
Short Bio
Florian Huber is a Professor of Economics at the University of Salzburg. His research speciality is on Bayesian macroeconometrics with a focus on large-scale non-linear multivariate time series modeling. He has published in leading journals in econometrics such as the Journal of Econometrics, the Journal of Business & Economic Statistics and the Journal of Applied Econometrics.
Selected Publications
Clark, Todd, Florian Huber, Gary Koop, Massimiliano Marcellino, and Michael Pfarrhofer. “Tail Forecasting with Multivariate Bayesian Additive Regression Trees.” International Economic Review, forthcoming. doi
Huber, Florian, Gary Koop, Luca Onorante, Michael Pfarrhofer, and Josef Schreiner. “Nowcasting in a pandemic using non-parametric mixed frequency VARs.” Journal of Econometrics, 2023, 232, 1, 52-69. doi
Feldkircher, Martin, Florian Huber, Gary Koop, and Michael Pfarrhofer.”Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs.” International Economic Review, 2022, 63, 4, 1625-1658. doi
Hauzenberger, Niko, Florian Huber, Gary Koop, and Luca Onorante. “Fast and flexible inference in time-varying parameter regression models.” Journal of Business & Economic Statistics, 2022, 40, 4, 1904-1918. doi
Huber, Florian, Gary Koop, and Luca Onorante. “Inducing sparsity and shrinkage in time-varying parameter models.” Journal of Business & Economic Statistics, 2021, 39, 3, 669-683. doi
Feldkircher, Martin and Florian Huber. “Adaptive shrinkage in Bayesian vector autoregressive models.” Journal of Business & Economic Statistics, 2019, 37, 1, 27-39. doi
Feldkircher, Martin and Florian Huber. “The international transmission of US shocks – Evidence from Bayesian global vector autoregressions.” European Economic Review, 2016, 81, 167-188. doi
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