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Florian Huber

PD Florian Huber Ph.D.
Telephone:
+43 1 31336 4534
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2016-2017
Venia Docendi (Habilitation)
2013-2014
Economist in the foreign research division of the OeNB
2013-2014
PhD. Economics (WU Vienna)
2011-2013
MSc. Economics (WU Vienna)
2008-2011
BSc. Economics (WU Vienna)

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2017
Repec Young Economists Ranking Rank 19
2015
Stephan Koren Preis
2014
Young Economist Award der NoEG

Classifications

Expertise

    No expertises found.

Activities

No activities found.

Publications

Journal article

2019 Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael, Staufer-Steinnocher, Petra. 2019. The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. Real Estate Economics. open access (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael. 2019. The regional transmission of uncertainty shocks on income inequality in the United States. Journal of Economic Behavior & Organization. open access (Details)
  Huber, Florian, Fischer, Manfred M., Piribauer, Philipp. 2019. The role of US-based FDI flows for global output dynamics. Macroeconomic Dynamics. 23 (3), 943-973. (Details)
  Zörner, Thomas, Huber, Florian. 2019. Threshold cointegration in international exchange rates: A Bayesian approach. International Journal of Forecasting. 35 (2), 458-473. (Details)
2018 Huber, Florian, Fischer, Manfred M. 2018. A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy. Oxford Bulletin of Economics and Statistics, 80 (3), 575-604. open access (Details)
  Breitfuß, Sebastian, Feldkircher, Martin, Huber, Florian. 2018. Changes in US Monetary Policy and its Transmission over the Last Century. German Economic Review, , (Details)
  Huber, Florian, De Luigi, Clara. 2018. Debt regimes and the effectiveness of monetary policy. Journal of Economic Dynamics & Control. 93 218-238. (Details)
  Crespo Cuaresma, Jesus, Doppelhofer, Gernot, Huber, Florian, Piribauer, Philipp. 2018. Human Capital Accumulation and Long-Term Income Growth Projections for European Regions. Journal of Regional Science 58, 81-99. open access (Details)
  Hotz-Behofsits, Christian, Huber, Florian, Zörner, Thomas. 2018. Predicting crypto-currencies using sparse non-Gaussian state space models. Journal of Forecasting. 37 (6), 627-640. open access (Details)
2017 Huber, Florian, Piribauer, Philipp, Krisztin, Tamas. 2017. Forecasting Global Equity Indices using Large Bayesian VARs. Bulletin of Economic Research 69 (3), 288-308. (Details)
  Huber, Florian. 2017. Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models. Economics Letters 150 (1), 48-52. (Details)
  Huber, Florian, Punzi, Maria Teresa. 2017. The shortage of safe assets in the US investment portfolio: Some international evidence. Journal of International Money and Finance 74, 318-336. (Details)
2016 Huber, Florian, Feldkircher, Martin. Forthcoming. Adaptive shrinkage in Bayesian vector autoregressive models. Journal of Business and Economic Statistics , (Details)
  Huber, Florian. 2016. Density Forecasting using Bayesian Global Vector Autoregressions with Stochastic Volatility. International Journal of Forecasting 32 (3): S. 818-837. (Details)
  Dovern, Jonas, Feldkircher, Martin, Huber, Florian. 2016. Does Joint Modeling of the World Economy Pay Off? Evaluating GVAR Forecasts from a Multivariate Perspective. Journal of Economic Dynamics & Control 70, 86-100. (Details)
  Huber, Florian. 2016. Forecasting exchange rates using multivariate threshold models. The BE Journal of Macroeconomics 16 (1): S. 193-210. (Details)
  Crespo Cuaresma, Jesus, Feldkircher, Martin, Huber, Florian. 2016. Forecasting with Global Vector Autoregressive Models: A Bayesian Approach. Journal of Applied Econometrics 31 (7), 1371-1391. open access (Details)
  Feldkircher, Martin and Huber, Florian. 2016. The international transmission of US shocks: Evidence from Bayesian global vector autoregressions. European Economic Review 81 S. 167-188. (Details)
2015 Dovern, Jonas, Huber, Florian. 2015. Global prediction of recessions. Economics Letters 133 81-84. (Details)
  Feldkircher, Martin, Huber, Florian, Moder, Isabella. 2015. Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy. Economic Notes 44 (3): 409-418. (Details)
  Feldkircher, Martin, Huber, Florian, Schreiner, Josef, Tirpak, Marcel, Toth, Peter, Wörz, Julia. 2015. Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries. Focus on European Economic Integration (2): S. 56-75. (Details)
  Huber, Florian, Petrovska, Magdalena . 2015. Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro-Level Data. Focus on European Economic Integration (1), 49-64. (Details)
2014 Huber, Florian. 2014. Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions. Economics Bulletin 34 (3): 1687-1695. (Details)

Paper presented at an academic conference or symposium

2018 Gruber, Kathrin, Huber, Florian, Reutterer, Thomas. 2018. Marketing Science . Marketing Science , Philadelphia, Vereinigte Staaten/USA, 15.06-17.06. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2018. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? 1st Vienna Workshop on Economic Forecasting, Institute for Advanced Studies, Vienna, Austria, 15.02.-16.02. (Details)
  Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. BAYESCOMP 2018, Universitat Pompeu Fabra, Barcelona, Spain, 26.03.-28.03. Invited Talk (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael, Staufer-Steinnocher, Petra. 2018. The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions. 12th World Congress of the RSAI, Goa, Indien, 29.05.-01.06.2018. (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael, Staufer-Steinnocher, Petra. 2018. The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions. 12th World Conference of the Spatial Econometrics Association (SEA), Wien, Österreich, 11.06.-12.06.2018. (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael. 2018. The transmission of uncertainty shocks on income inequality: State-level evidence from the United States. Annual Meeting of the Austrian Economic Association (NOeG), Wien, Österreich, 11.05.-12.05.2018. (Details)
2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. 8th European Seminar on Bayesian Econometrcis (ESOBE 2017), Maastricht, Netherlands, 26.10.-27.10. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? NBP Workshop on Forecasting, Narodowy Bank Polski, Poland, 20.11.-21.11. Invited Talk (Details)
  Huber, Florian, Staufer-Steinnocher, Petra, Fischer, Manfred M. 2017. The dynamic impact of macroeconomic aggregates on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions. 57th Congress of the ERSA, Groningen, Niederlande, 29.08.-01.09.2017. (Details)
  Huber, Florian, Fischer, Manfred M., Piribauer, Philipp. 2017. The role of US based FDI flows for global output dynamics. 57th Congress of the ERSA, Groningen, Niederlande, 29.08.-01.09.2017. (Details)
  Zörner, Thomas, Huber, Florian. 2017. Threshold Cointegration and Adaptive Shrinkage. 5th WU-Workshop in Applied Econometrics (WUWAETRIX), Vienna, Österreich, 14.06.-14.06. (Details)
2016 Huber, Florian, Fischer, Manfred M., Piribauer, Philipp. 2016. Modeling the FDI-growth relationship in a multicountry framework. Annual Meeting of the Austrian Economic Association NOeG, Bratislava, Slowakei, 27.05.-28.05.2016. (Details)
2015 Huber, Florian, Fischer, Manfred M. 2015. A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy. Annual Meeting of the Austrian Economic Association NOeG, Klagenfurt, Österreich, 05.06.-06.06.2015. (Details)
  Fischer, Manfred M., Huber, Florian, Piribauer, Philipp. 2015. Modeling the impact of FDI on output dynamics. 55th Congress of the ERSA, Lisbon, Portugal, 25.08.-28.08.2015. (Details)
  Huber, Florian, Fischer, Manfred M., Piribauer, Philipp. 2015. Modeling the impact of FDI on output dynamics. Evidence from global vector autoregressions. Annual Meeting of the Austrian Economic Association NOeG, Klagenfurt, Österreich, 05.06.-06.06.2015. (Details)
  Fischer, Manfred M., Huber, Florian, Piribauer, Philipp. 2015. Modeling the impact of foreign direct investment on output dynamics. International Conference, Romanian Regional Science Association, Suceava, Rumänien, 08.05.-09.05.2015. Invited Talk (Details)
  Fischer, Manfred M., Huber, Florian, Piribauer, Philipp. 2015. The relationship between FDI inflows and economic growth in a multicountry context: Evidence from a Bayesian global vector autoregressive model. Second International Conference in Social Sciences, Poznan, Polen, 22.05.-23.05.2015. Invited Talk (Details)
2014 Huber, Florian. 2014. Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. 8th International Conference on Computational and Financial Econometrics (CFE 2014), University of Pisa, Italy, Italien, 6.12.-8.12.. Invited Talk (Details)
  Crespo Cuaresma, Jesus, Feldkircher, Martin, Huber, Florian. 2014. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. Annual Meeting of the Austrian Economics Association (NOeG), WU Vienna University of Economics and Business, Österreich, 30.05.-31.05.. (Details)
  Crespo Cuaresma, Jesus, Feldkircher, Martin, Huber, Florian. 2014. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. Eighth ECB Workshop on Forecasting Techniques, European Central Bank, Frankfurt, Deutschland, 13.06.-14.06.. (Details)
  Feldkircher, Martin, Huber, Florian. 2014. The International Transmission of U.S. Structural Shocks: Evidence from Global Vector Autoregressions. 2nd WU-Workshop in Applied Econometrics (WUWAETRIX), WU Vienna University of Economics and Business, Österreich, 08.05.. (Details)
  Feldkircher, Martin, Huber, Florian. 2014. The International Transmission of U.S. Structural Shocks: Evidence from Global Vector Autoregressions. Spring Meeting of Young Economists (SMYE 2014), WU Vienna University of Economics and Business, Österreich, 24.04.-26.04.. (Details)
2013 Crespo Cuaresma, Jesus, Feldkircher, Martin, Huber, Florian. 2013. Benchmark Priors in Bayesian Global Vector Autoregressive Models. 1st WU-Workshop in Applied Econometrics (WUWAETRIX), WU Vienna University of Economics and Business, Österreich, 13.05.-13.05.. (Details)

Poster presented at an academic conference or symposium

2018 Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. ISBA World Meeting 2018, Edinburgh, United Kingdom, 24.06.-29.06. (Details)
2017 Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria, 08.06.-09.06. (Details)
2016 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2016. Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. 7th European Seminar on Bayesian Econometrics (ESOBE 2016), Venice, Italy, 27.10.-28.10. (Details)
  Crespo Cuaresma, Jesus and Doppelhofer, Gernot and Feldkircher, Martin and Huber, Florian. 2016. US monetary policy in a globalized world. NBER-NSF time series workshop, Wien, Österreich, 25.9. - 26.9. (Details)
2014 Crespo Cuaresma, Jesus, Doppelhofer, Gernot, Huber, Florian, Piribauer, Philipp. 2014. Growing Together? Projecting Income Growth in Europe at the Regional Level. IAAE 2014 Annual Conference, Queen Mary University, London, Großbritannien, 26.06.-28.06.. (Details)

Working/discussion paper, preprint

2018 Hauzenberger, Niko, Huber, Florian. 2018. Model instability in predictive exchange rate regressions. (Details)
  Huber, Florian, Pfarrhofer, Michael, Zörner, Thomas. 2018. Stochastic model specification in Markov switching vector error correction models. (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael, Staufer-Steinnocher, Petra. 2018. The dynamic impact of monetary policy on regional housing prices in the United States. open access (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael, Staufer-Steinnocher, Petra. 2018. The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions. open access (Details)
  Fischer, Manfred M., Huber, Florian, Pfarrhofer, Michael. 2018. The transmission of uncertainty shocks on income inequality: State-level evidence from the United States. open access (Details)
2017 Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2017. A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models. (Details)
  Feldkircher, Martin, Huber, Florian, Kastner, Gregor. 2017. Sophisticated and Small Versus Simple and Sizeable: When Does it Pay Off to Introduce Drifting Coefficients in Bayesian VARs? (Details)
  Kastner, Gregor, Huber, Florian. 2017. Sparse Bayesian Vector Autoregressions in Huge Dimensions. (Details)
  Huber, Florian, Zörner, Thomas. 2017. Threshold cointegration and adaptive shrinkage. WU Economics Working Paper Series, No. 250. open access (Details)
2014 Crespo Cuaresma, Jesus, Feldkircher, Martin, Huber, Florian. 2014. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors, Oesterreichische Nationalbank (Austrian Central Bank) Working Paper No. 189. (Details)
  Feldkircher, Martin, Huber, Florian. 2014. The International Transmission of U.S. Structural Shocks : Evidence from Global Vector Autoregressions. Oesterreichische Nationalbank (Austrian Central Bank) Working Paper No. 195. (Details)

Master thesis

2012 Huber, Florian. 2012. Forecasting Exchange Rates using Multivariate Threshold Models. Masterarbeit, WU Wien. (Details)

Projects

2018
Modeling and forecasting exchange rates in an unified econometric framework (2018-2020) (Details)
2015
Modelling the Impact of FDI on Growth in a Global Vector Autoregressive Framework (2015-2017) (Details)
2013
Demography-Based Market Forecasting Tools (2013-2014) (Details)