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Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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Cited: 4

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  2. Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  3. What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020. (2022). Kaufmann, Daniel ; Tille, Cedric ; Stuart, Rebecca ; Hauzenberger, Niko.
    In: IRENE Working Papers.
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  4. Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.. (2022). Dimpfl, Thomas ; Bleher, Johannes.
    In: Econometrics and Statistics.
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