Florian Huber

Dr. Florian Huber
Professor
Vice-Head of Department

E.1 / Room 1.1, 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

Hauzenberger, Niko, Florian Huber, Gary Koop, and Luca Onorante. “Fast and flexible inference in time-varying parameter regression models.” Journal of Business & Economic Statistics, 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, 2021, forthcoming.  doi

Huber, Florian, Gary Koop, and Luca Onorante. “Inducing sparsity and shrinkage in time-varying parameter models.” Journal of Business & Economic Statistics, 2021, 39, 669-683.  doi

Feldkircher, Martin and Florian Huber. “Adaptive shrinkage in Bayesian vector autoregressive models.” Journal of Business & Economic Statistics, 2019, 37, 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

Links

 Personal website

 Twitter