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
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