Niko Hauzenberger, PhD

Niko Hauzenberger, PhD
Post-Doc

Room 2.04, Mönchsberg 2A, 5020 Salzburg

Tel.: +43 (0) 662 8044 3773
E-Mail:

Support Staff

Carmen Schwaighofer
Tel.: +43 (0) 662 8044 3770
E-Mail:

Research Interests

Bayesian methods, big data, multivariate time series analysis, statistical and machine learning, economic policy transmission channels, forecasting

Short Bio

Niko Hauzenberger is a post-doctoral researcher at the Department of Economics, University of Salzburg. He received his Ph.D. in Economics from WU Vienna in September 2020. His research interests center on developing new econometric methods by drawing from literature on statistical learning and Bayesian econometrics, and on applying these state-of-the-art techniques to high-dimensional macroeconomic and financial data. He has published in the in the Journal of Applied Econometrics, the Journal of Business & Economic Statistics, the Journal of Economic Behavior & Organization and the Scandinavian Journal of Economics.

Selected Publications

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

Hauzenberger, Niko, Florian Huber, and Luca Onorante. “Combining shrinkage and sparsity in conjugate vector autoregressive models.” Journal of Applied Econometrics, 2021, 36.3, 304-327.  doi

Hauzenberger, Niko, Michael Pfarrhofer, and Anna Stelzer. “On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty.” Journal of Economic Behavior & Organisation, 2021, 191, 822-845.  doi

Hauzenberger, Niko and Michael Pfarrhofer. “Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy.” Scandinavian Journal of Economics, 2021, 123.4, 1261-1291.  doi

Hauzenberger, Niko. “Flexible mixture priors for large time-varying parameter models.” Econometrics and Statistics, 2021, 20, 87-108.  doi

Links

 Personal website

 Twitter

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