Bayesian neural networks for macroeconomic analysis. doi
with F. Huber, K. Klieber, and M. Marcellino, Journal of Econometrics, published online, 2024.
Publications in refereed journals
Sparse time-varying parameter VECMs with an application to modeling electricity prices. doi
with M. Pfarrhofer and L. Rossini, International Journal of Forecasting, just accepted, 2024.
Gaussian process VARs and macroeconomic uncertainty. doi
with F. Huber, M. Marcellino, and N. Petz, Journal of Business & Economic Statistics, published online, 2024.
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. doi
with F. Huber and G. Koop, Studies in Nonlinear Dynamics & Econometrics 28(2):201-225, 2024.
General Bayesian TVP-VARs for modeling government bond yields. doi
with M. M. Fischer, F. Huber, and M. Pfarrhofer, Journal of Applied Econometrics 38(1):69-87, 2023.
Real-time inflation forecasting using non-linear dimension reduction techniques. doi
with F. Huber and K. Klieber, International Journal of Forecasting 39(2):901-921, 2023.
Macroeconomic forecasting in the EA using predictive combinations of DSGE models. doi
with J. Čapek, J. Crespo Cuaresma, and V. Reichel, International Journal of Forecasting 39(4):1820-1838, 2023.
Fast and flexible Bayesian inference in TVP regression models. doi
with F. Huber, G. Koop, and L. Onorante, Journal of Business & Economic Statistics 40(4):1904-1918, 2022.
On the effectiveness of the ECB’s conventional and unconventional policies under uncertainty. doi
with M. Pfarrhofer and A. Stelzer, Journal of Economic Behavior & Organization 191:822-845, 2021.
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. doi
with M. Pfarrhofer, Scandinavian Journal of Economics 123(4):1261-1291, 2021.
Flexible mixture priors for large TVP models. doi
Econometrics & Statistics 20:87-108, 2021.
Combining shrinkage and sparsity in conjugate VARs. doi
with F. Huber and L. Onorante, Journal of Applied Econometrics 36(3):304-327, 2021.
The impact of macroprudential policies on capital flows in CESEE. doi
with M. Eller, F. Huber, H. Schuberth, and L. Vashold, Journal of International Money & Finance 119:102495, 2021.
Stochastic model specification in Markov switching VECMs. doi
with F. Huber, M. Pfarrhofer, and T.O. Zörner, Studies in Nonlinear Dynamics & Econometrics 25(2):20180069, 2021.
Model instability in predictive exchange rate regressions. doi
with F. Huber, Journal of Forecasting 39(2):168-186, 2020.
Book chapters
Macroeconomic forecasting using BVARs. Book chapter
with F. Huber and G. Koop, in Handbook of Macroeconomic Forecasting, edited by Mike Clements and Ana Galvão, 202x.
Publications in institutional journals
Interest rates in Switzerland 1852-2020. doi
with F. Huber, D. Kaufmann, R. Stuart, and C. Tille, Grundlagen für die Wirtschaftspolitik Nr. 24, 2021.
How useful are TVP models for forecasting economic growth in CESEE? doi
with M. Feldkircher, Focus on European Economic Integration (Q1/19):29–48, 2019.
Implications of macroeconomic volatility in the EA. doi
with M. Böck, M. Pfarrhofer, A. Stelzer, and G. Zens, ESRB Working Paper Series No. 80, 2018.