Gaussian process VARs and macroeconomic uncertainty. doi
with F. Huber, M. Marcellino, and N. Petz, Journal of Business & Economic Statistics, just accepted.
with F. Huber, M. Marcellino, and N. Petz, Journal of Business & Economic Statistics, just accepted.
with F. Huber and G. Koop, Studies in Nonlinear Dynamics & Econometrics, since 2023 in-press.
with M. M. Fischer, F. Huber, and M. Pfarrhofer, Journal of Applied Econometrics 38(1):69-87, 2023.
with F. Huber and K. Klieber, International Journal of Forecasting 39(2):901-921, 2023.
with J. Čapek, J. Crespo Cuaresma, and V. Reichel, International Journal of Forecasting 39(4):1820-1838, 2023.
with F. Huber, G. Koop, and L. Onorante, Journal of Business & Economic Statistics 40(4):1904-1918, 2022.
with M. Pfarrhofer and A. Stelzer, Journal of Economic Behavior & Organization 191:822-845, 2021.
with M. Pfarrhofer, Scandinavian Journal of Economics 123(4):1261-1291, 2021.
Econometrics & Statistics 20:87-108, 2021.
with F. Huber and L. Onorante, Journal of Applied Econometrics 36(3):304-327, 2021.
with M. Eller, F. Huber, H. Schuberth, and L. Vashold, Journal of International Money & Finance 119:102495, 2021.
with F. Huber, M. Pfarrhofer, and T.O. Zörner, Studies in Nonlinear Dynamics & Econometrics 25(2):20180069, 2021.
with F. Huber, Journal of Forecasting 39(2):168-186, 2020.
with F. Huber, D. Kaufmann, R. Stuart, and C. Tille, Grundlagen für die Wirtschaftspolitik Nr. 24, 2021.
with M. Feldkircher, Focus on European Economic Integration (Q1/19):29–48, 2019.
with M. Böck, M. Pfarrhofer, A. Stelzer, and G. Zens, ESRB Working Paper Series No. 80, 2018.