
Dr Niko Hauzenberger
Senior Lecturer
Economics
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Prize And Awards
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Publications
- Machine learning the macroeconomic effects of financial shocks
- Hauzenberger Niko, Huber Florian, Klieber Karin, Marcellino Massimiliano
- Economics Letters Vol 250 (2025)
- https://doi.org/10.1016/j.econlet.2025.112260
- Predictive density combination using Bayesian machine learning
- Chernis Tony, Hauzenberger Niko, Huber Florian, Koop Gary, Mitchell James
- International Economic Review (2025)
- https://doi.org/10.1111/iere.12759
- Gaussian process vector autoregressions and macroeconomic uncertainty
- Hauzenberger Niko, Huber Florian, Marcellino Massimiliano, Petz Nico
- Journal of Business and Economic Statistics Vol 43, pp. 27-43 (2025)
- https://doi.org/10.1080/07350015.2024.2322089
- Sparse time-varying parameter VECMs with an application to modeling electricity prices
- Hauzenberger Niko, Pfarrhofer Michael, Rossini Luca
- International Journal of Forecasting Vol 41, pp. 361-376 (2025)
- https://doi.org/10.1016/j.ijforecast.2024.09.001
- Bayesian neural networks for macroeconomic analysis
- Hauzenberger Niko, Huber Florian, Klieber Karin, Marcellino Massimilano
- Journal of Econometrics (2024)
- https://doi.org/10.1016/j.jeconom.2024.105843
- A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
- Hauzenberger Niko, Koop Gary
- Bayesian Analysis (2024)
- https://doi.org/10.1214/24-BA1423
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Professional Activities
- Bayesian Analysis Webinar (ISBA)
- Participant
- 13/2/2025
- Journal of Business and Economic Statistics (Journal)
- Peer reviewer
- 2025
- Nowcasting with mixed frequency data using Gaussian processes
- Invited speaker
- 10/12/2024
- Workshop on Macroeconomic Analysis and Forecasting for Policy and Practice
- Speaker
- 29/11/2024
- Workshop on Macroeconomic Analysis and Forecasting for Policy and Practice
- Organiser
- 28/11/2024
- Nonparametrically combining SPF density forecasts for EA GDP growth
- Invited speaker
- 13/9/2024
Projects
- Transforming Forecasting Capacity in Government
- McIntyre, Stuart (Co-investigator) De Polis, Andrea (Research Co-investigator) Hauzenberger, Niko (Research Co-investigator) Koop, Gary (Research Co-investigator) Wu, Ping (Research Co-investigator)
- 01-Jan-2023 - 31-Jan-2028
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Contact
Dr
Niko
Hauzenberger
Senior Lecturer
Economics
Email: niko.hauzenberger@strath.ac.uk
Tel: Unlisted