Dr Niko Hauzenberger

Senior Lecturer

Economics

Personal statement

Niko Hauzenberger is a Senior Lecturer in the Department of Economics.

His research focuses on developing novel econometric methods for the efficient use of big data in macroeconomics. Specifically, he combines modeling techniques from the machine learning and Bayesian learning literature with multivariate time series models that macroeconomists commonly work with (e.g., vector autoregressions).

Niko's work has been published in the International Economic Review, the Journal of Econometrics, the Journal of Business & Economic Statistics, the Journal of Applied Econometrics, and the International Journal of Forecasting, among others.

Niko has actively participated in knowledge exchange, providing scientific consultancy services to the Joint Research Centre (JRC) Ispra of the European Commission, the Austrian Central Bank (OeNB), and the International Institute for Applied Systems Analysis (IIASA). His typical scope of activities in this context is to tailor econometric methods to the needs of policy institutions and central banks.

For further information, please visit Niko's personal website: https://nhauzenb.github.io/.

Expertise

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Prize And Awards

Nominated for SBS Teaching Excellence Award: Teaching Innovation: Recipient; 2026
Nominated for SBS Teaching Excellence Award: Teaching Innovation: Recipient; 2026
Nominated for SBS Teaching Excellence Award: Teaching Innovation: Recipient; 2025
EFaB/ISBA Junior Paper Awards: Recipient; 2025
Würdigungspreis - Award for Outstanding Academic Performance: Recipient; 2018

More prizes and awards

Publications

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Publications

Interpretable Bayesian machine learning for assessing the effects of climate news shocks on firm-level returns: Barbaglia Luca, Frattarolo Lorenzo, Hauzenberger Niko, Hirschbühl Dominik, Huber Florian, Onorante Luca, Pfarrhofer Michael, Tiozzo Pezzoli Luca; Journal of Financial Econometrics Vol 24 (2026); https://doi.org/10.1093/jjfinec/nbag018
Bayesian modeling of time-varying parameter vector autoregressions using regression trees: Hauzenberger Niko, Huber Florian, Koop Gary, Mitchell James; Annals of Applied Statistics Vol 20, pp. 2171-2194 (2026); https://doi.org/10.1214/26-AOAS2217
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model: Barbaglia Luca, Frattarolo Lorenzo, Hauzenberger Niko, Hirschbühl Dominik, Huber Florian, Onorante Luca, Pfarrhofer Michael, Tiozzo Pezzoli Luca; International Journal of Forecasting Vol 42, pp. 657-672 (2026); https://doi.org/10.1016/j.ijforecast.2025.09.006
Monetary policy under economic uncertainty : Evidence from the Euro Area: Hauzenberger Niko, Pfarrhofer Michael, Stelzer Anna; SUERF Policy Brief SUERF Policy Brief, No. 1248 (2025)
Predictive density combination using Bayesian machine learning: Chernis Tony, Hauzenberger Niko, Huber Florian, Koop Gary, Mitchell James; International Economic Review Vol 66, pp. 1287-1315 (2025); https://doi.org/10.1111/iere.12759
Bayesian neural networks for macroeconomic analysis: Hauzenberger Niko, Huber Florian, Klieber Karin, Marcellino Massimilano; Journal of Econometrics Vol 249 (2025); https://doi.org/10.1016/j.jeconom.2024.105843

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Research

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Professional Activities

Interpretable Bayesian machine learning for assessing the effects of climate news shocks on firm-level returns: Speaker; 9/7/2026
How to keep the economy dancing when the music stops?: Speaker; 23/6/2026
International Institute for Applied Systems Analysis (IIASA): Visiting researcher; 20/6/2026
A Bayesian Gaussian Process DFM: Speaker; 4/6/2026
What's new: MSc in Economics, Data Science and AI: Speaker; 28/4/2026
Mentor's Opinion: How Economics, Data Science & AI are opening up New Career Paths: Recipient; 4/2026

More professional activities

Projects

Addressing the Economic Data Crisis: Bayesian Statistical Learning for Real-Time Forecasting and Decision Support: Hauzenberger, Niko (Principal Investigator) Bueno Macedo Medeiros, Cynthia (Co-investigator) Koop, Gary (Co-investigator); 2026 Student Excellence Awards (SEA) under the John Anderson Research
Studentship Scheme (JARSS): £134,525; 01-Jan-2026 - 01-Jan-2029
Modern Macroeconometrics: Hauzenberger, Niko (Principal Investigator); 01-Jan-2026 - 31-Jan-2026
How to keep the economy dancing when the music stops: System-integrated policymaking in times of global disruptions (Research Collaboration Grant): Hauzenberger, Niko (Principal Investigator) Figus, Gioele (Co-investigator); 02-Jan-2026 - 01-Jan-2026
Central Banks' Inflation Gamble: Good Luck versus Good Models: Hauzenberger, Niko (Principal Investigator) Koop, Gary (Co-investigator) McIntyre, Stuart (Co-investigator); 2025 Research Excellence Award (REA) under the Strathclyde Research Studentship Scheme (SRSS): £134,525; 01-Jan-2025 - 30-Jan-2028
SBS SGR GRVF Award 2024/25: Dr. Tamás Krisztin, International Institute for Applied Systems Analysis (IIASA): Hauzenberger, Niko (Principal Investigator) Figus, Gioele (Principal Investigator); 16-Jan-2025 - 04-Jan-2025
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