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 Journal of Business & Economic Statistics, the Journal of Applied Econometrics, the International Journal of Forecasting, the Journal of International Money & Finance, and the Scandinavian Journal of Economics, 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/.
Prize And Awards
Publications
- Gaussian process vector autoregressions and macroeconomic uncertainty
- Hauzenberger Niko, Huber Florian, Marcellino Massimiliano, Petz Nico
- Journal of Business and Economic Statistics, pp. 1-17 (2024)
- https://doi.org/10.1080/07350015.2024.2322089
- Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods
- Hauzenberger Niko, Huber Florian, Koop Gary
- Studies in Nonlinear Dynamics and Econometrics, pp. 1-25 (2023)
- https://doi.org/10.1515/snde-2022-0077
- Macroeconomic forecasting in the euro area using predictive combinations of DSGE models
- Čapek Jan, Crespo Cuaresma Jesús, Hauzenberger Niko, Reichel Vlastimil
- International Journal of Forecasting Vol 39, pp. 1820-1838 (2023)
- https://doi.org/10.1016/j.ijforecast.2022.09.002
- Real-time inflation forecasting using non-linear dimension reduction techniques
- Hauzenberger Niko, Huber Florian, Klieber Karin
- International Journal of Forecasting Vol 39, pp. 901-921 (2023)
- https://doi.org/10.1016/j.ijforecast.2022.03.002
- General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
- Fischer Manfred M, Hauzenberger Niko, Huber Florian, Pfarrhofer Michael
- Journal of Applied Econometrics Vol 38, pp. 69-87 (2023)
- https://doi.org/10.1002/jae.2936
- Fast and flexible Bayesian inference in time-varying parameter regression models
- Hauzenberger Niko, Huber Florian, Koop Gary, Onorante Luca
- Journal of Business and Economic Statistics Vol 40, pp. 1904-1918 (2022)
- https://doi.org/10.1080/07350015.2021.1990772
Professional Activities
- International Conference on Computational and Financial Econometrics (CFE) 2023
- Member of programme committee
- 16/12/2023
- International Conference on Computational and Financial Econometrics (CFE) 2023
- Organiser
- 16/12/2023
- Annual Meeting of the Austrian Economic Association 2023
- Member of programme committee
- 28/9/2023
- Nonparametric tools for mixed-frequency data
- Contributor
- 1/9/2023
- Bayesian Modeling of TVP-VARs Using Regression Trees
- Invited speaker
- 17/3/2023
- Journal of Forecasting (Journal)
- Peer reviewer
- 2023
Contact
Dr
Niko
Hauzenberger
Senior Lecturer
Economics
Email: niko.hauzenberger@strath.ac.uk
Tel: Unlisted