The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR J Prüser, A Schlösser Empirical Economics 58 (6), 2889-2910, 2020 | 31 | 2020 |
On the time‐varying effects of economic policy uncertainty on the US economy J Prüser, A Schlösser Oxford bulletin of economics and statistics 82 (5), 1217-1237, 2020 | 16 | 2020 |
The horseshoe prior for time-varying parameter VARs and monetary policy J Prüser Journal of Economic Dynamics and Control 129, 104188, 2021 | 14 | 2021 |
Forecasting with many predictors using Bayesian additive regression trees J Prüser Journal of Forecasting 38 (7), 621-631, 2019 | 14 | 2019 |
House prices and interest rates: Bayesian evidence from Germany C Hanck, J Prüser Applied Economics 52 (28), 3073-3089, 2020 | 13 | 2020 |
Regional composition of national house price cycles in the US J Prüser, T Schmidt Regional Science and Urban Economics 87, 103645, 2021 | 9 | 2021 |
Data-based priors for vector error correction models J Prüser International Journal of Forecasting 39 (1), 209-227, 2023 | 7 | 2023 |
Adaptive learning from model space J Prüser Journal of Forecasting 38 (1), 29-38, 2019 | 5 | 2019 |
International parity relationships between Germany and the USA revisited: evidence from the post-DM period R Czudaj, J Prüser Applied Economics 47 (26), 2745-2767, 2015 | 4 | 2015 |
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions J Prüser, F Huber Journal of Applied Econometrics 39 (2), 269-291, 2024 | 2 | 2024 |
Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value? P Adämmer, J Prüser, R Schüssler arXiv preprint arXiv:2302.13999, 2023 | 1 | 2023 |
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies SA Keweloh, M Klein, J Prüser arXiv preprint arXiv:2302.13066, 2023 | 1 | 2023 |
Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior SA Keweloh, M Klein, J Prüser arXiv e-prints, arXiv: 2302.13066, 2023 | 1 | 2023 |
Forecasting US inflation using Markov dimension switching J Prüser Journal of Forecasting 40 (3), 481-499, 2021 | 1 | 2021 |
Forecasting the risk of cryptocurrencies: Comparison and combination of GARCH and stochastic volatility models J Prüser Available at SSRN 4359827, 2023 | | 2023 |
Improving inference and forecasting in VAR models using cross-sectional information B Blagov, J Prüser Deutsche Nationalbibliothek, 2022 | | 2022 |
Improving inference and forecasting in VAR models using cross-sectional information J Prüser, B Blagov Ruhr Economic Papers, 2022 | | 2022 |
A Comparison of Approaches to Select the Informativeness of Priors in BVARs J Prüser, C Hanck Jahrbücher für Nationalökonomie und Statistik 241 (4), 501-525, 2021 | | 2021 |