Publications

The following contains a list of all academic papers published in international, peer-reviewed journals originating from research within the ZK35 project.

Peer-reviewed

2025

Chernis, T., Hauzenberger, N., Huber, F., Koop, G., & Mitchell, J. (2025). Predictive density combination using Bayesian machine learning. International Economic Review.
```
@article{chernis2025predictive,
  title = {Predictive density combination using Bayesian machine learning},
  author = {Chernis, Tony and Hauzenberger, Niko and Huber, Florian and Koop, Gary and Mitchell, James},
  journal = {International Economic Review},
  year = {2025},
  publisher = {Wiley Online Library}
}
```

Darmian, K. A.-rahman Y., Abbaszadeh Darban, R., Kastner, G., & Elmenreich, W. (2025). A criterion for assessing obstacle-induced environmental complexity in multi-robot coverage exploration. PLOS ONE, 20(5), 1–16. https://doi.org/10.1371/journal.pone.0323112

@article{10.1371/journal.pone.0323112,
  doi = {10.1371/journal.pone.0323112},
  author = {Darmian, Khalil Al-rahman Youssefi and Abbaszadeh Darban, Reza and Kastner, Gregor and Elmenreich, Wilfried},
  journal = {PLOS ONE},
  publisher = {Public Library of Science},
  title = {A criterion for assessing obstacle-induced environmental complexity in multi-robot coverage exploration},
  year = {2025},
  month = may,
  volume = {20},
  url = {https://doi.org/10.1371/journal.pone.0323112},
  pages = {1-16},
  number = {5}
}

Gruber, L., & Kastner, G. (2025). Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! International Journal of Forecasting, 41(4), 1589–1619. https://doi.org/https://doi.org/10.1016/j.ijforecast.2025.02.001

@article{GRUBER20251589,
  title = {Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!},
  journal = {International Journal of Forecasting},
  volume = {41},
  number = {4},
  pages = {1589-1619},
  year = {2025},
  issn = {0169-2070},
  doi = {https://doi.org/10.1016/j.ijforecast.2025.02.001},
  url = {https://www.sciencedirect.com/science/article/pii/S0169207025000081},
  author = {Gruber, Luis and Kastner, Gregor},
  keywords = {Density forecasting, Hierarchical priors, Illusion of sparsity, (Semi-)global–local shrinkage, Stochastic volatility}
}

Gruber, L., Kastner, G., Bhattacharya, A., Pati, D., Pillai, N., & Dunson, D. (2025). A note on simulation methods for the Dirichlet-Laplace prior (Correction). Journal of the American Statistical Association, 120(551), 2011–2014.
```
@article{gruber2025,
  title = {A note on simulation methods for the Dirichlet-Laplace prior (Correction)},
  author = {Gruber, Luis and Kastner, Gregor and Bhattacharya, Anirban and Pati, Debdeep and Pillai, Natesh and Dunson, David},
  year = {2025},
  journal = {Journal of the American Statistical Association},
  volume = {120},
  issue = {551},
  pages = {2011-2014}
}
```
Hauzenberger, N., Huber, F., Klieber, K., & Marcellino, M. (2025). Bayesian neural networks for macroeconomic analysis. Journal of Econometrics, 249, 105843.
```
@article{hauzenberger2025bayesian,
  title = {Bayesian neural networks for macroeconomic analysis},
  author = {Hauzenberger, Niko and Huber, Florian and Klieber, Karin and Marcellino, Massimiliano},
  journal = {Journal of Econometrics},
  volume = {249},
  pages = {105843},
  year = {2025},
  publisher = {Elsevier}
}
```
Hauzenberger, N., Huber, F., Klieber, K., & Marcellino, M. (2025). Machine learning the macroeconomic effects of financial shocks. Economics Letters, 250, 112260.
```
@article{hauzenberger2025machine,
  title = {Machine learning the macroeconomic effects of financial shocks},
  author = {Hauzenberger, Niko and Huber, Florian and Klieber, Karin and Marcellino, Massimiliano},
  journal = {Economics Letters},
  volume = {250},
  pages = {112260},
  year = {2025},
  publisher = {Elsevier}
}
```
Huber, F., Kastner, G., & Pfarrhofer, M. (2025). Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. 68, 535–553. https://doi.org/10.1007/s00181-023-02437-3
```
@article{huber2025introducing,
  author = {Huber, Florian and Kastner, Gregor and Pfarrhofer, Michael},
  title = {Introducing shrinkage in heavy-tailed state space models to predict equity excess returns},
  jornal = {Empirical Economics},
  volume = {68},
  pages = {535–553},
  year = {2025},
  doi = {10.1007/s00181-023-02437-3}
}
```
Parzer, R., Filzmoser, P., & Vana-Gür, L. (2025). Sparse Data-Driven Random Projection in Regression for High-Dimensional Data. Journal of Data Science, Statistics, and Visualisation, 5(5). https://doi.org/10.52933/jdssv.v5i5.138
```
@article{parzer2024sparse,
  place = {The Netherlands},
  title = {Sparse Data-Driven Random Projection in Regression for High-Dimensional Data},
  volume = {5},
  doi = {10.52933/jdssv.v5i5.138},
  number = {5},
  journal = {Journal of Data Science, Statistics, and Visualisation},
  author = {Parzer, Roman and Filzmoser, Peter and Vana-Gür, Laura},
  year = {2025},
  month = may
}
```

Vana-Gür, L., Visconti, E., Nenzi, L., Cadonna, A., & Kastner, G. (2025). Bayesian Machine Learning Meets Formal Methods: An Application to Spatio-Temporal Data. ACM Transactions on Probabilistic Machine Learning, 1(2). https://doi.org/10.1145/3708479

@article{10.1145/3708479,
  author = {Vana-G\"{u}r, Laura and Visconti, Ennio and Nenzi, Laura and Cadonna, Annalisa and Kastner, Gregor},
  title = {Bayesian Machine Learning Meets Formal Methods: An Application to Spatio-Temporal Data},
  year = {2025},
  publisher = {Association for Computing Machinery},
  address = {New York, NY, USA},
  volume = {1},
  number = {2},
  url = {https://doi.org/10.1145/3708479},
  doi = {10.1145/3708479},
  journal = {ACM Transactions on Probabilistic Machine Learning},
  month = jun,
  articleno = {8},
  numpages = {29},
  keywords = {Bayesian predictive inference, spatio-temporal models, formal verification methods, posterior predictive verification, urban mobility}
}

Visconti, E., Tsigkanos, C., & Nenzi, L. (2025). Automated Monitoring of Web User Interfaces. ACM Trans. Web, 19(2). https://doi.org/10.1145/3708512

@article{visconti25,
  author = {Visconti, Ennio and Tsigkanos, Christos and Nenzi, Laura},
  title = {Automated Monitoring of Web User Interfaces},
  year = {2025},
  issue_date = {May 2025},
  publisher = {Association for Computing Machinery},
  address = {New York, NY, USA},
  volume = {19},
  number = {2},
  issn = {1559-1131},
  url = {https://doi.org/10.1145/3708512},
  doi = {10.1145/3708512},
  journal = {ACM Trans. Web},
  month = mar,
  articleno = {10},
  numpages = {27},
  keywords = {User interface testing, automated testing, monitoring, spatio-temporal logic, selenium webdriver}
}

2024

Clark, T. E., Huber, F., Koop, G., & Marcellino, M. (2024). Forecasting US inflation using Bayesian nonparametric models. The Annals of Applied Statistics, 18(2), 1421–1444. https://doi.org/10.1214/23-AOAS1841
```
@article{clark2024forecasting,
  title = {Forecasting US inflation using Bayesian nonparametric models},
  author = {Clark, Todd E and Huber, Florian and Koop, Gary and Marcellino, Massimiliano},
  journal = {The Annals of Applied Statistics},
  volume = {18},
  number = {2},
  pages = {1421--1444},
  year = {2024},
  doi = {10.1214/23-AOAS1841},
  publisher = {Institute of Mathematical Statistics}
}
```
Clark, T. E., Huber, F., Koop, G., Marcellino, M., & Pfarrhofer, M. (2024). Investigating growth-at-risk using a multicountry nonparametric quantile factor model. Journal of Business & Economic Statistics, 1–16. https://doi.org/10.1080/07350015.2024.2310020
```
@article{clark2024investigating,
  title = {Investigating growth-at-risk using a multicountry nonparametric quantile factor model},
  author = {Clark, Todd E and Huber, Florian and Koop, Gary and Marcellino, Massimiliano and Pfarrhofer, Michael},
  journal = {Journal of Business \& Economic Statistics},
  pages = {1--16},
  year = {2024},
  publisher = {Taylor \& Francis},
  doi = {10.1080/07350015.2024.2310020}
}
```
Feldkircher, M., Gruber, L., Huber, F., & Kastner, G. (2024). Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions? Journal of Forecasting. https://doi.org/10.1002/for.3121
```
@article{feldkircher2024sophisticated,
  title = {Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?},
  author = {Feldkircher, Martin and Gruber, Luis and Huber, Florian and Kastner, Gregor},
  journal = {Journal of Forecasting},
  year = {2024},
  publisher = {Wiley Online Library},
  doi = {10.1002/for.3121}
}
```
Griller, S., Huber, F., & Pfarrhofer, M. (2024). Financial markets and legal challenges to unconventional monetary policy. European Economic Review, 163, 104680. https://doi.org/10.1016/j.euroecorev.2024.104680
```
@article{griller2024financial,
  title = {Financial markets and legal challenges to unconventional monetary policy},
  author = {Griller, Stefan and Huber, Florian and Pfarrhofer, Michael},
  journal = {European Economic Review},
  volume = {163},
  pages = {104680},
  year = {2024},
  doi = {10.1016/j.euroecorev.2024.104680},
  publisher = {Elsevier}
}
```
Hauzenberger, N., Huber, F., & Koop, G. (2024). Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods. Studies in Nonlinear Dynamics & Econometrics, 28(2), 201–225. https://doi.org/10.1515/snde-2022-0077
```
@article{hauzenberger2024dynamic,
  title = {Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods},
  author = {Hauzenberger, Niko and Huber, Florian and Koop, Gary},
  journal = {Studies in Nonlinear Dynamics \& Econometrics},
  volume = {28},
  number = {2},
  pages = {201--225},
  year = {2024},
  doi = {10.1515/snde-2022-0077},
  publisher = {De Gruyter}
}
```
Hauzenberger, N., Huber, F., Marcellino, M., & Petz, N. (2024). Gaussian process vector autoregressions and macroeconomic uncertainty. Journal of Business & Economic Statistics, 1–17. https://doi.org/10.1080/07350015.2024.2322089
```
@article{hauzenberger2024gaussian,
  title = {Gaussian process vector autoregressions and macroeconomic uncertainty},
  author = {Hauzenberger, Niko and Huber, Florian and Marcellino, Massimiliano and Petz, Nico},
  journal = {Journal of Business \& Economic Statistics},
  pages = {1--17},
  year = {2024},
  doi = {10.1080/07350015.2024.2322089},
  publisher = {Taylor \& Francis}
}
```
Huber, F., Onorante, L., & Pfarrhofer, M. (2024). Forecasting euro area inflation using a huge panel of survey expectations. International Journal of Forecasting, 40(3), 1042–1054. https://doi.org/10.1016/j.ijforecast.2023.09.003
```
@article{huber2024forecasting,
  title = {Forecasting euro area inflation using a huge panel of survey expectations},
  author = {Huber, Florian and Onorante, Luca and Pfarrhofer, Michael},
  journal = {International Journal of Forecasting},
  volume = {40},
  number = {3},
  pages = {1042--1054},
  year = {2024},
  doi = {10.1016/j.ijforecast.2023.09.003},
  publisher = {Elsevier}
}
```

Khandait, T., Formica, F., Arcaini, P., Chotaliya, S., Fainekos, G., Hekal, A., Kundu, A., Lew, E., Loreti, M., Menghi, C., Nenzi, L., Pedrielli, G., Peltomäki, J., Porres, I., Ray, R., Soloviev, V., Visconti, E., Waga, M., & Zhang, Z. (2024). ARCH-COMP 2024 Category Report: Falsification. In G. Frehse & M. Althoff (Eds.), Proceedings of the 11th Int. Workshop on Applied Verification for Continuous and Hybrid Systems (Vol. 103, pp. 122–144). EasyChair. https://doi.org/10.29007/hgfv

@inproceedings{ARCH_COMP_2024_Category_Falsification,
  author = {Khandait, Tanmay and Formica, Federico and Arcaini, Paolo and Chotaliya, Surdeep and Fainekos, Georgios and Hekal, Abdelrahman and Kundu, Atanu and Lew, Ethan and Loreti, Michele and Menghi, Claudio and Nenzi, Laura and Pedrielli, Giulia and Peltomäki, Jarkko and Porres, Ivan and Ray, Rajarshi and Soloviev, Valentin and Visconti, Ennio and Waga, Masaki and Zhang, Zhenya},
  title = {ARCH-COMP 2024 Category Report: Falsification},
  booktitle = {Proceedings of the 11th Int. Workshop on Applied Verification for Continuous and Hybrid Systems},
  editor = {Frehse, Goran and Althoff, Matthias},
  series = {EPiC Series in Computing},
  volume = {103},
  publisher = {EasyChair},
  bibsource = {EasyChair, https://easychair.org},
  issn = {2398-7340},
  url = {/publications/paper/fKVR},
  doi = {10.29007/hgfv},
  pages = {122-144},
  year = {2024}
}

Pfarrhofer, M. (2024). Forecasts with Bayesian vector autoregressions under real time conditions. Journal of Forecasting, 43(3), 771–801. https://doi.org/10.1002/for.3055
```
@article{pfarrhofer2024forecasts,
  title = {Forecasts with Bayesian vector autoregressions under real time conditions},
  author = {Pfarrhofer, Michael},
  journal = {Journal of Forecasting},
  volume = {43},
  number = {3},
  pages = {771--801},
  year = {2024},
  publisher = {Wiley Online Library},
  doi = {10.1002/for.3055}
}
```
Pigozzi, F., Nenzi, L., & Medvet, E. (2024). BUSTLE: a Versatile Tool for the Evolutionary Learning of STL Specifications from Data. Evolutionary Computation, 1–24. https://doi.org/10.1162/evco_a_00347
```
@article{pigozzi2024bustle,
  title = {BUSTLE: a Versatile Tool for the Evolutionary Learning of STL Specifications from Data},
  author = {Pigozzi, Federico and Nenzi, Laura and Medvet, Eric},
  journal = {Evolutionary Computation},
  pages = {1--24},
  year = {2024},
  doi = {10.1162/evco_a_00347},
  publisher = {MIT Press One Rogers Street, Cambridge, MA 02142-1209, USA journals-info~…}
}
```
Prüser, J., & Huber, F. (2024). Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. Journal of Applied Econometrics, 39(2), 269–291. https://doi.org/10.1002/jae.3018
```
@article{pruser2024nonlinearities,
  title = {Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions},
  author = {Pr{\"u}ser, Jan and Huber, Florian},
  journal = {Journal of Applied Econometrics},
  volume = {39},
  number = {2},
  pages = {269--291},
  year = {2024},
  doi = {10.1002/jae.3018},
  publisher = {Wiley Online Library}
}
```

Schwendinger, B., Schwendinger, F., & Vana, L. (2024). Holistic Generalized Linear Models. Journal of Statistical Software, 108(7), 1–49. https://doi.org/10.18637/jss.v108.i07

@article{JSSv108i07,
  author = {Schwendinger, Benjamin and Schwendinger, Florian and Vana, Laura},
  doi = {10.18637/jss.v108.i07},
  journal = {Journal of Statistical Software},
  number = {7},
  pages = {1--49},
  title = {Holistic Generalized Linear Models},
  url = {https://www.jstatsoft.org/index.php/jss/article/view/v108i07},
  volume = {108},
  year = {2024},
  bdsk-url-1 = {https://www.jstatsoft.org/index.php/jss/article/view/v108i07},
  bdsk-url-2 = {https://doi.org/10.18637/jss.v108.i07}
}

Schwendinger, F., Vana, L., & Hornik, K. (2024). Readability prediction: How many features are necessary? Annals of Applied Statistics, 18(2), 1010–1034. https://doi.org/10.1214/23-AOAS1820
```
@article{hornik:Schwendinger+Vana+Hornik:2024,
  author = {Schwendinger, Florian and Vana, Laura and Hornik, Kurt},
  title = {Readability prediction: How many features are
                    necessary?},
  journal = {Annals of Applied Statistics},
  year = {2024},
  volume = {18},
  issue = {2},
  pages = {1010--1034},
  doi = {10.1214/23-AOAS1820}
}
```
Visconti, E., Bartocci, E., Falcone, Y., & Nenzi, L. (2024). Adaptable Configuration of Decentralized Monitors. In V. Castiglioni & A. Francalanza (Eds.), Formal Techniques for Distributed Objects, Components, and Systems (pp. 197–217). Springer Nature Switzerland.
```
@inproceedings{decentmon-24,
  author = {Visconti, Ennio and Bartocci, Ezio and Falcone, Yli{\`e}s and Nenzi, Laura},
  editor = {Castiglioni, Valentina and Francalanza, Adrian},
  title = {Adaptable Configuration of Decentralized Monitors},
  booktitle = {Formal Techniques for Distributed Objects, Components, and Systems},
  year = {2024},
  publisher = {Springer Nature Switzerland},
  address = {Cham},
  pages = {197--217},
  isbn = {978-3-031-62645-6}
}
```

2023

Clark, T. E., Huber, F., Koop, G., Marcellino, M., & Pfarrhofer, M. (2023). Tail forecasting with multivariate Bayesian additive regression trees. International Economic Review, 64(3), 979–1022. https://doi.org/10.1111/iere.12619
```
@article{clark2023tail,
  title = {Tail forecasting with multivariate Bayesian additive regression trees},
  author = {Clark, Todd E and Huber, Florian and Koop, Gary and Marcellino, Massimiliano and Pfarrhofer, Michael},
  journal = {International Economic Review},
  volume = {64},
  number = {3},
  pages = {979--1022},
  year = {2023},
  doi = {10.1111/iere.12619},
  publisher = {Wiley Online Library}
}
```
Dobe, O., Schupp, S., Bartocci, E., Bonakdarpour, B., Legay, A., Pajic, M., & Wang, Y. (2023). Lightweight Verification of Hyperproperties. International Symposium on Automated Technology for Verification and Analysis, 3–25. https://doi.org/10.1007/978-3-031-45332-8_1
```
@inproceedings{dobe2023lightweight,
  title = {Lightweight Verification of Hyperproperties},
  author = {Dobe, Oyendrila and Schupp, Stefan and Bartocci, Ezio and Bonakdarpour, Borzoo and Legay, Axel and Pajic, Miroslav and Wang, Yu},
  booktitle = {International Symposium on Automated Technology for Verification and Analysis},
  pages = {3--25},
  year = {2023},
  organization = {Springer},
  doi = {10.1007/978-3-031-45332-8_1}
}
```

Fischer, M. M., Hauzenberger, N., Huber, F., & Pfarrhofer, M. (2023). General Bayesian time-varying parameter vector autoregressions for modeling government bond yields. Journal of Applied Econometrics, 38(1), 69–87. https://doi.org/https://doi.org/10.1002/jae.2936

@article{Fischerjae.2936,
  author = {Fischer, Manfred M. and Hauzenberger, Niko and Huber, Florian and Pfarrhofer, Michael},
  doi = {https://doi.org/10.1002/jae.2936},
  eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2936},
  journal = {Journal of Applied Econometrics},
  keywords = {Bayesian shrinkage, interest rate forecasting, latent effect modifiers, MCMC sampling},
  number = {1},
  pages = {69-87},
  title = {General Bayesian time-varying parameter vector autoregressions for modeling government bond yields},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.2936},
  volume = {38},
  year = {2023},
  bdsk-url-1 = {https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.2936},
  bdsk-url-2 = {https://doi.org/10.1002/jae.2936}
}

Hauzenberger, N., Huber, F., & Klieber, K. (2023). Real-time inflation forecasting using non-linear dimension reduction techniques. International Journal of Forecasting, 39(2), 901–921. https://doi.org/10.1016/j.ijforecast.2022.03.002
```
@article{hauzenberger2023real,
  title = {Real-time inflation forecasting using non-linear dimension reduction techniques},
  author = {Hauzenberger, Niko and Huber, Florian and Klieber, Karin},
  journal = {International Journal of Forecasting},
  volume = {39},
  number = {2},
  pages = {901--921},
  year = {2023},
  doi = {10.1016/j.ijforecast.2022.03.002},
  publisher = {Elsevier}
}
```
Huber, F., Kastner, G., & Pfarrhofer, M. (2023). Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. Empirical Economics, 1–19. https://doi.org/10.1007/s00181-023-02437-3
```
@article{huber2023introducing,
  title = {Introducing shrinkage in heavy-tailed state space models to predict equity excess returns},
  author = {Huber, Florian and Kastner, Gregor and Pfarrhofer, Michael},
  journal = {Empirical Economics},
  pages = {1--19},
  year = {2023},
  doi = {10.1007/s00181-023-02437-3},
  publisher = {Springer}
}
```
Huber, F., & Koop, G. (2023). Subspace shrinkage in conjugate Bayesian vector autoregressions. Journal of Applied Econometrics, 38(4), 556–576. https://doi.org/10.1002/jae.2966
```
@article{huber2023subspace,
  title = {Subspace shrinkage in conjugate Bayesian vector autoregressions},
  author = {Huber, Florian and Koop, Gary},
  journal = {Journal of Applied Econometrics},
  volume = {38},
  number = {4},
  pages = {556--576},
  year = {2023},
  doi = {10.1002/jae.2966},
  publisher = {Wiley Online Library}
}
```
Huber, F., Krisztin, T., & Pfarrhofer, M. (2023). A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies. The Annals of Applied Statistics, 17(2), 1543–1573. https://doi.org/10.1214/22-AOAS1681
```
@article{huber2023bayesian,
  title = {A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies},
  author = {Huber, Florian and Krisztin, Tam{\'a}s and Pfarrhofer, Michael},
  journal = {The Annals of Applied Statistics},
  volume = {17},
  number = {2},
  pages = {1543--1573},
  year = {2023},
  doi = {10.1214/22-AOAS1681},
  publisher = {Institute of Mathematical Statistics}
}
```
Krisztin, T., & Piribauer, P. (2023). A joint spatial econometric model for regional FDI and output growth. Papers in Regional Science, 102(1), 87–107. https://doi.org/10.1111/pirs.12714
```
@article{krisztin2023joint,
  title = {A joint spatial econometric model for regional FDI and output growth},
  author = {Krisztin, Tam{\'a}s and Piribauer, Philipp},
  journal = {Papers in Regional Science},
  volume = {102},
  number = {1},
  pages = {87--107},
  year = {2023},
  doi = {10.1111/pirs.12714},
  publisher = {Elsevier}
}
```
Nenzi, L., Bartocci, E., Bortolussi, L., Silvetti, S., & Loreti, M. (2023). MoonLight: a lightweight tool for monitoring spatio-temporal properties. International Journal on Software Tools for Technology Transfer, 25(4), 503–517. https://doi.org/10.1007/s10009-023-00710-5
```
@article{nenzi2023moonlight,
  title = {MoonLight: a lightweight tool for monitoring spatio-temporal properties},
  author = {Nenzi, Laura and Bartocci, Ezio and Bortolussi, Luca and Silvetti, Simone and Loreti, Michele},
  journal = {International Journal on Software Tools for Technology Transfer},
  volume = {25},
  number = {4},
  pages = {503--517},
  year = {2023},
  doi = {10.1007/s10009-023-00710-5},
  publisher = {Springer}
}
```
Pfarrhofer, M. (2023). Measuring international uncertainty using global vector autoregressions with drifting parameters. Macroeconomic Dynamics, 27(3), 770–793. https://doi.org/10.1017/S1365100521000663
```
@article{pfarrhofer2023measuring,
  title = {Measuring international uncertainty using global vector autoregressions with drifting parameters},
  author = {Pfarrhofer, Michael},
  journal = {Macroeconomic Dynamics},
  volume = {27},
  number = {3},
  pages = {770--793},
  year = {2023},
  doi = {10.1017/S1365100521000663},
  publisher = {Cambridge University Press}
}
```
Piribauer, P., Glocker, C., & Krisztin, T. (2023). Beyond distance: The spatial relationships of European regional economic growth. Journal of Economic Dynamics and Control, 155, 104735. https://doi.org/10.1016/j.jedc.2023.104735
```
@article{piribauer2023beyond,
  title = {Beyond distance: The spatial relationships of European regional economic growth},
  author = {Piribauer, Philipp and Glocker, Christian and Krisztin, Tam{\'a}s},
  journal = {Journal of Economic Dynamics and Control},
  volume = {155},
  pages = {104735},
  year = {2023},
  doi = {10.1016/j.jedc.2023.104735},
  publisher = {Elsevier}
}
```

2022

Feldkircher, M., Huber, F., Koop, G., & Pfarrhofer, M. (2022). Approximate Bayesian Inference and Forecasting in Huge-Dimensional Multicountry VarsityRs. International Economic Review, 63(4), 1625–1658. https://doi.org/https://doi.org/10.1111/iere.12577

@article{https://doi.org/10.1111/iere.12577,
  author = {Feldkircher, Martin and Huber, Florian and Koop, Gary and Pfarrhofer, Michael},
  doi = {https://doi.org/10.1111/iere.12577},
  eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1111/iere.12577},
  journal = {International Economic Review},
  number = {4},
  pages = {1625-1658},
  title = {Approximate Bayesian Inference and Forecasting in Huge-Dimensional Multicountry VarsityRs},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/iere.12577},
  volume = {63},
  year = {2022},
  bdsk-url-1 = {https://onlinelibrary.wiley.com/doi/abs/10.1111/iere.12577},
  bdsk-url-2 = {https://doi.org/10.1111/iere.12577}
}

Hauzenberger, N., Huber, F., Koop, G., & Onorante, L. (2022). Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models. Journal of Business & Economic Statistics, Volume 40(4), 1904–1918. https://doi.org/10.1080/07350015.2021.1990772
```
@article{hhko2022jbes,
  title = {Fast and Flexible {B}ayesian Inference in Time-varying Parameter Regression Models},
  author = {Hauzenberger, Niko and Huber, Florian and Koop, Gary and Onorante, Luca},
  journal = {Journal of Business \& Economic Statistics},
  volume = {Volume 40},
  number = {4},
  pages = {1904-1918},
  year = {2022},
  doi = {10.1080/07350015.2021.1990772},
  url = {https://doi.org/10.1080/07350015.2021.1990772}
}
```
Hauzenberger, N., Huber, F., Koop, G., & Onorante, L. (2022). Fast and flexible Bayesian inference in time-varying parameter regression models. Journal of Business & Economic Statistics, 40(4), 1904–1918. https://doi.org/10.1080/07350015.2021.1990772
```
@article{hauzenberger2022fast,
  title = {Fast and flexible Bayesian inference in time-varying parameter regression models},
  author = {Hauzenberger, Niko and Huber, Florian and Koop, Gary and Onorante, Luca},
  journal = {Journal of Business \& Economic Statistics},
  volume = {40},
  number = {4},
  pages = {1904--1918},
  year = {2022},
  publisher = {Taylor \& Francis},
  doi = {10.1080/07350015.2021.1990772}
}
```
Krisztin, T., & Piribauer, P. (2022). A Bayesian approach for the estimation of weight matrices in spatial autoregressive models. Spatial Economic Analysis, 1–20. https://doi.org/10.1080/17421772.2022.2095426
```
@article{krisztin2022bayesian,
  title = {A Bayesian approach for the estimation of weight matrices in spatial autoregressive models},
  author = {Krisztin, Tam{\'a}s and Piribauer, Philipp},
  journal = {Spatial Economic Analysis},
  pages = {1--20},
  year = {2022},
  publisher = {Taylor \& Francis},
  url = {https://doi.org/10.1080/17421772.2022.2095426},
  doi = {10.1080/17421772.2022.2095426}
}
```
Mozdzen, A., Cremaschi, A., Cadonna, A., Guglielmi, A., & Kastner, G. (2022). Bayesian modeling and clustering for spatio-temporal areal data: an application to Italian unemployment. Spatial Statistics, forthcoming.
```
@article{mccgk2022spasta,
  title = {Bayesian modeling and clustering for spatio-temporal areal data: an application to Italian unemployment},
  author = {Mozdzen, Alexander and Cremaschi, Andrea and Cadonna, Annalisa and Guglielmi, Alessandra and Kastner, Gregor},
  journal = {Spatial Statistics},
  volume = {forthcoming},
  year = {2022}
}
```
Visconti, E., Tsigkanos, C., & Nenzi, L. (2022). WebMonitor: Verification of Web User Interfaces. Proceedings of the 37th IEEE/ACM International Conference on Automated Software Engineering, 1–4. https://doi.org/10.1145/3551349.3559538
```
@inproceedings{visconti2022webmonitor,
  title = {WebMonitor: Verification of Web User Interfaces},
  author = {Visconti, Ennio and Tsigkanos, Christos and Nenzi, Laura},
  booktitle = {Proceedings of the 37th IEEE/ACM International Conference on Automated Software Engineering},
  pages = {1--4},
  doi = {10.1145/3551349.3559538},
  year = {2022}
}
```

2021

Glocker, C., & Piribauer, P. (2021). Digitalization, retail trade and monetary policy. Journal of International Money and Finance, 112, 102340. https://doi.org/10.1016/j.jimonfin.2020.102340
```
@article{glocker2021digitalization,
  title = {Digitalization, retail trade and monetary policy},
  author = {Glocker, Christian and Piribauer, Philipp},
  journal = {Journal of International Money and Finance},
  volume = {112},
  pages = {102340},
  year = {2021},
  url = {https://doi.org/10.1016/j.jimonfin.2020.102340},
  doi = {10.1016/j.jimonfin.2020.102340},
  publisher = {Elsevier}
}
```
Glocker, C., & Piribauer, P. (2021). The determinants of output losses during the Covid-19 pandemic. Economics Letters, 204, 109923. https://doi.org/10.1016/j.econlet.2021.109923
```
@article{glocker2021determinants,
  title = {The determinants of output losses during the Covid-19 pandemic},
  author = {Glocker, Christian and Piribauer, Philipp},
  journal = {Economics Letters},
  volume = {204},
  pages = {109923},
  year = {2021},
  url = {https://doi.org/10.1016/j.econlet.2021.109923},
  doi = {10.1016/j.econlet.2021.109923},
  publisher = {Elsevier}
}
```
Hauzenberger, N. (2021). Flexible Mixture Priors for Large Time-varying Parameter Models. Econometrics and Statistics, 20, 87–108. https://doi.org/10.1016/j.ecosta.2021.06.001
```
@article{h2021ecosta,
  title = {Flexible Mixture Priors for Large Time-varying Parameter Models},
  author = {Hauzenberger, Niko},
  journal = {Econometrics and Statistics},
  volume = {20},
  pages = {87--108},
  year = {2021},
  doi = {10.1016/j.ecosta.2021.06.001},
  url = {https://www.sciencedirect.com/science/article/pii/S2452306221000654}
}
```
Hauzenberger, N., Huber, F., & Onorante, L. (2021). Combining shrinkage and sparsity in conjugate vector autoregressive models. Journal of Applied Econometrics, 36(3), 304–327. https://doi.org/10.1002/jae.2807
```
@article{hho2021combining,
  author = {Hauzenberger, Niko and Huber, Florian and Onorante, Luca},
  title = {Combining shrinkage and sparsity in conjugate vector autoregressive models},
  journal = {Journal of Applied Econometrics},
  volume = {36},
  number = {3},
  pages = {304-327},
  doi = {10.1002/jae.2807},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.2807},
  year = {2021}
}
```
Hauzenberger, N., Pfarrhofer, M., & Stelzer, A. (2021). On the Effectiveness of the European Central Bank’s Conventional and Unconventional Policies under Uncertainty. Journal of Economic Behavior & Organization, 191, 822–845. https://doi.org/10.1016/j.jebo.2021.09.041
```
@article{hps2021jebo,
  title = {On the Effectiveness of the {E}uropean Central Bank's Conventional and Unconventional Policies under Uncertainty},
  author = {Hauzenberger, Niko and Pfarrhofer, Michael and Stelzer, Anna},
  journal = {Journal of Economic Behavior \& Organization},
  volume = {191},
  pages = {822-845},
  year = {2021},
  doi = {10.1016/j.jebo.2021.09.041},
  url = {https://www.sciencedirect.com/science/article/pii/S0167268121004261}
}
```
Hosszejni, D., & Kastner, G. (2021). Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. Journal of Statistical Software, 100, 1–34. https://doi.org/10.18637/jss.v100.i12
```
@article{hk2021jstatsoft,
  title = {Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol},
  volume = {100},
  url = {https://www.jstatsoft.org/index.php/jss/article/view/v100i12},
  doi = {10.18637/jss.v100.i12},
  journal = {Journal of Statistical Software},
  author = {Hosszejni, Darjus and Kastner, Gregor},
  year = {2021},
  pages = {1–34}
}
```
Huber, F., & Pfarrhofer, M. (2021). Dynamic shrinkage in time-varying parameter stochastic volatility in mean models. Journal of Applied Econometrics, 36(2), 262–270. https://doi.org/10.1002/jae.2804
```
@article{hp2021jae,
  author = {Huber, Florian and Pfarrhofer, Michael},
  title = {Dynamic shrinkage in time-varying parameter stochastic volatility in mean models},
  journal = {Journal of Applied Econometrics},
  volume = {36},
  number = {2},
  pages = {262-270},
  doi = {10.1002/jae.2804},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.2804},
  year = {2021}
}
```
Krisztin, T., & Piribauer, P. (2021). A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows. Empirical Economics, 61(1), 231–257. https://doi.org/10.1007/s00181-020-01856-w
```
@article{krisztin2021bayesian,
  author = {Krisztin, Tam{\'a}s and Piribauer, Philipp},
  year = {2021},
  title = {A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows},
  journal = {Empirical Economics},
  doi = {10.1007/s00181-020-01856-w},
  volume = {61},
  number = {1},
  pages = {231-257}
}
```
Krisztin, T., & Piribauer, P. (2021). Modelling European regional FDI flows using a Bayesian spatial Poisson interaction model. The Annals of Regional Science, 67(3), 593–616. https://doi.org/10.1007/s00181-020-01856-w
```
@article{krisztin2021modelling,
  title = {Modelling European regional FDI flows using a Bayesian spatial Poisson interaction model},
  author = {Krisztin, Tam{\'a}s and Piribauer, Philipp},
  journal = {The Annals of Regional Science},
  volume = {67},
  number = {3},
  pages = {593--616},
  year = {2021},
  url = {https://doi.org/10.1007/s00181-020-01856-w},
  doi = {10.1007/s00181-020-01856-w},
  publisher = {Springer}
}
```
Krisztin, T., Piribauer, P., & Wögerer, M. (2021). A spatial multinomial logit model for analysing urban expansion. Spatial Economic Analysis, 1–22. https://doi.org/10.1080/17421772.2021.1933579
```
@article{krisztin2021spatial,
  title = {A spatial multinomial logit model for analysing urban expansion},
  author = {Krisztin, Tam{\'a}s and Piribauer, Philipp and W{\"o}gerer, Michael},
  journal = {Spatial Economic Analysis},
  pages = {1--22},
  year = {2021},
  url = {https://doi.org/10.1080/17421772.2021.1933579},
  doi = {10.1080/17421772.2021.1933579},
  publisher = {Taylor \& Francis}
}
```
Rezitis, A. N., & Kastner, G. (2021). On the joint volatility dynamics in international dairy commodity markets. Australian Journal of Agricultural and Resource Economics, 65(3), 704–728. https://doi.org/10.1111/1467-8489.12433
```
@article{rezitis2021joint,
  author = {Rezitis, Anthony N. and Kastner, Gregor},
  title = {On the joint volatility dynamics in international dairy commodity markets},
  journal = {Australian Journal of Agricultural and Resource Economics},
  volume = {65},
  number = {3},
  pages = {704-728},
  doi = {10.1111/1467-8489.12433},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/1467-8489.12433},
  year = {2021}
}
```
Vana, L., & Hornik, K. (2021). Dynamic Modeling of Corporate Credit Ratings and Defaults. Statistical Modelling, 23(4), 357–375. https://doi.org/10.1177/1471082X211057610
```
@article{hornik:Vana+Hornik:2021,
  author = {Vana, Laura and Hornik, Kurt},
  title = {Dynamic Modeling of Corporate Credit Ratings and
                    Defaults},
  journal = {Statistical Modelling},
  volume = {23},
  issue = {4},
  pages = {357--375},
  year = {2021},
  doi = {10.1177/1471082X211057610}
}
```

2020

Bartocci, E., Bortolussi, L., Loreti, M., Nenzi, L., & Silvetti, S. (2020). MoonLight: A Lightweight Tool for Monitoring Spatio-Temporal Properties. In J. Deshmukh & D. Nickovic (Eds.), Runtime Verification - 20th International Conference, RV 2020, Los Angeles, CA, USA, October 6-9, 2020, Proceedings (Vol. 12399, pp. 417–428). Springer. https://doi.org/10.1007/978-3-030-60508-7_23

@inproceedings{BBLNS_RV20,
  author = {Bartocci, Ezio and Bortolussi, Luca and Loreti, Michele and Nenzi, Laura and Silvetti, Simone},
  editor = {Deshmukh, Jyotirmoy and Nickovic, Dejan},
  title = {MoonLight: {A} Lightweight Tool for Monitoring
  Spatio-Temporal Properties},
  booktitle = {Runtime Verification - 20th International Conference, {RV} 2020, Los Angeles, CA, USA, October 6-9, 2020, Proceedings},
  series = {Lecture Notes in Computer Science},
  volume = {12399},
  pages = {417--428},
  publisher = {Springer},
  year = {2020},
  url = {https://doi.org/10.1007/978-3-030-60508-7\_23},
  doi = {10.1007/978-3-030-60508-7\_23},
  timestamp = {Fri, 09 Oct 2020 16:55:46 +0200},
  biburl = {https://dblp.org/rec/conf/rv/BartocciBLNS20.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

Feldkircher, M., Gruber, T., & Huber, F. (2020). International effects of a compression of euro area yield curves. Journal of Banking & Finance, 113(4), 26–43. https://doi.org/10.1016/j.jbankfin.2019.03.017
```
@article{feldkircher2020international,
  author = {Feldkircher, M. and Gruber, T. and Huber, F.},
  year = {2020},
  title = {International effects of a compression of euro area yield curves},
  journal = {Journal of Banking \& Finance},
  volume = {113},
  number = {4},
  pages = {26-43},
  doi = {10.1016/j.jbankfin.2019.03.017}
}
```
Fischer, M. M., Huber, F., & Pfarrhofer, M. (2020). The regional transmission of uncertainty shocks on income inequality in the United States. Journal of Economic Behavior & Organization. https://doi.org/10.1016/j.jebo.2019.03.004
```
@article{fischer2019regional,
  title = {The regional transmission of uncertainty shocks on income inequality in the United States},
  journal = {Journal of Economic Behavior \& Organization},
  year = {2020},
  doi = {10.1016/j.jebo.2019.03.004},
  author = {Fischer, Manfred M. and Huber, Florian and Pfarrhofer, Michael}
}
```
Hauzenberger, N., Huber, F., Pfarrhofer, M., & Zörner, T. O. (2020). Stochastic model specification in Markov switching vector error correction models. Studies in Nonlinear Dynamics and Econometrics. https://doi.org/10.1515/snde-2018-0069
```
@article{hauzenberger2020investigating,
  author = {Hauzenberger, N. and Huber, F. and Pfarrhofer, M. and Zörner, T.O.},
  title = {Stochastic model specification in Markov switching vector error correction models},
  journal = {Studies in Nonlinear Dynamics and Econometrics},
  doi = {10.1515/snde-2018-0069},
  eprint = {1807.00529},
  archiveprefix = {arXiv},
  primaryclass = {econ.EM},
  year = {2020}
}
```

Hauzenberger, N., & Huber, F. (2020). Model instability in predictive exchange rate regressions. Journal of Forecasting, 39(2), 168–186. https://doi.org/10.1002/for.2620

@article{hauzenberger2020model,
  author = {Hauzenberger, Niko and Huber, Florian},
  title = {Model instability in predictive exchange rate regressions},
  journal = {Journal of Forecasting},
  volume = {39},
  number = {2},
  pages = {168-186},
  keywords = {empirical exchange rate models, exchange rate fundamentals, Markov switching},
  doi = {10.1002/for.2620},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/for.2620},
  year = {2020}
}

Hauzenberger, N., & Pfarrhofer, M. (2020). Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. Scandinavian Journal of Economics, (forthcoming). https://arxiv.org/abs/1911.06206
```
@article{hauzenberger2020bayesianstatespace,
  title = {Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy},
  author = {Hauzenberger, Niko and Pfarrhofer, Michael},
  year = {2020},
  journal = {Scandinavian Journal of Economics},
  number = {(forthcoming)},
  url = {https://arxiv.org/abs/1911.06206}
}
```
Hirk, R., Kastner, G., & Vana, L. (2020). Investigating the dark figure of COVID-19 cases in Austria: Borrowing from the deCODE genetics study in Iceland. Austrian Journal of Statistics, 49(5), 1–17. https://doi.org/10.17713/ajs.v49i4.1142
```
@article{hirk2020covid,
  title = {Investigating the dark figure of {COVID-19} cases in {A}ustria: {B}orrowing
  from the {deCODE} genetics study in {I}celand},
  author = {Hirk, Rainer and Kastner, Gregor and Vana, Laura},
  year = {2020},
  journal = {Austrian Journal of Statistics},
  volume = {49},
  number = {5},
  pages = {1--17},
  url = {https://ajs.or.at/index.php/ajs/article/view/1142},
  doi = {10.17713/ajs.v49i4.1142}
}
```
Huber, F., Koop, G., Pfarrhofer, M., Onorante, L., & Schreiner, J. (2020). Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. Journal of Econometrics, (forthcoming). https://arxiv.org/pdf/2008.12706.pdf
```
@article{huber2020nowcasting,
  author = {Huber, F. and Koop, G. and Pfarrhofer, M. and Onorante, L. and Schreiner, Josef},
  year = {2020},
  title = {Nowcasting in a Pandemic using Non-Parametric Mixed Frequency {VARs}},
  journal = {Journal of Econometrics},
  number = {(forthcoming)},
  url = {https://arxiv.org/pdf/2008.12706.pdf}
}
```
Huber, F., Koop, G., & Onorante, L. (2020). Inducing Sparsity and Shrinkage in Time-Varying Parameter Models. Journal of Business & Economic Statistics, 1–15. https://doi.org/10.1080/07350015.2020.1713796
```
@article{huber2020inducing,
  author = {Huber, Florian and Koop, Gary and Onorante, Luca},
  title = {Inducing Sparsity and Shrinkage in Time-Varying Parameter Models},
  journal = {Journal of Business \& Economic Statistics},
  %volume = {0},
  %number = {0},
  pages = {1-15},
  year = {2020},
  publisher = {Taylor \& Francis},
  doi = {10.1080/07350015.2020.1713796},
  url = {https://doi.org/10.1080/07350015.2020.1713796}
}
```

Huber, F., Pfarrhofer, M., & Piribauer, P. (2020). A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. Journal of Forecasting, 39(6), 911–926. https://doi.org/10.1002/for.2667

@article{huber2020multi,
  author = {Huber, Florian and Pfarrhofer, Michael and Piribauer, Philipp},
  title = {A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis},
  journal = {Journal of Forecasting},
  volume = {39},
  number = {6},
  pages = {911-926},
  year = {2020},
  keywords = {European business cycles, dynamic factor model, factor stochastic, volatility, inflation forecasting},
  doi = {10.1002/for.2667},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/for.2667}
}

Kastner, G., & Huber, F. (2020). Sparse Bayesian Vector Autoregressions in Huge Dimensions. Journal of Forecasting. https://doi.org/10.1002/for.2680
```
@article{kastner2020sparse,
  author = {Kastner, Gregor and Huber, Florian},
  title = {Sparse {B}ayesian Vector Autoregressions in Huge Dimensions},
  journal = {Journal of Forecasting},
  year = {2020},
  doi = {10.1002/for.2680},
  url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/for.2680},
  eprint = {1704.03239},
  archiveprefix = {arXiv},
  primaryclass = {stat.CO}
}
```
Krisztin, T., Piribauer, P., & Wögerer, M. (2020). The spatial econometrics of the coronavirus pandemic. Letters in Spatial and Resource Sciences, 13(3), 209–218. https://doi.org/10.1007/s12076-020-00254-1
```
@article{krisztin2020,
  title = {The spatial econometrics of the coronavirus pandemic},
  author = {Krisztin, T. and Piribauer, P. and Wögerer, M.},
  year = {2020},
  journal = {Letters in Spatial and Resource Sciences},
  volume = {13},
  number = {3},
  pages = {209-218},
  doi = {10.1007/s12076-020-00254-1}
}
```

Nenzi, L., Bartocci, E., Bortolussi, L., Loreti, M., & Visconti, E. (2020). Monitoring Spatio-Temporal Properties (Invited Tutorial). In J. Deshmukh & D. Nickovic (Eds.), Runtime Verification - 20th International Conference, RV 2020, Los Angeles, CA, USA, October 6-9, 2020, Proceedings (Vol. 12399, pp. 21–46). Springer. https://doi.org/10.1007/978-3-030-60508-7_2

@inproceedings{NenziBBLV_RV20,
  author = {Nenzi, Laura and Bartocci, Ezio and Bortolussi, Luca and Loreti, Michele and Visconti, Ennio},
  editor = {Deshmukh, Jyotirmoy and Nickovic, Dejan},
  title = {Monitoring Spatio-Temporal Properties (Invited Tutorial)},
  booktitle = {Runtime Verification - 20th International Conference, {RV}
  2020, Los
                 Angeles, CA, USA, October 6-9, 2020, Proceedings},
  series = {Lecture Notes in Computer Science},
  volume = {12399},
  pages = {21--46},
  publisher = {Springer},
  year = {2020},
  url = {https://doi.org/10.1007/978-3-030-60508-7\_2},
  doi = {10.1007/978-3-030-60508-7\_2},
  timestamp = {Fri, 09 Oct 2020 16:55:46 +0200},
  biburl = {https://dblp.org/rec/conf/rv/NenziBBLV20.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

Nikravech, M., Kwan, V., Dobernig, K., Wilhelm-Rechmann, A., & Langen, N. (2020). Limiting food waste via grassroots initiatives as a potential for climate change mitigation: a systematic review. Environmental Research Letters. https://doi.org/10.1088/1748-9326/aba2fe
```
@article{nikravech2020,
  author = {Nikravech, Mariam and Kwan, Valerie and Dobernig, Karin and Wilhelm-Rechmann, Angelika and Langen, Nina},
  title = {Limiting food waste via grassroots initiatives as a potential for climate change mitigation: a systematic review},
  journal = {Environmental Research Letters},
  url = {http://iopscience.iop.org/10.1088/1748-9326/aba2fe},
  year = {2020},
  doi = {10.1088/1748-9326/aba2fe}
}
```

2019

Visconti, E., Tsigkanos, C., Hu, Z., & Ghezzi, C. (2019). Model-driven design of city spaces via bidirectional transformations. 2019 ACM/IEEE 22nd International Conference on Model Driven Engineering Languages and Systems (MODELS), 45–55. https://doi.org/10.1007/s10270-020-00851-0
```
@inproceedings{visconti2019model,
  title = {Model-driven design of city spaces via bidirectional transformations},
  author = {Visconti, Ennio and Tsigkanos, Christos and Hu, Zhenjiang and Ghezzi, Carlo},
  booktitle = {2019 ACM/IEEE 22nd International Conference on Model Driven Engineering Languages and Systems (MODELS)},
  pages = {45--55},
  year = {2019},
  organization = {IEEE},
  doi = {10.1007/s10270-020-00851-0}
}
```
Vissat, L. L., Loreti, M., Nenzi, L., Hillston, J., & Marion, G. (2019). Analysis of Spatio-Temporal Properties of Stochastic Systems Using TSTL. ACM Trans. Model. Comput. Simul., 29(4). https://doi.org/10.1145/3326168
```
@article{vissat2019,
  author = {Vissat, Ludovica Luisa and Loreti, Michele and Nenzi, Laura and Hillston, Jane and Marion, Glenn},
  title = {Analysis of Spatio-Temporal Properties of Stochastic Systems Using TSTL},
  year = {2019},
  volume = {29},
  number = {4},
  issn = {1049-3301},
  doi = {10.1145/3326168},
  journal = {ACM Trans. Model. Comput. Simul.},
  month = dec,
  articleno = {Article 20}
}
```

Working papers

Mozdzen, A., Wertz, T., Iorio, M. D., Cremaschi, A., Kastner, G., & Eriksson, J. (2025). Repulsive mixtures via the sparsity-inducing partition prior. https://arxiv.org/abs/2509.25860
```
@misc{mozdzen2025repulsivemixturessparsityinducingpartition,
  title = {Repulsive mixtures via the sparsity-inducing partition prior},
  author = {Mozdzen, Alexander and Wertz, Timothy and Iorio, Maria De and Cremaschi, Andrea and Kastner, Gregor and Eriksson, Johan},
  year = {2025},
  eprint = {2509.25860},
  archiveprefix = {arXiv},
  primaryclass = {stat.ME},
  url = {https://arxiv.org/abs/2509.25860}
}
```
Mozdzen, A., Addo, F., Krisztin, T., & Kastner, G. (2024). Bayesian nonparametric partial clustering: Quantifying the effectiveness of agricultural subsidies across Europe. https://arxiv.org/abs/2412.12868
```
@misc{mozdzen2024bayesiannonparametricpartialclustering,
  title = {Bayesian nonparametric partial clustering: Quantifying the effectiveness of agricultural subsidies across Europe},
  author = {Mozdzen, Alexander and Addo, Felicity and Krisztin, Tamas and Kastner, Gregor},
  year = {2024},
  eprint = {2412.12868},
  archiveprefix = {arXiv},
  primaryclass = {stat.ME},
  url = {https://arxiv.org/abs/2412.12868}
}
```
Parzer, R., Filzmoser, P., & Vana-Gür, L. (2024). Data-Driven Random Projection and Screening for High-Dimensional Generalized Linear Models (No.2410.00971; Number 2410.00971). arXiv.org E-Print Archive. https://doi.org/10.48550/arXiv.2410.00971
```
@techreport{parzer2024glms,
  title = {Data-Driven Random Projection and Screening for High-Dimensional Generalized Linear Models},
  author = {Parzer, Roman and Filzmoser, Peter and Vana-Gür, Laura},
  institution = {arXiv.org E-Print Archive},
  year = {2024},
  number = {2410.00971},
  doi = {10.48550/arXiv.2410.00971},
  note = {Under review in "Statistical Modelling"}
}
```
Parzer, R., Vana-Gür, L., & Filzmoser, P. (2024). spar: Sparse Projected Averaged Regression in R (No.2411.17808; Number 2411.17808). https://doi.org/10.48550/arXiv.2411.17808
```
@techreport{parzer2024sparsparseprojectedaveraged,
  title = {spar: Sparse Projected Averaged Regression in R},
  author = {Parzer, Roman and Vana-Gür, Laura and Filzmoser, Peter},
  year = {2024},
  number = {2411.17808},
  doi = {10.48550/arXiv.2411.17808},
  note = {Submitted to Journal of Statistical Software}
}
```
Pfeiffer, P., Vana-Gür, L., & Filzmoser, P. (2024). Cellwise robust and sparse principal component analysis. https://arxiv.org/abs/2408.15612
```
@misc{pfeiffer2024cellwiserobustsparseprincipal,
  title = {Cellwise robust and sparse principal component analysis},
  author = {Pfeiffer, Pia and Vana-Gür, Laura and Filzmoser, Peter},
  year = {2024},
  eprint = {2408.15612},
  archiveprefix = {arXiv},
  primaryclass = {stat.CO},
  url = {https://arxiv.org/abs/2408.15612},
  note = {Working paper (Resubmitted to Advances in Data Analysis and Classification)}
}
```
Schwendinger, B., Schwendinger, F., & Vana-Gür, L. (2024). Automated Model Selection for Generalized Linear Models (No.2404.16560; Number 2404.16560). https://doi.org/10.48550/arXiv.2404.16560
```
@techreport{schwendinger2024automatedmodelselectiongeneralized,
  title = {Automated Model Selection for Generalized Linear Models},
  author = {Schwendinger, Benjamin and Schwendinger, Florian and Vana-Gür, Laura},
  year = {2024},
  number = {2404.16560},
  primaryclass = {stat.ML},
  doi = {10.48550/arXiv.2404.16560},
  note = {Revise and resubmit in Computational Statistics}
}
```
Huber, F., Koop, G., & Pfarrhofer, M. (2020). Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations.
```
@misc{huber2020bayesian,
  title = {Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations},
  author = {Huber, Florian and Koop, Gary and Pfarrhofer, Michael},
  year = {2020},
  eprint = {2002.10274},
  archiveprefix = {arXiv},
  primaryclass = {econ.EM}
}
```
Pfarrhofer, M., & Stelzer, A. (2019). The international effects of central bank information shocks.
```
@misc{pfarrhofer2019international,
  title = {The international effects of central bank information shocks},
  author = {Pfarrhofer, Michael and Stelzer, Anna},
  year = {2019},
  eprint = {1912.03158},
  archiveprefix = {arXiv},
  primaryclass = {econ.EM}
}
```

Book chapters

Frühwirth-Schnatter, S., & Kastner, G. (2023). Bayesianische Inferenz. In J. Gertheiss, M. Schmid, & M. Spindler (Eds.), Moderne Verfahren der Angewandten Statistik (pp. 1–34). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-662-63496-7_23-2

@inbook{Frühwirth-Schnatter2023,
  author = {Fr{\"u}hwirth-Schnatter, Sylvia and Kastner, Gregor},
  editor = {Gertheiss, Jan and Schmid, Matthias and Spindler, Martin},
  title = {Bayesianische Inferenz},
  booktitle = {Moderne Verfahren der Angewandten Statistik},
  year = {2023},
  publisher = {Springer Berlin Heidelberg},
  address = {Berlin, Heidelberg},
  pages = {1--34},
  isbn = {978-3-662-63496-7},
  doi = {10.1007/978-3-662-63496-7_23-2},
  url = {https://doi.org/10.1007/978-3-662-63496-7_23-2}
}

Feldkircher, M., Huber, F., & Pfarrhofer, M. (2020). Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs. In Macroeconomic Forecasting in the Era of Big Data (pp. 65–93). Springer.
```
@incollection{feldkircher2020factor,
  title = {Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs},
  author = {Feldkircher, Martin and Huber, Florian and Pfarrhofer, Michael},
  booktitle = {Macroeconomic Forecasting in the Era of Big Data},
  pages = {65--93},
  year = {2020},
  publisher = {Springer}
}
```