.Work in Progress: 

1. Keweloh, S., Klein, M. and Prüser, J. (2024). "Estimating Fiscal Multipliers by Combining Statstical Identification with Potentially Endogenous Proxies."

2. Prüser, J. and Blagov, B. (2024). "Improving inference and forecasting in VAR models using cross-sectional information."

3. Berend L. and Prüser, J. (2024). "The Transmission of Monetary Policy via Common Cycles in the Euro Area."

4. Keweloh, S. and Moreira-Lara, I and Prüser, J. (2024), "Heteroscedastic Structural Identification in Dynamic Factor Models."

5. Prüser, J. (2024), "A Large non-Gaussian structural VAR."

Publications: 

1. Adämmer, P., Prüser, J. and Schüssler R. (2024). "Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?", Forthcoming in International Journal of Forecasting.

2. Prüser, J. (2024). "Forecasting the risk of cryptocurrencies: Comparison and combination of GARCH and stochastic volatility models.", Forthcoming in Journal of Time Series Econometrics.

3. Prüser, J. and Huber, F. (2023). "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions", Journal of Applied Econometrics, forthcoming. 

4. Prüser, J. (2023). "Data-Based Priors for Vector Error Correction Models", International Journal of Forecasting, 39(1), 209-227.

5. Prüser, J. (2021). "The horseshoe prior for time-varying parameter VARs and Monetary Policy", Journal of Economic Dynamics and Control, 129, 104–188.

6. Prüser, J. and Schmidt, T. (2021). "The Regional Composition of National House Price Cycles in the US", Regional Science and Urban Economics, 87, 103–645.

7. Hanck, C. and Prüser J. (2021). "A comparison of approaches to select the informativeness of priors in BVARs",Journal of Economics and Statistics.

8. Prüser, J. and Schlösser, A. (2020). "On the time-varying Effects of Economic Policy Uncertainty on the US Economy", Oxford Bulletin of Economics and Statistics, 82(5), 1217–1237.

9. Prüser, J. (2020). "Forecasting US inflation using Markov Dimension Switching", Journal of Forecasting, 40(3), 481–499.

10. Prüser, J. and Schlösser, A. (2020). "The Effects of Economic Policy Uncertainty on European Economies: Evidence from a TVP-FAVAR", Empirical Economics, 58, 2889–2910.

11. Hanck, C. and Prüser J. (2020). "House Prices and Interest Rates - Bayesian Evidence from Germany", Applied Economics, 52(28), 3073–3089.

12. Prüser J. (2019). "Forecasting with many predictors using Bayesian Additive Regression Trees,, Journal of Forecasting, 38(7), 621–631.

13. Prüser J. (2018). "Adaptive Learning from Model Space", Journal of Forecasting, 38(1), 29–38.

14. Czudaj, R. and Prüser J. (2015). "International parity relationships between Germany and the USA revisited: evidence from the post-DM period", Applied Economics, 47(26), 2745–2767.