1

CURRICULUMVITÆ NIKOHAUZENBERGER

PERSONAL INFORMATION

Salzburg Centre of European Union Studies (SCEUS) Web: sites.google.com/view/nhauzenb Paris Lodron University of Email: [email protected] A-5020 Salzburg, Monchsberg¨ 2a Tel.: +43 (676) 76 34 490

RESEARCH INTERESTS

Exchange rates, monetary and fiscal policy, Bayesian econometrics, state space model- structural changes in transmission channels ing, time-varying parameter models

EDUCATION

10/2018–07/2020 Ph.D., Economics, Vienna University of Economics and Business, . Thesis: “Fast and flexible Bayesian inference in time-varying parameter models.” Supervisor: Florian Huber. 10/2016–07/2018 MSc., Economics (Math Major), Vienna University of Economics and Business, Austria. Thesis: “Model instability in predictive exchange rate regressions.” Supervisor: Florian Huber. 10/2013–07/2016 BSc., Business, Economics and Social Sciences (Economics Major), Vienna University of Economics and Business, Austria. Thesis: “Allowing for volatility clustering in time series: A comparision between homoscedastic, GARCH and SV models” Supervisor: Gregor Kastner. 01/2016–05/2016 ERASMUS Exchange Semester, University of Edinburgh, United Kingdom.

PROFESSIONAL EXPERIENCE

09/2019–present Research Associate, University of Salzburg, Centre of European Union Studies, Austria. Project: High-dimensional statistical learning: “New methods to advance economic and sustainability policies”, Austrian Science Fund (FWF): ZK 35. 11/2019–present Research Associate, University of Salzburg, Centre of European Union Studies, Austria. Project: “The impact of fiscal policy on the term structure of interest rates within the Eurozone”, Oesterreichis- che Nationalbank (Austrian Central Bank, Anniversary Fund, project number: 18127). 09/2018–present Consultant, Foreign Research Division, Oesterreichische Nationalbank, Austria. 09/2018–08/2019 Research Associate, Vienna University of Economics and Business, Austria. Project: “Modelling and forecasting exchange rates in a unified econometric framework”, Oesterreichische Nationalbank (Austrian Central Bank, Anniversary Fund, project number: 17650). 12/2018–12/2019 Research Fellow, Masaryk University, Faculty of Economics and Administration, Depart- ment of Economics, Czech Republic. 03/2018–08/2018 Research Assistant, Oesterreichische Nationalbank, Foreign Research Division, Austria. 2

PUBLICATIONS

I. PUBLICATIONS IN REFEREED JOURNALS

2020 Niko Hauzenberger, Florian Huber, Michael Pfarrhofer, and Thomas O Zorner.¨ Stochastic model specification in markov switching vector error correction models. Studies in Nonlinear Dynamics & Econometrics, 2020, forthcoming. Niko Hauzenberger and Florian Huber. Model instability in predictive exchange rate regressions. Journal of Forecasting, 39(2):168–186, 2020. 2019 Martin Feldkircher and Niko Hauzenberger. How useful are time-varying parameter models for forecasting economic growth in cesee? Focus on European Economic Integration, (Q1/19):29–48, 2019.

II. WORKING PAPERS

2020 Niko Hauzenberger. Flexible mixture priors for time-varying parameter models. arXiv preprint arXiv:2006.10088, 2020. Niko Hauzenberger, Florian Huber, and Gary Koop. Dynamic shrinkage priors for large time-varying parameter regressions using scalable markov chain monte carlo methods. arXiv preprint arXiv:2005.03906, 2020. Niko Hauzenberger, Florian Huber, and Luca Onorante. Combining shrinkage and sparsity in conjugate vector autoregressive models. arXiv preprint arXiv:2002.08760, 2020. 2019 Niko Hauzenberger, Florian Huber, Gary Koop, and Luca Onorante. Fast and flexible bayesian inference in time-varying parameter regression models, 2019. Niko Hauzenberger and Michael Pfarrhofer. Bayesian state-space modeling for analyzing heterogeneous network effects of us monetary policy, 2019.

2018 Maximilian Bock,¨ Niko Hauzenberger, Michael Pfarrhofer, Anna Stelzer, and Gregor Zens. Implications of macroeconomic volatility in the euro area, 2018.

CONFERENCES AND PRESENTATIONS

2020 Annual Meeting of the Austrian Economic Association (NOeG), Presentation: “Fast and flexible bayesian inference in time-varying parameter regression models”, Vienna, Austria, February. 2019 NBP Workshop on short-term forecasting, Presentation: “Fast and flexible bayesian inference in time-varying parameter regression models”, Warsaw, Poland, November. European Seminar on Bayesian Econometrics (ESOBE), Poster: “Stochastic model specifica- tion in Markov switching vector error correction models”, St. Andrews, United Kingdom, September. Annual Meeting of the Austrian Economic Association (NOeG), Presentation: “Decoupling shrinkage and sparsity in conjugate VAR models”, Graz, Austria, April. University Salzburg -– Business and Economics Research Seminar, Presentation: “Model instability in predictive exchange rate regressions”, Salzburg, Austria, January. 2018 Sixth WU – Workshop on Applied Econometrics, Presentation: “Model instability in predictive exchange rate regressions”, Vienna, Austria, June. Annual Meeting of the Austrian Economic Association (NOeG), “Implications of macroeco- nomic volatility in the Euro area”, Vienna, Austria, May. 3

TEACHING ACTIVITIES

I. GRADUATE

Advanced Macroeconometrics (Vienna University of Economics and Business, Summer 2019), Quantitative Methods in Economics (University of Salzburg, Winter 2019/20).

II. UNDERGRADUATE

Economic and Financial Policy for Legal Professionals (Vienna University of Economics and Business, Summer 2019).

AWARDS

Wurdigungspreis¨ -– Award for Outstanding Academic Performance (Austrian Federal Ministry of Education, Science and Research, November 2018), Scholarship for Outstanding Academic Performance (Vienna University of Economics and Business, 2014, 2015, 2016, 2017, 2019).

July 8, 2020