Doctor 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 International Economic Review, the Journal of Econometrics, the Journal of Business & Economic Statistics, the Journal of Applied Econometrics, and the International Journal of Forecasting, 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: .
Prize And Awards
- Recipient
- 2025
- Recipient
- 2025
- Recipient
- 2018
Publications
- Barbaglia Luca, Frattarolo Lorenzo, , Hirschb眉hl Dominik, Huber Florian, Onorante Luca, Pfarrhofer Michael, Tiozzo Pezzoli Luca
- International Journal of Forecasting Vol 42, pp. 657-672 (2026)
- , Pfarrhofer Michael, Stelzer Anna
- SUERF Policy Brief SUERF Policy Brief, No. 1248 (2025)
- Chernis Tony, , Huber Florian, , Mitchell James
- International Economic Review Vol 66, pp. 1287-1315 (2025)
- , Huber Florian, Klieber Karin, Marcellino Massimilano
- Journal of Econometrics Vol 249 (2025)
- , Huber Florian, Klieber Karin, Marcellino Massimiliano
- Economics Letters Vol 250 (2025)
- , Huber Florian, Marcellino Massimiliano, Petz Nico
- Journal of Business and Economic Statistics Vol 43, pp. 27-43 (2025)
Professional Activities
- Organiser
- 24/6/2025
- Organiser
- 17/6/2025
- Host
- 16/6/2025
- Speaker
- 9/6/2025
- Speaker
- 9/6/2025
- Speaker
- 21/5/2025
Projects
- Hauzenberger, Niko (Principal Investigator) Figus, Gioele (Co-investigator)
- 02-Jan-2026 - 01-Jan-2026
- Hauzenberger, Niko (Principal Investigator) Koop, Gary (Co-investigator) McIntyre, Stuart (Co-investigator)
- 2025 Research Excellence Award (REA) under the 欧美高清 Research Studentship Scheme (SRSS): 拢134,525
- 01-Jan-2025 - 30-Jan-2028
- Hauzenberger, Niko (Principal Investigator) Figus, Gioele (Principal Investigator)
- 16-Jan-2025 - 04-Jan-2025
- McIntyre, Stuart (Co-investigator) De Polis, Andrea (Research Co-investigator) Hauzenberger, Niko (Research Co-investigator) Koop, Gary (Research Co-investigator) Wu, Ping (Research Co-investigator)
- 01-Jan-2023 - 31-Jan-2028
- Hauzenberger, Niko (Principal Investigator)
- During recessionary episodes (such as the global financial crisis or the Covid-19 pandemic) many important macroeconomic and financial quantities experience substantial shifts in the volatility process, while during tranquil periods the shock volatilities remain relatively stable. This project sets forth a research agenda to develop and apply more flexible volatility models for macroeconomic and financial data. These methods will be also useful for practitioners working on emerging market economies. These countries often feature short time series which are subject to several structural breaks. The methods we propose in this project are exactly designed for such situations where time series exhibit substantial shifts in the variance. We will illustrate the models developed in this project through various now- and forecasting applications. Apart from focusing on predictions, our models can be used to produce timely indicators of macroeconomic stability. These indicators can be applied to emerging market economies and implemented such that policy institutions have alternative high frequency measures of the overall state of a given economy.
- 01-Jan-2022 - 31-Jan-2026
Contact
Doctor
Niko
Hauzenberger
Senior Lecturer
Economics
Email: niko.hauzenberger@strath.ac.uk
Tel: Unlisted