UNIVERSITY
Professional Experience
My research interests include Bayesian modelling of time-series data and Markov chain Monte Carlo (MCMC) methods. Software that I develop for my research can be found here.
Martin Feldkircher, Luis Bastian Gruber, Florian Huber, Gregor Kastner: Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. Journal of Forecasting, John Wiley & Sons. Ltd., 2024,
Gruber, L . and Kastner, G. (2025). Forecasting Macroeconomic data with Bayesian VARs: Sparse or dense? It depends! International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2025.02.001
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