Access Statistics for Michael Pfarrhofer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Gaussian Process Dynamic Factor Model 3 3 17 17 5 10 22 22
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 1 1 6 59 2 6 14 122
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 2 3 74
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 2 5 12 64
Asymmetries in Financial Spillovers 7 9 19 29 9 24 45 61
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 5 10 63
Bayesian nonparametric methods for macroeconomic forecasting 0 1 9 31 3 10 27 77
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 3 10 11 12
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 0 7 8 46
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 0 3 9 62
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 7 12 46
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 5 7 37
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 41 0 4 13 48
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 1 4 29
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 1 7 14 57
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 0 3 7 36
General Seemingly Unrelated Local Projections 0 0 1 12 4 17 23 32
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 5 48 0 6 19 71
Implications of Macroeconomic Volatility in the Euro Area 0 0 3 8 1 9 17 113
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 0 3 8 32
Implications of macroeconomic volatility in the Euro area 0 0 0 30 1 9 15 80
Implications of macroeconomic volatility in the Euro area 0 0 0 16 0 6 8 40
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 6 9 49
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 2 4 55
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 6 10 18
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 7 12 15
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 1 8 15 15
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 2 20 3 8 14 22
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 3 8 14 72
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 3 4 72
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 1 7 8 150
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 3 4 69
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 5 8 53 1 17 36 88
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 3 4 78
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 2 6 9 151
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 5 8 14 75
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 3 38 3 9 29 66
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 1 29 0 13 16 48
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 12 12 1 9 23 33
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 7 11 49
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 8 9 42
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 5 16 54
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 11 16 105
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 8 15 30
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 8 16 18 42
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 2 4 5 38
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 3 5 10 45
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 2 7 13 43
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 3 17 22 77
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 5 11 42
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 3 6 36
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 2 5 6 67
Total Working Papers 11 19 111 1,532 83 383 691 2,970

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 2 7 11 34
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 1 4 0 5 12 22
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 1 5 9 23
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 1 1 0 7 16 16
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 7 14 40
Financial markets and legal challenges to unconventional monetary policy 0 0 2 7 1 4 11 24
Forecasting euro area inflation using a huge panel of survey expectations 1 1 7 18 2 5 22 38
Forecasts with Bayesian vector autoregressions under real time conditions 0 1 2 2 1 3 6 11
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 8 14 31
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 5 5 1 10 19 19
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 1 7 11 13
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 12 18 20
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 1 23 29 30
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 2 4 41 1 11 32 146
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 2 9 1 4 9 36
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 1 6 9 9
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 8 12 43
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 1 3 10 1 6 28 55
Predicting Tail-Risks for the Italian Economy 0 1 2 2 0 8 17 17
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 0 8 15 17
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 0 7 14 45
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 3 8 12 36
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 2 9 15 32
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 7 13 44
Total Journal Articles 1 7 42 168 25 185 368 801

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 2 3 7 13 19
Total Chapters 0 0 1 2 3 7 13 19

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