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 0 3 17 17 2 10 24 24
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 1 5 59 0 4 12 122
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 1 3 4 75
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 1 5 13 65
Asymmetries in Financial Spillovers 0 7 19 29 0 15 45 61
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 1 6 11 64
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 2 9 13 14
Bayesian nonparametric methods for macroeconomic forecasting 1 2 9 32 2 11 28 79
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 1 5 9 47
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 0 3 8 62
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 7 12 46
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 1 6 37
Forecasting euro area inflation using a huge panel of survey expectations 1 1 6 42 4 7 17 52
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 1 1 5 30
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 1 7 14 58
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 8 37
General Seemingly Unrelated Local Projections 2 2 3 14 4 18 27 36
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 5 48 1 5 20 72
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 4 9 33
Implications of Macroeconomic Volatility in the Euro Area 0 0 3 8 0 6 17 113
Implications of macroeconomic volatility in the Euro area 0 0 0 16 1 7 9 41
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 6 15 80
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 5 10 50
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 2 8 12 20
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 2 2 6 57
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 7 12 16
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 1 5 16 16
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 2 20 1 9 15 23
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 3 4 72
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 2 9 16 74
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 2 7 9 152
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 2 5 6 71
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 8 53 2 10 37 90
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 3 3 78
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 2 8 11 153
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 6 14 75
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 3 38 3 7 31 69
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 2 11 17 50
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 11 12 0 7 22 33
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 4 12 50
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 4 9 42
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 5 16 54
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 10 17 106
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 0 8 13 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 1 14 19 43
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 0 3 5 38
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 2 6 15 45
The dynamic impact of monetary policy on regional housing prices in the United States 1 1 1 27 3 7 13 48
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 17 22 77
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 4 11 42
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 4 7 37
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 4 7 68
Total Working Papers 5 18 111 1,537 57 345 733 3,027

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 1 7 12 35
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 1 4 11 23
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 0 4 7 23
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 1 1 2 6 18 18
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 1 5 12 41
Financial markets and legal challenges to unconventional monetary policy 0 0 1 7 1 5 11 25
Forecasting euro area inflation using a huge panel of survey expectations 0 1 6 18 3 8 24 41
Forecasts with Bayesian vector autoregressions under real time conditions 0 1 2 2 1 3 6 12
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 9 15 32
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 5 5 0 9 19 19
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 1 2 3 10 13 16
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 13 20 22
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 1 23 30 31
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 4 41 5 9 34 151
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 1 9 0 2 7 36
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 3 8 12 12
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 8 10 43
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 3 10 1 5 26 56
Predicting Tail-Risks for the Italian Economy 0 1 2 2 2 6 19 19
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 1 9 16 18
Stochastic model specification in Markov switching vector error correction models 1 1 3 11 1 6 15 46
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 0 8 1 9 12 37
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 3 9 18 35
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 2 8 15 46
Total Journal Articles 1 4 36 169 36 185 382 837

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 0 3 13 19
Total Chapters 0 0 1 2 0 3 13 19

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