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 1 4 18 18 3 10 27 27
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 1 5 59 2 4 14 124
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 3 4 7 78
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 4 7 17 69
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 0 2 2 2 4 12 12 12
Asymmetries in Financial Spillovers 0 7 18 29 2 11 44 63
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 3 11 66
Bayesian nonparametric methods for macroeconomic forecasting 2 3 10 34 7 12 32 86
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 5 13 14
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 27 2 2 9 64
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 1 1 1 23 5 6 14 52
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 5 6 17 51
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 2 2 8 39
Forecasting euro area inflation using a huge panel of survey expectations 0 1 6 42 2 6 19 54
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 3 4 8 33
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 2 4 16 60
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 2 9 38
General Seemingly Unrelated Local Projections 0 2 3 14 3 11 30 39
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 4 48 1 2 18 73
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 3 4 12 36
Implications of Macroeconomic Volatility in the Euro Area 0 0 3 8 0 1 16 113
Implications of macroeconomic volatility in the Euro area 0 0 0 16 0 1 9 41
Implications of macroeconomic volatility in the Euro area 0 0 0 30 2 3 17 82
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 2 11 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 3 5 9 60
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 2 5 14 22
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 2 4 14 18
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 4 6 20 20
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 3 7 17 26
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 1 1 5 73
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 2 7 18 76
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 1 4 10 153
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 6 8 12 77
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 1 9 54 2 5 39 92
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 4 5 7 82
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 3 7 14 156
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 7 14 77
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 2 38 7 13 35 76
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 4 6 21 54
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 1 12 4 5 21 37
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 5 6 17 55
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 4 4 13 46
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 2 3 18 56
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 6 15 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 5 8 21 111
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 2 11 21 45
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 1 3 6 39
The dynamic impact of monetary policy on regional housing prices in the United States 0 1 1 27 2 8 15 50
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 5 15 46
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 2 5 24 79
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 4 8 69
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 11 42
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 1 1 1 12 2 3 9 39
Total Working Papers 6 24 103 1,545 138 286 853 3,173

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 4 13 36
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 3 4 12 26
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 4 5 11 27
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 1 1 1 3 18 19
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 5 7 17 46
Financial markets and legal challenges to unconventional monetary policy 0 0 1 7 5 7 15 30
Forecasting euro area inflation using a huge panel of survey expectations 0 1 4 18 5 10 26 46
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 2 2 2 4 8 14
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 2 4 17 34
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 5 5 1 2 20 20
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 1 2 3 7 16 19
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 6 22 24
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 2 4 32 33
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 3 41 1 7 31 152
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 1 9 1 2 8 37
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 1 5 13 13
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 0 0 3 6 6 6
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 1 10 43
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 3 10 3 5 27 59
Predicting Tail-Risks for the Italian Economy 0 0 2 2 2 4 21 21
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 2 3 18 20
Stochastic model specification in Markov switching vector error correction models 0 1 3 11 4 5 19 50
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 0 8 6 10 18 43
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 3 8 21 38
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 4 16 47
Total Journal Articles 0 2 33 169 63 127 435 903

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 12 19
Total Chapters 0 0 1 2 0 3 12 19

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