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 0 4 18 1 2 19 30
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 1 3 61 2 3 14 130
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 33 2 3 9 81
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 1 3 18 74
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 0 1 27 27 4 9 27 27
Asymmetries in Financial Spillovers 0 1 11 30 3 7 37 70
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 4 14 71
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 6 6 6 1 5 7 7
Bayesian nonparametric methods for macroeconomic forecasting 0 1 1 1 1 2 16 18
Bayesian nonparametric methods for macroeconomic forecasting 0 0 4 34 1 1 22 88
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 27 0 0 8 65
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 23 2 5 19 58
Conditional projection methods for large-scale Bayesian VARs 1 11 11 11 0 4 4 4
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 0 6 6 6 3 9 9 9
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 3 4 17 55
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 3 4 13 44
Forecasting euro area inflation using a huge panel of survey expectations 0 0 4 42 2 5 21 59
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 2 4 11 38
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 1 48 2 3 16 64
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 1 17 1 1 10 42
General Seemingly Unrelated Local Projections 0 1 5 17 0 4 31 45
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 2 4 52 3 7 17 82
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 2 3 11 39
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 8 1 5 17 118
Implications of macroeconomic volatility in the Euro area 0 0 1 17 2 3 14 46
Implications of macroeconomic volatility in the Euro area 0 0 0 30 2 3 20 87
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 1 1 1 50 2 2 11 54
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 2 6 17 69
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 2 4 5 18 28
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 17 22
Large Bayesian VARs for Binary, Censored and Count Variables 1 2 2 10 1 3 16 23
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 2 3 21 32
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 0 5 73
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 1 4 24 83
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 2 2 13 156
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 1 3 15 81
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 0 7 10 10 5 14 14 14
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 6 54 3 5 30 98
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 79 2 3 12 87
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 4 4 16 160
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 4 6 17 84
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 1 39 2 4 34 88
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 1 4 25 59
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 0 12 1 2 21 43
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 5 6 23 63
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 1 11 59
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 2 2 16 50
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 1 1 79 3 4 25 117
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 2 3 15 35
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 2 9 42
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 2 24 49
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 4 4 18 55
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 2 2 14 50
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 1 2 24 82
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 12 3 4 11 43
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 8 69
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 4 6 15 48
Total Working Papers 3 41 117 1,622 113 213 960 3,467

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 3 3 14 40
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 2 5 0 1 13 30
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 3 4 15 33
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 1 2 1 5 19 25
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 2 3 20 52
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 1 4 18 37
Forecasting euro area inflation using a huge panel of survey expectations 0 0 1 18 0 3 21 50
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 2 2 2 8 16
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 3 20 42
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 1 1 1 3 1 2 17 23
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 1 1 1 3 5 25 30
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 0 1 1 1 31 34
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 1 3 42 1 3 32 164
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 9 1 3 9 40
Nonparametric mixed frequency monitoring macro-at-risk 1 1 2 2 7 8 22 23
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 2 2 3 5 14 14
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 3 3 14 4 7 16 51
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 2 11 2 3 20 66
Predicting Tail-Risks for the Italian Economy 0 0 1 2 0 4 21 28
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 3 3 17 24
Stochastic model specification in Markov switching vector error correction models 1 2 4 14 2 6 20 58
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 2 10 1 4 23 50
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 0 7 3 3 20 43
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 12 1 4 18 52
Total Journal Articles 3 12 28 181 46 89 453 1,025
1 registered items for which data could not be found

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 1 1 1 3 2 4 16 25
Total Chapters 1 1 1 3 2 4 16 25

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12