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 multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 1 32 32 1 3 26 26
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 2 27 27 1 5 31 31
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 13 1 3 9 13
Dealing with cross-country heterogeneity in panel VARs using finite mixture models 0 1 3 24 0 2 13 36
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 1 21 21 0 2 17 17
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 11 0 1 4 20
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 40 40 0 1 9 9
Implications of macroeconomic volatility in the Euro area 0 1 3 15 1 6 13 25
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 1 1 35
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 4 14 0 0 13 22
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 1 3 21 21 5 14 36 36
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 2 11 66 66 10 21 30 30
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 0 1 1 1 1
Sparse time-varying parameter VECMs with an application to modeling electricity prices 5 22 22 22 5 11 11 11
Stochastic model specification in Markov switching vector error correction models 0 0 1 18 0 0 5 22
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 24 0 2 8 21
The international effects of central bank information shocks 0 1 10 37 0 2 19 26
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 14 1 3 16 39
Total Working Papers 8 43 252 448 27 78 262 420


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 1 1 0 3 5 5
Total Journal Articles 0 0 1 1 0 3 5 5


Statistics updated 2021-01-03