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 8 14 14 2 11 14 14
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 0 5 58 2 3 12 118
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 0 2 72
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 1 7 9 60
Asymmetries in Financial Spillovers 2 3 12 22 9 14 34 46
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 1 1 38 0 1 5 58
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 3 3 5 5
Bayesian nonparametric methods for macroeconomic forecasting 0 1 9 30 1 6 22 68
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 0 2 8 59
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 3 4 6 42
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 3 5 39
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 4 5 7 36
Forecasting euro area inflation using a huge panel of survey expectations 0 4 5 41 1 8 11 45
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 1 2 5 29
General Bayesian time-varying parameter VARs for modeling government bond yields 0 1 2 48 1 3 8 51
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 6 34
General Seemingly Unrelated Local Projections 0 0 2 12 3 5 12 18
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 6 48 2 3 17 67
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 0 2 7 29
Implications of Macroeconomic Volatility in the Euro Area 0 1 3 8 3 7 12 107
Implications of macroeconomic volatility in the Euro area 0 0 0 30 3 7 9 74
Implications of macroeconomic volatility in the Euro area 0 0 0 16 0 2 3 34
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 2 4 5 45
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 2 4 6 55
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 0 4 5 12
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 5 9 9
Large Bayesian VARs for Binary and Censored Variables 0 1 8 8 4 6 11 11
Measuring Shocks to Central Bank Independence using Legal Rulings 0 1 2 20 0 3 7 14
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 1 4 69
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 1 1 23 1 7 8 65
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 2 2 4 145
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 1 3 66
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 4 5 9 52 9 16 33 80
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 0 1 4 145
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 0 2 75
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 2 10 69
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 3 38 5 11 29 62
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 1 29 4 5 8 39
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 1 12 12 2 6 26 26
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 4 7 10 46
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 8 13 49
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 4 4 6 38
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 5 9 96
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 0 2 8 22
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 3 4 5 29
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 2 35
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 3 5 10 39
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 1 4 8 41
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 4 7 60
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 2 3 5 64
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 5 8 38
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 2 4 33
Total Working Papers 6 29 104 1,519 95 234 488 2,682

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 3 6 28
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 1 1 1 4 2 2 10 19
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 1 1 6 19
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 1 1 1 3 8 12 12
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 3 4 11 36
Financial markets and legal challenges to unconventional monetary policy 0 0 3 7 0 2 10 20
Forecasting euro area inflation using a huge panel of survey expectations 0 0 9 17 0 4 22 33
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 1 1 2 5 9
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 1 1 7 0 2 6 23
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 1 5 5 1 4 10 10
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 0 0 6 6
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 4 8 9
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 1 5 7 8
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 2 2 8 41 7 10 34 142
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 2 9 2 3 8 34
Nonparametric mixed frequency monitoring macro-at-risk 0 1 1 1 1 4 4 4
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 0 5 35
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 1 1 4 10 2 6 26 51
Predicting Tail-Risks for the Italian Economy 0 0 1 1 4 9 13 13
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 1 1 1 0 4 8 9
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 2 2 11 40
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 1 5 28
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 1 1 7 3 6 10 26
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 4 8 38
Total Journal Articles 4 10 48 165 36 90 251 652

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 2 2 4 8 12 16
Total Chapters 0 0 2 2 4 8 12 16

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Statistics updated 2026-01-09