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 panel VAR model to analyze the impact of climate change on high-income economies 0 2 6 58 0 2 11 115
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 1 1 1 33 1 1 3 72
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 1 1 42 0 1 2 53
Asymmetries in Financial Spillovers 1 5 16 16 2 7 27 27
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 0 2 4 57
Bayesian nonparametric methods for macroeconomic forecasting 0 1 15 26 0 2 26 59
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 0 1 1
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 0 1 8 57
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 0 0 4 38
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 1 3 36
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 0 3 31
Forecasting euro area inflation using a huge panel of survey expectations 0 1 1 37 1 2 4 37
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 1 2 4 27
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 0 46 0 2 4 47
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 0 1 2 30
General Seemingly Unrelated Local Projections 0 1 12 12 0 1 12 12
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 2 6 48 2 5 14 63
Implications of Macroeconomic Volatility in the Euro Area 1 1 1 6 2 2 5 99
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 2 4 26
Implications of macroeconomic volatility in the Euro area 0 0 0 30 1 1 2 67
Implications of macroeconomic volatility in the Euro area 0 0 0 16 0 0 1 32
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 1 41
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 2 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
Large Bayesian VARs for Binary and Censored Variables 0 7 7 7 0 5 5 5
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 19 1 1 4 11
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 22 0 0 4 58
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 0 4 68
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 0 4 143
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 0 3 65
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 10 46 1 4 31 61
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 1 1 59 1 2 3 144
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 4 9 67
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 5 37 1 4 22 47
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 1 29 0 1 5 34
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 11 11 2 2 18 18
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 1 4 39
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 1 33
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 3 3 5 41
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 4 91
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 1 2 6 0 1 9 19
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 0 0 1 25
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 0 0 33
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 1 4 33
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 2 2 4 37
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 0 2 55
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 1 3 33
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 1 2 31
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 2 61
Total Working Papers 4 24 100 1,474 25 69 308 2,417

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 2 5 25
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 1 2 8 16
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 0 0 3 16
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 0 0 0 2 3 3
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 2 8 31
Financial markets and legal challenges to unconventional monetary policy 0 1 4 7 1 2 11 18
Forecasting euro area inflation using a huge panel of survey expectations 0 2 16 16 1 7 27 28
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 1 0 0 5 7
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 0 1 3 20
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 3 3 3 3 5 5 5 5
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 1 1 5 5
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 3 5 5
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 0 0 0 0 1 1
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 1 8 39 2 5 34 132
Modeling tail risks of inflation using unobserved component quantile regressions 0 1 2 9 0 2 9 31
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 2 6 35
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 2 2 3 9 3 6 19 43
Predicting Tail-Risks for the Italian Economy 0 1 1 1 1 2 2 2
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 0 2 3 5 5
Stochastic model specification in Markov switching vector error correction models 0 1 2 10 2 5 10 38
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 0 5 26
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 0 2 8 20
The regional transmission of uncertainty shocks on income inequality in the United States 0 1 1 12 0 3 4 34
Total Journal Articles 5 13 49 152 22 57 191 546

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 1 0 0 7 7
Total Chapters 0 0 1 1 0 0 7 7

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