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 14 14 14 1 12 12 12
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 0 5 58 0 1 10 116
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 3 6 8 59
Asymmetries in Financial Spillovers 1 4 13 20 4 10 29 37
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 1 1 1 38 1 1 5 58
Bayesian nonparametric methods for macroeconomic forecasting 0 4 10 30 1 8 22 67
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 1 2 2
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 2 2 9 59
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 0 1 3 39
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 3 5 39
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 1 1 3 32
Forecasting euro area inflation using a huge panel of survey expectations 3 4 5 41 6 7 10 44
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 1 1 4 28
General Bayesian time-varying parameter VARs for modeling government bond yields 1 2 2 48 2 3 7 50
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 5 33
General Seemingly Unrelated Local Projections 0 0 12 12 1 3 14 15
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 6 48 0 2 15 65
Implications of Macroeconomic Volatility in the Euro Area 0 2 3 8 3 5 10 104
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 3 7 29
Implications of macroeconomic volatility in the Euro area 0 0 0 16 2 2 3 34
Implications of macroeconomic volatility in the Euro area 0 0 0 30 4 4 6 71
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 2 3 43
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 2 4 6 12
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 1 2 4 53
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 3 4 8 8
Large Bayesian VARs for Binary and Censored Variables 0 1 8 8 0 2 7 7
Measuring Shocks to Central Bank Independence using Legal Rulings 1 1 2 20 3 3 7 14
Measuring international uncertainty using global vector autoregressions with drifting parameters 1 1 1 23 5 6 7 64
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 1 1 4 69
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 0 2 143
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 0 2 8 48 3 10 30 71
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 1 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 0 0 9 67
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 1 3 38 3 10 26 57
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 1 29 1 1 4 35
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 1 12 12 2 6 24 24
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 2 3 7 42
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 1 2 34
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 8 13 49
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 3 8 22
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 3 7 94
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 1 1 2 26
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 1 1 34
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 3 3 7 40
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 3 7 36
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 2 5 7 60
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 4 4 7 37
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 1 3 62
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 2 4 33
Total Working Papers 8 39 115 1,513 80 170 416 2,587

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 27
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 0 1 9 17
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 0 2 5 18
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 1 1 1 3 6 9 9
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 2 8 33
Financial markets and legal challenges to unconventional monetary policy 0 0 3 7 1 2 11 20
Forecasting euro area inflation using a huge panel of survey expectations 0 1 12 17 4 5 25 33
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 1 0 1 4 8
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 1 1 1 7 1 3 6 23
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 2 5 5 2 4 9 9
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 0 1 6 6
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 3 3 7 8
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 1 1 1 4 6 7 7
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 6 39 3 3 29 135
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 2 9 1 1 6 32
Nonparametric mixed frequency monitoring macro-at-risk 1 1 1 1 2 3 3 3
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 0 6 35
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 3 9 3 6 24 49
Predicting Tail-Risks for the Italian Economy 0 0 1 1 2 7 9 9
Sparse time-varying parameter VECMs with an application to modeling electricity prices 1 1 1 1 2 4 9 9
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 0 0 10 38
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 1 2 5 28
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 1 1 7 0 3 7 23
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 3 3 7 37
Total Journal Articles 4 9 47 161 37 70 226 616

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 1 2 2 3 5 12 12
Total Chapters 0 1 2 2 3 5 12 12

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