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 1 6 58 0 1 11 115
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 1 1 33 0 1 3 72
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 0 0 2 53
Asymmetries in Financial Spillovers 3 5 19 19 5 9 32 32
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 0 0 0 1 1 2 2
Bayesian nonparametric methods for macroeconomic forecasting 3 4 15 29 3 4 24 62
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 0 0 3 38
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 0 1 8 57
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 0 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 0 1 37 0 1 4 37
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 2 4 27
General Bayesian time-varying parameter VARs for modeling government bond yields 1 1 1 47 1 2 5 48
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 1 3 31
General Seemingly Unrelated Local Projections 0 0 12 12 1 1 13 13
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 1 6 48 1 3 15 64
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 2 5 27
Implications of Macroeconomic Volatility in the Euro Area 1 2 2 7 1 3 6 100
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 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 0 7 7 0 1 5 5
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 19 0 1 4 11
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 0 4 68
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 22 0 0 3 58
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 1 1 11 47 3 4 29 64
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 1 59 0 1 3 144
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 2 9 67
Nowcasting with Mixed Frequency Data Using Gaussian Processes 1 1 4 38 4 6 24 51
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 4 20 20
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 31 0 3 5 41
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 1 1 2 34
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 0 2 6 1 1 10 20
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 26 0 2 4 37
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 2 5 34
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 1 1 3 56
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 2 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 1 2 31
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 3 33
Total Working Papers 10 17 105 1,484 28 69 322 2,445

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 0 1 5 25
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 1 3 9 17
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 2 2 5 18
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 0 0 1 1 4 4
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 1 3 9 32
Financial markets and legal challenges to unconventional monetary policy 0 0 4 7 0 1 11 18
Forecasting euro area inflation using a huge panel of survey expectations 1 2 15 17 1 5 26 29
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 1 0 0 4 7
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 1 1 4 21
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 4 4 4 1 6 6 6
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 1 2 6 6
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 1 5 5
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 1 1 1 1 2 2 3 3
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 8 39 0 2 33 132
Modeling tail risks of inflation using unobserved component quantile regressions 0 1 2 9 0 2 8 31
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 1 6 35
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 2 3 9 2 6 21 45
Predicting Tail-Risks for the Italian Economy 0 1 1 1 2 4 4 4
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 0 0 2 5 5
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 0 3 10 38
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 1 1 5 27
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 0 0 8 20
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 0 2 4 34
Total Journal Articles 3 11 50 155 16 51 201 562

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 2 2 1 1 8 8
Total Chapters 1 1 2 2 1 1 8 8

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