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 0 18 18 1 1 28 28
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 1 2 60 0 3 12 127
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 0 7 78
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 0 2 18 71
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 1 24 26 26 2 6 18 18
Asymmetries in Financial Spillovers 0 0 14 29 0 0 38 63
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 1 10 67
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 0 0 1 2 2 2
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 2 15 16
Bayesian nonparametric methods for macroeconomic forecasting 0 0 8 34 0 1 28 87
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 23 1 1 15 53
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 27 1 1 8 65
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 0 0 0 0 0 0 0 0
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 0 15 51
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 1 9 40
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 42 0 0 18 54
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 1 8 34
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 0 1 14 61
General Bayesian time-varying parameter VARs for predicting government bond yields 1 1 1 17 1 3 11 41
General Seemingly Unrelated Local Projections 1 2 4 16 1 2 29 41
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 2 3 50 1 2 14 75
Implications of Macroeconomic Volatility in the Euro Area 0 0 3 8 0 0 16 113
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 0 0 11 36
Implications of macroeconomic volatility in the Euro area 0 1 1 17 0 2 11 43
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 2 18 84
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 1 11 52
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 3 12 63
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 16 20
Large Bayesian VARs for Binary and Censored Variables 0 0 1 8 0 0 15 20
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 0 3 19 29
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 0 3 21 79
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 0 5 73
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 1 11 154
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 1 13 78
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 3 3 3 3 0 0 0 0
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 8 54 0 1 33 93
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 0 13 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 79 0 2 9 84
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 1 11 78
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 1 2 39 1 8 38 84
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 1 1 21 55
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 1 12 1 4 25 41
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 2 18 57
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 2 20 58
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 1 2 15 48
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 0 13 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 22 113
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 2 22 47
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 1 7 40
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 1 1 16 51
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 2 16 48
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 1 25 80
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 0 10 42
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 8 69
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 12 0 0 9 39
Total Working Papers 7 36 111 1,581 17 81 862 3,254

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 13 37
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 1 3 14 29
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 1 2 13 29
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 1 2 2 0 1 17 20
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 1 3 19 49
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 1 3 16 33
Forecasting euro area inflation using a huge panel of survey expectations 0 0 2 18 0 1 20 47
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 2 0 0 7 14
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 2 5 19 39
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 0 2 17 21
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 1 20 25
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 0 0 32 33
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 2 41 1 9 31 161
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 9 0 0 6 37
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 2 2 15 15
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 1 1 1 3 9 9
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 1 1 10 44
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 1 4 11 2 4 23 63
Predicting Tail-Risks for the Italian Economy 0 0 1 2 0 3 23 24
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 1 1 18 21
Stochastic model specification in Markov switching vector error correction models 0 1 2 12 0 2 16 52
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 1 3 20 46
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 2 2 20 40
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 12 0 1 14 48
Total Journal Articles 0 5 22 169 18 53 412 936
1 registered items for which data could not be found

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 2 0 2 14 21
Total Chapters 0 0 1 2 0 2 14 21

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