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 0 5 53 1 2 19 108
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 1 1 2 71
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 41 1 1 5 52
Asymmetries in Financial Spillovers 0 3 10 10 2 8 16 16
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 2 37 0 0 2 53
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 1 1 1 1
Bayesian nonparametric methods for macroeconomic forecasting 1 2 22 22 2 5 50 50
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 22 1 2 8 38
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 26 0 3 5 53
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 0 2 34
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 1 2 30
Forecasting euro area inflation using a huge panel of survey expectations 0 0 0 36 1 1 2 35
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 1 3 25
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 1 46 0 0 1 43
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 1 16 0 1 2 29
General Seemingly Unrelated Local Projections 0 11 11 11 1 8 9 9
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 1 2 43 1 2 4 52
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 5 1 2 4 96
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 2 2 24
Implications of macroeconomic volatility in the Euro area 0 0 0 16 1 1 1 32
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 0 0 65
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 0 40
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 1 2 3 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 2 36 2 2 5 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 0 2 3 3 3
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 0 18 1 1 1 8
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 22 0 1 5 58
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 26 2 3 5 68
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 48 1 1 6 142
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 1 2 4 65
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 2 5 30 45 5 11 37 52
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 1 3 74
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 58 1 1 4 142
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 3 3 61
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 35 35 1 6 36 37
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 28 1 1 3 32
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 30 1 3 7 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 2 2 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 1 1 1 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 3 89
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 1 1 8 15
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 0 24
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 1 30
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 26 2 2 3 35
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 2 2 2 55
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 2 3 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 1 1 31
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 1 1 2 30
Total Working Papers 5 23 128 1,421 49 98 291 2,269

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 1 4 23
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 1 2 3 10
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 1 1 0 1 5 14
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 5 1 1 5 26
Financial markets and legal challenges to unconventional monetary policy 1 1 5 5 2 4 13 13
Forecasting euro area inflation using a huge panel of survey expectations 1 6 11 11 3 8 16 16
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 0 1 1 5 5
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 2 6 0 0 5 17
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 1 2 2
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 0 0 0 1 1 1
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 4 7 37 2 8 26 114
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 7 1 1 7 27
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 10 1 2 6 31
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 1 2 7 0 2 5 27
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 0 0 2 2 2
Stochastic model specification in Markov switching vector error correction models 0 0 1 8 2 3 4 31
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 3 7 1 1 10 24
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 1 1 9 17
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 3 11 1 1 7 31
Total Journal Articles 3 12 40 126 19 41 135 431

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 1 1 0 6 6 6
Total Chapters 0 1 1 1 0 6 6 6

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Statistics updated 2025-03-03