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 1 18 18 0 3 27 27
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 1 3 60 1 5 13 127
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 3 7 78
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 1 6 18 71
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 2 23 25 25 2 8 16 16
Asymmetries in Financial Spillovers 0 0 15 29 0 2 40 63
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 1 3 12 67
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 0 0 0 1 1 1
Bayesian nonparametric methods for macroeconomic forecasting 0 2 9 34 1 8 29 87
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 1 2 15 16
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 27 0 2 8 64
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 1 1 23 0 5 14 52
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 5 15 51
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 1 3 9 40
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 42 0 2 18 54
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 1 4 9 34
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 0 3 15 61
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 10 40
General Seemingly Unrelated Local Projections 1 1 3 15 1 4 28 40
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 1 2 49 0 2 13 74
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 3 11 36
Implications of macroeconomic volatility in the Euro area 0 0 0 30 2 4 18 84
Implications of macroeconomic volatility in the Euro area 0 1 1 17 1 2 11 43
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 2 11 52
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 2 6 12 63
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 3 15 23
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 3 15 19
Large Bayesian VARs for Binary and Censored Variables 0 0 1 8 0 4 16 20
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 1 6 19 29
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 1 5 73
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 1 5 21 79
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 1 2 11 154
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 1 7 13 78
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 0 0 0 0 0 0 0 0
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 8 54 0 3 33 93
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 1 1 1 79 1 6 9 84
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 3 13 156
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 3 13 78
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 1 2 39 2 14 38 83
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 0 4 21 54
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 1 12 0 7 24 40
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 6 18 56
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 5 14 47
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 2 4 20 58
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 2 13 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 6 22 112
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 2 7 40
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 4 22 47
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 3 16 48
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 0 2 15 50
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 1 3 25 80
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 1 12 0 2 9 39
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 1 8 69
Total Working Papers 4 35 107 1,574 29 202 861 3,237

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 13 37
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 0 5 14 28
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 0 5 12 28
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 1 1 2 2 1 2 17 20
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 1 7 19 48
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 0 7 15 32
Forecasting euro area inflation using a huge panel of survey expectations 0 0 3 18 0 6 23 47
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 2 0 2 7 14
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 1 5 17 37
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 5 5 0 1 20 20
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 1 5 17 21
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 2 20 24
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 0 2 32 33
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 2 41 3 9 30 160
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 1 9 0 1 8 37
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 0 1 13 13
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 1 1 1 2 5 8 8
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 0 9 43
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 1 1 4 11 1 5 22 61
Predicting Tail-Risks for the Italian Economy 0 0 2 2 0 5 24 24
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 0 2 17 20
Stochastic model specification in Markov switching vector error correction models 1 1 2 12 2 6 17 52
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 0 8 19 45
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 0 3 18 38
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 12 0 2 16 48
Total Journal Articles 4 5 30 174 13 98 427 938

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

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