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 14 14 3 6 17 17
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 0 5 58 2 4 13 120
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 2 2 4 74
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 2 6 11 62
Asymmetries in Financial Spillovers 0 3 12 22 6 19 38 52
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 1 1 38 5 6 10 63
Bayesian nonparametric methods for macroeconomic forecasting 1 1 10 31 6 8 26 74
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 4 7 9 9
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 4 7 9 46
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 27 3 5 9 62
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 6 7 11 45
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 1 6 7 37
Forecasting euro area inflation using a huge panel of survey expectations 0 3 5 41 3 10 14 48
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 2 4 29
General Bayesian time-varying parameter VARs for modeling government bond yields 0 1 2 48 5 8 13 56
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 2 4 7 36
General Seemingly Unrelated Local Projections 0 0 1 12 10 14 20 28
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 0 6 48 4 6 20 71
Implications of Macroeconomic Volatility in the Euro Area 0 0 3 8 5 11 17 112
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 3 4 9 32
Implications of macroeconomic volatility in the Euro area 0 0 0 30 5 12 14 79
Implications of macroeconomic volatility in the Euro area 0 0 0 16 6 8 9 40
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 4 6 9 49
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 5 7 10 17
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 3 6 55
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 5 9 13 14
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 3 7 14 14
Measuring Shocks to Central Bank Independence using Legal Rulings 0 1 2 20 5 8 12 19
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 3 4 6 72
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 1 1 23 4 10 11 69
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 4 6 8 149
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 3 3 5 69
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 5 10 53 7 19 40 87
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 4 5 8 149
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 2 2 4 77
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 3 11 70
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 3 38 1 9 27 63
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 1 29 9 14 17 48
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 12 12 6 10 32 32
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 3 9 12 49
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 4 5 16 53
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 4 8 10 42
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 6 12 26
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 7 11 15 103
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 3 3 36
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 5 9 10 34
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 26 1 5 9 42
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 2 5 12 41
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 14 16 21 74
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 3 8 11 41
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 1 4 5 65
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 3 4 7 36
Total Working Papers 2 16 105 1,521 205 380 667 2,887

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 4 6 10 32
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 1 4 3 5 13 22
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 3 4 8 22
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 1 1 4 10 16 16
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 3 7 14 39
Financial markets and legal challenges to unconventional monetary policy 0 0 3 7 3 4 12 23
Forecasting euro area inflation using a huge panel of survey expectations 0 0 7 17 3 7 23 36
Forecasts with Bayesian vector autoregressions under real time conditions 1 1 2 2 1 2 6 10
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 1 1 7 7 8 13 30
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 0 1 5 5 8 11 18 18
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 2 2 6 6 12 12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 9 13 17 18
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 21 26 28 29
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 2 5 41 3 13 33 145
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 2 9 1 4 9 35
Nonparametric mixed frequency monitoring macro-at-risk 0 1 1 1 4 7 8 8
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 7 7 12 42
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 1 3 10 3 8 27 54
Predicting Tail-Risks for the Italian Economy 1 1 2 2 4 10 17 17
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 1 1 1 8 10 15 17
Stochastic model specification in Markov switching vector error correction models 0 0 2 10 5 7 16 45
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 5 6 10 33
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 4 7 14 30
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 5 9 13 43
Total Journal Articles 2 10 44 167 124 197 364 776

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 7 10 16
Total Chapters 0 0 1 2 0 7 10 16

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Statistics updated 2026-02-12