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 12 18 0 2 26 29
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 1 1 3 61 1 1 13 128
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 33 0 1 7 79
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 0 2 20 73
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 1 2 27 27 4 7 23 23
Asymmetries in Financial Spillovers 0 1 11 30 1 4 35 67
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 2 12 69
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 6 6 6 0 5 6 6
Bayesian nonparametric methods for macroeconomic forecasting 0 0 5 34 0 0 25 87
Bayesian nonparametric methods for macroeconomic forecasting 1 1 1 1 1 1 15 17
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 23 2 4 18 56
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 27 0 1 8 65
Conditional projection methods for large-scale Bayesian VARs 10 10 10 10 3 4 4 4
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 0 6 6 6 3 6 6 6
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 1 16 52
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 1 10 41
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 42 0 3 20 57
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 2 9 36
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 1 48 0 1 14 62
General Bayesian time-varying parameter VARs for predicting government bond yields 0 1 1 17 0 1 10 41
General Seemingly Unrelated Local Projections 1 2 5 17 1 5 32 45
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 3 4 52 1 5 15 79
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 0 1 10 37
Implications of Macroeconomic Volatility in the Euro Area 0 0 1 8 0 4 17 117
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 1 18 85
Implications of macroeconomic volatility in the Euro area 0 0 1 17 1 1 12 44
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 0 11 52
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 1 16 24
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 4 16 67
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 2 17 21
Large Bayesian VARs for Binary, Censored and Count Variables 0 1 2 9 0 2 17 22
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 0 1 19 30
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 0 3 24 82
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 0 11 154
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 2 15 80
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 0 10 10 10 1 9 9 9
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 7 54 1 2 31 95
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 0 12 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 79 0 1 10 85
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 2 13 80
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 1 39 2 3 35 86
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 1 4 24 58
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 1 12 0 2 22 42
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 2 19 58
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 1 14 48
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 1 18 59
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 1 1 79 1 2 23 114
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 1 13 33
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 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 8 41
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 0 1 14 51
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 0 14 48
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 1 25 81
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 1 12 1 1 9 40
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 0 7 1 2 11 44
Total Working Papers 16 45 129 1,619 28 117 906 3,354

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 0 12 37
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 1 1 2 5 1 2 13 30
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 0 2 12 30
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 2 2 1 4 20 24
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 1 2 18 50
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 2 4 18 36
Forecasting euro area inflation using a huge panel of survey expectations 0 0 1 18 2 3 21 50
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 1 4 20 41
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 1 1 16 22
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 1 1 1 1 2 3 22 27
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 0 1 0 0 30 33
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 1 3 42 0 3 31 163
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 9 0 2 8 39
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 0 3 16 16
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 1 1 2 2 1 3 11 11
Nowcasting in a pandemic using non-parametric mixed frequency VARs 3 3 3 14 3 4 12 47
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 2 11 1 3 19 64
Predicting Tail-Risks for the Italian Economy 0 0 1 2 2 4 24 28
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 0 1 16 21
Stochastic model specification in Markov switching vector error correction models 1 1 3 13 2 4 18 56
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 2 10 1 4 22 49
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 0 2 20 40
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 12 2 3 17 51
Total Journal Articles 7 9 27 178 23 61 423 979
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 0 2 1 2 15 23
Total Chapters 0 0 0 2 1 2 15 23

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