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 5 27 27
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 1 1 4 60 2 4 13 126
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 1 33 0 4 7 78
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 1 6 18 70
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 21 23 23 23 2 14 14 14
Asymmetries in Financial Spillovers 0 0 18 29 0 2 43 63
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 3 11 66
Bayesian nonparametric methods for macroeconomic forecasting 0 3 9 34 0 9 29 86
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 1 3 14 15
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 6 14 52
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 0 5 16 51
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 2 8 39
Forecasting euro area inflation using a huge panel of survey expectations 0 1 6 42 0 6 19 54
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 4 8 33
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 1 4 16 61
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 3 10 39
General Seemingly Unrelated Local Projections 0 2 3 14 0 7 28 39
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 1 3 49 1 3 16 74
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 0 4 12 36
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 30 0 2 16 82
Implications of macroeconomic volatility in the Euro area 1 1 1 17 1 2 10 42
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 3 11 52
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 1 6 10 61
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 4 14 22
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 4 15 19
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 0 5 20 20
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 2 6 18 28
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 2 6 20 78
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 0 48 0 3 10 153
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 8 12 77
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 8 54 1 5 36 93
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 5 8 83
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 0 5 14 156
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 3 15 78
Nowcasting with Mixed Frequency Data Using Gaussian Processes 1 1 2 39 5 15 38 81
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 0 6 21 54
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 1 12 3 7 24 40
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 7 18 56
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 1 5 14 47
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 2 18 56
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 6 0 2 14 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 7 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 1 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 21 46
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 1 4 15 47
The dynamic impact of monetary policy on regional housing prices in the United States 0 1 1 27 0 5 15 50
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 2 24 79
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 2 8 69
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 1 12 0 3 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
Total Working Papers 25 38 120 1,570 34 237 859 3,207

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 2 13 36
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 2 6 14 28
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 1 5 12 28
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 1 1 0 3 18 19
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 1 7 18 47
Financial markets and legal challenges to unconventional monetary policy 0 0 1 7 2 8 16 32
Forecasting euro area inflation using a huge panel of survey expectations 0 0 4 18 1 9 26 47
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 1 2 0 3 7 14
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 1 7 2 5 17 36
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 7 16 20
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 4 22 24
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 0 3 32 33
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 0 0 3 41 5 11 30 157
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 4 13 13
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 0 0 0 6 6 6
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 0 10 43
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 3 10 1 5 23 60
Predicting Tail-Risks for the Italian Economy 0 0 2 2 3 7 24 24
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 0 3 18 20
Stochastic model specification in Markov switching vector error correction models 0 1 2 11 0 5 17 50
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 1 9 2 9 19 45
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 1 7 0 6 20 38
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 1 12 1 4 17 48
Total Journal Articles 1 2 31 170 22 124 436 925

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 1 13 20
Total Chapters 0 0 1 2 1 1 13 20

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