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 18 18 1 2 29 29
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 0 0 2 60 0 1 12 127
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 33 1 1 7 79
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 2 3 20 73
Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer) 0 3 26 26 1 5 19 19
Asymmetries in Financial Spillovers 1 1 14 30 3 3 39 66
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 3 12 69
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 6 6 6 6 4 5 6 6
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 1 15 16
Bayesian nonparametric methods for macroeconomic forecasting 0 0 8 34 0 1 28 87
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 1 23 1 2 16 54
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 0 0 0 0 1 1 1 1
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 6 6 6 6 3 3 3 3
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 1 16 52
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 1 2 10 41
Forecasting euro area inflation using a huge panel of survey expectations 0 0 5 42 3 3 20 57
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 2 3 9 36
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 2 48 1 1 15 62
General Bayesian time-varying parameter VARs for predicting government bond yields 0 1 1 17 0 2 11 41
General Seemingly Unrelated Local Projections 0 2 4 16 3 5 32 44
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 2 3 51 3 4 15 78
Implications of Macroeconomic Volatility in the Euro Area 0 0 2 8 4 4 18 117
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 1 11 37
Implications of macroeconomic volatility in the Euro area 0 0 0 30 1 3 18 85
Implications of macroeconomic volatility in the Euro area 0 0 1 17 0 1 11 43
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 0 36 4 6 16 67
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 17 21
Large Bayesian VARs for Binary and Censored Variables 1 1 2 9 2 2 17 22
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 1 20 1 2 19 30
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 1 23 3 4 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 1 11 154
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 2 3 15 80
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 7 10 10 10 8 8 8 8
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 0 8 54 1 1 33 94
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 79 1 2 10 85
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 0 50 1 1 12 79
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 2 39 0 3 37 84
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 0 29 2 3 23 57
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 0 1 12 1 2 24 42
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 2 19 58
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 1 15 48
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 1 3 18 59
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 22 113
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 1 1 14 33
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 1 8 41
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 1 22 47
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 1 15 48
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 27 0 1 14 51
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 1 2 26 81
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 1 12 0 0 8 39
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 1 1 10 43
Total Working Papers 22 33 129 1,603 72 118 909 3,326

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 1 12 37
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 0 1 13 29
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 1 1 2 14 30
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 1 2 2 3 4 20 23
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 0 6 0 2 18 49
Financial markets and legal challenges to unconventional monetary policy 0 0 0 7 1 2 16 34
Forecasting euro area inflation using a huge panel of survey expectations 0 0 2 18 1 1 20 48
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 40
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 2 0 1 16 21
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 1 20 25
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 1 1 0 0 32 33
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 1 3 42 2 6 31 163
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 9 2 2 8 39
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 1 3 16 16
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 1 1 1 4 10 10
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 1 9 44
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 1 2 11 0 3 20 63
Predicting Tail-Risks for the Italian Economy 0 0 1 2 2 2 24 26
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 0 1 2 12 2 4 16 54
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 2 10 2 3 22 48
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 1 1 15 49
Total Journal Articles 2 6 22 171 20 51 415 956
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 1 2 1 2 15 22
Total Chapters 0 0 1 2 1 2 15 22

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