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 multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 1 2 31 31 3 6 23 23
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 1 2 25 25 4 8 26 26
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 13 13 1 3 10 10
Dealing with cross-country heterogeneity in panel VARs using finite mixture models 0 0 3 23 4 4 17 34
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 1 10 20 20 2 13 15 15
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 11 2 2 8 19
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 39 39 1 2 7 7
Implications of macroeconomic volatility in the Euro area 0 0 1 13 2 2 10 18
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 4 49 0 0 11 34
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 2 14 14 0 3 21 22
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 3 3 3 3 9 9 9 9
Stochastic model specification in Markov switching vector error correction models 0 0 3 18 0 0 9 21
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 24 0 2 10 19
The international effects of central bank information shocks 0 2 35 35 0 5 22 22
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 1 3 14 2 6 20 36
Total Working Papers 6 22 195 332 30 65 218 315


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 1 1 1 1 1 1 1 1
Total Journal Articles 1 1 1 1 1 1 1 1


Statistics updated 2020-09-04