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 panel VAR model to analyze the impact of climate change on high-income economies 0 1 4 34 0 3 11 60
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 0 0 14 69
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 1 8 38 0 1 18 40
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 4 32 1 1 9 48
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 6 21 0 0 9 29
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 2 23 0 0 7 30
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 1 4 27
Forecasting euro area inflation using a huge panel of survey expectations 1 22 22 22 2 7 8 8
Forecasts with Bayesian vector autoregressions under real time conditions 1 1 2 47 1 1 2 21
General Bayesian time-varying parameter VARs for predicting government bond yields 1 2 5 12 1 2 9 24
Implications of macroeconomic volatility in the Euro area 0 0 0 16 1 1 3 31
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 1 1 3 39
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 2 10 29 0 4 23 32
Measuring Shocks to Central Bank Independence using Legal Rulings 0 0 18 18 0 0 6 6
Measuring international uncertainty using global vector autoregressions with drifting parameters 1 2 2 20 1 4 8 44
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 8 44 0 0 29 131
Modeling tail risks of inflation using unobserved component quantile regressions 3 5 14 31 4 9 37 56
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 1 1 9 54 5 9 39 124
Nowcasting in a pandemic using non-parametric mixed frequency VARs 1 1 2 50 1 1 6 54
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 1 2 26 0 1 5 25
Sparse time-varying parameter VECMs with an application to modeling electricity prices 1 1 1 25 1 1 5 27
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 5 31
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 3 9 74 2 7 26 71
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 24 0 0 2 31
The international effects of central bank information shocks 2 2 2 40 2 2 8 46
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 16 0 0 4 54
Total Working Papers 13 45 130 808 23 56 300 1,158


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 1 1 4 15
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 0 0 0 1 5 5
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 3 0 0 6 17
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 2 2 10 17 4 8 36 54
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 1 1 1 1 8 8
Stochastic model specification in Markov switching vector error correction models 0 0 1 4 0 2 7 20
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 0 0 0 0 3 3
The regional transmission of uncertainty shocks on income inequality in the United States 1 1 3 5 2 2 8 16
Total Journal Articles 3 3 16 32 8 15 77 138


Statistics updated 2022-11-05