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Michael Pfarrhofer

Identifiers

  • name variant Michael Pfarrhofer 0.60 · backfill

Papers (30)

  1. A Bayesian Gaussian Process Dynamic Factor Model econ.EM · 2025 · author #4
  2. Large Bayesian VARs for Binary and Censored Variables econ.EM · 2025 · author #2
  3. General Seemingly Unrelated Local Projections econ.EM · 2024 · author #3
  4. Asymmetries in Financial Spillovers econ.EM · 2024 · author #5
  5. Nowcasting with Mixed Frequency Data Using Gaussian Processes econ.EM · 2024 · author #3
  6. Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model econ.EM · 2024 · author #7
  7. Forecasting euro area inflation using a huge panel of survey expectations econ.EM · 2022 · author #3
  8. Measuring Shocks to Central Bank Independence using Legal Rulings econ.GN · 2022 · author #3
  9. Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model econ.EM · 2021 · author #5
  10. Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs econ.EM · 2021 · author #4
  11. Modeling tail risks of inflation using unobserved component quantile regressions econ.EM · 2021 · author #1
  12. General Bayesian time-varying parameter VARs for predicting government bond yields econ.EM · 2021 · author #4
  13. On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty econ.GN · 2020 · author #2
  14. Sparse time-varying parameter VECMs with an application to modeling electricity prices econ.EM · 2020 · author #2
  15. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs econ.EM · 2020 · author #4
  16. Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession econ.EM · 2020 · author #3
  17. Dynamic shrinkage in time-varying parameter stochastic volatility in mean models econ.EM · 2020 · author #2
  18. Forecasts with Bayesian vector autoregressions under real time conditions econ.EM · 2020 · author #1
  19. Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations econ.EM · 2020 · author #3
  20. A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis econ.EM · 2020 · author #2
  21. High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks econ.EM · 2019 · author #1
  22. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy econ.EM · 2019 · author #2
  23. Measuring international uncertainty using global vector autoregressions with drifting parameters econ.EM · 2019 · author #1
  24. Stochastic model specification in Markov switching vector error correction models econ.EM · 2018 · author #3
  25. The transmission of uncertainty shocks on income inequality: State-level evidence from the United States econ.EM · 2018 · author #3
  26. Introducing shrinkage in heavy-tailed state space models to predict equity excess returns econ.EM · 2018 · author #3
  27. Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models econ.EM · 2018 · author #1
  28. A Bayesian panel VAR model to analyze the impact of climate change on high-income economies econ.EM · 2018 · author #3
  29. The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions econ.EM · 2018 · author #3
  30. Implications of macroeconomic volatility in the Euro area econ.EM · 2018 · author #3

Mentions

  • 2509.04928 #4 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1912.03158 #1 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2506.01422 #2 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1805.12217 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2410.16214 #5 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2402.10574 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2401.10054 #7 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2011.04577 #2 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2207.12225 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2202.12695 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2103.04944 #4 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2103.03632 #1 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2110.03411 #5 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2102.13393 #4 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1804.01554 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2008.12706 #4 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2011.14424 #2 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1911.06206 #2 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2007.15419 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2005.06851 #2 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2004.04984 #1 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2002.10274 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2001.03935 #2 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1908.06325 #1 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1807.00529 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1805.10822 #1 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1801.02925 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1806.08278 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 1802.05870 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer
  • 2410.17105 #3 · arxiv_oai · confidence 0.70 Michael Pfarrhofer

Frequent Coauthors