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Michael Pfarrhofer
Michael Pfarrhofer
Department of Economics, University of Salzburg
Verified email at plus.ac.at - Homepage
Title
Cited by
Cited by
Year
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner
Journal of Econometrics, 2020
322020
Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs
M Feldkircher, F Huber, M Pfarrhofer
Macroeconomic Forecasting in the Era of Big Data, 65-93, 2020
21*2020
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
M Feldkircher, F Huber, M Pfarrhofer
Scottish Journal of Political Economy 68 (3), 287-297, 2021
202021
The dynamic impact of monetary policy on regional housing prices in the United States
MM Fischer, F Huber, M Pfarrhofer, P Staufer-Steinnocher
Real Estate Economics 49 (4), 1039-1068, 2021
202021
The regional transmission of uncertainty shocks on income inequality in the United States
MM Fischer, F Huber, M Pfarrhofer
Journal of Economic Behavior & Organization 183, 887-900, 2019
14*2019
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
F Huber, G Koop, M Pfarrhofer
arXiv preprint arXiv:2002.10274, 2020
102020
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
M Pfarrhofer, P Piribauer
Spatial Statistics 29, 109-128, 2019
102019
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
M Feldkircher, F Huber, G Koop, M Pfarrhofer
International Economic Review, 2022
62022
Measuring international uncertainty using global vector autoregressions with drifting parameters
M Pfarrhofer
Macroeconomic Dynamics, 2022
62022
Tail Forecasting with Multivariate Bayesian Additive Regression Trees
TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer
FRB of Cleveland Working Paper 21 (08), 2021
62021
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
F Huber, M Pfarrhofer
Journal of Applied Econometrics 36 (2), 262-270, 2021
62021
Stochastic model specification in Markov switching vector error correction models
N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner
Studies in Nonlinear Dynamics & Econometrics 25 (2), 2021
62021
Implications of Macroeconomic Volatility in the Euro Area
N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens
European System Risk Board WP 80, 2019
52019
Modeling tail risks of inflation using unobserved component quantile regressions
M Pfarrhofer
Journal of Economic Dynamics and Control, 2022
2*2022
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
N Hauzenberger, M Pfarrhofer, A Stelzer
Journal of Economic Behavior & Organization 191, 822-845, 2021
22021
Forecasts with Bayesian vector autoregressions under real time conditions
M Pfarrhofer
arXiv preprint arXiv:2004.04984, 2020
22020
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis
F Huber, M Pfarrhofer, P Piribauer
Journal of Forecasting 39, 911–926, 2020
22020
General Bayesian time-varying parameter VARs for modeling government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
Journal of Applied Econometrics, 2022
1*2022
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
N Hauzenberger, M Pfarrhofer
Scandinavian Journal of Economics 123 (4), 1261-1291, 2021
12021
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer
arXiv preprint arXiv:2110.03411, 2021
12021
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