Michael Pfarrhofer
Universität Salzburg
H-index: 12
Europe-Austria
Top articles of Michael Pfarrhofer
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Financial markets and legal challenges to unconventional monetary policy | European Economic Review | Stefan Griller Florian Huber Michael Pfarrhofer | 2024/4 |
Nowcasting with mixed frequency data using Gaussian processes | arXiv preprint arXiv:2402.10574 | Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer | 2024/2/16 |
Investigating growth-at-risk using a multicountry nonparametric quantile factor model | Journal of Business & Economic Statistics | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2024/1/24 |
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model | arXiv preprint arXiv:2401.10054 | Luca Barbaglia Lorenzo Frattarolo Niko Hauzenberger Dominik Hirschbuehl Florian Huber | 2024/1/18 |
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs | Journal of Econometrics | Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner | 2023/1 |
Forecasts with Bayesian vector autoregressions under real time conditions | Journal of Forecasting | Michael Pfarrhofer | 2023/11 |
Measuring international uncertainty using global vector autoregressions with drifting parameters | Macroeconomic Dynamics | Michael Pfarrhofer | 2023 |
Forecasting euro area inflation using a huge panel of survey expectations | International Journal of Forecasting | Florian Huber Luca Onorante Michael Pfarrhofer | 2023/10/9 |
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns | Empirical Economics | Florian Huber Gregor Kastner Michael Pfarrhofer | 2023/5/29 |
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies | The Annals of Applied Statistics | Florian Huber Tamás Krisztin Michael Pfarrhofer | 2023/6 |
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields | Journal of Applied Econometrics | Manfred M Fischer Niko Hauzenberger Florian Huber Michael Pfarrhofer | 2023/1 |
Tail Forecasting with Multivariate Bayesian Additive Regression Trees | International Economic Review | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2023/8 |
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs | International Economic Review | Martin Feldkircher Florian Huber Gary Koop Michael Pfarrhofer | 2022/11 |
Modeling tail risks of inflation using unobserved component quantile regressions | Journal of Economic Dynamics and Control | Michael Pfarrhofer | 2022/7/11 |
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy | The Scandinavian Journal of Economics | Niko Hauzenberger Michael Pfarrhofer | 2021/12 |
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty | Journal of Economic Behavior & Organization | Niko Hauzenberger Michael Pfarrhofer Anna Stelzer | 2021/9/25 |
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession | Scottish Journal of Political Economy | Martin Feldkircher Florian Huber Michael Pfarrhofer | 2021/7 |
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models | Journal of Applied Econometrics | Florian Huber Michael Pfarrhofer | 2021/3 |
Stochastic model specification in Markov switching vector error correction models | Studies in Nonlinear Dynamics & Econometrics | Niko Hauzenberger Florian Huber Michael Pfarrhofer Thomas O Zörner | 2021/4/1 |
The dynamic impact of monetary policy on regional housing prices in the United States | Real Estate Economics | Manfred M Fischer Florian Huber Michael Pfarrhofer Petra Staufer‐Steinnocher | 2021/12 |
Co-Authors
