Michael Pfarrhofer
Universität Salzburg
H-index: 12
Europe-Austria
Top articles of Michael Pfarrhofer
Financial markets and legal challenges to unconventional monetary policy
European Economic Review
2024/4
Florian Huber
H-Index: 11
Michael Pfarrhofer
H-Index: 5
Nowcasting with mixed frequency data using Gaussian processes
arXiv preprint arXiv:2402.10574
2024/2/16
Niko Hauzenberger
H-Index: 3
Massimiliano Marcellino
H-Index: 40
Michael Pfarrhofer
H-Index: 5
Anna Stelzer
H-Index: 1
Investigating growth-at-risk using a multicountry nonparametric quantile factor model
Journal of Business & Economic Statistics
2024/1/24
Florian Huber
H-Index: 11
Gary Koop
H-Index: 41
Massimiliano Marcellino
H-Index: 40
Michael Pfarrhofer
H-Index: 5
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
arXiv preprint arXiv:2401.10054
2024/1/18
Forecasts with Bayesian vector autoregressions under real time conditions
Journal of Forecasting
2023/11
Michael Pfarrhofer
H-Index: 5
Forecasting euro area inflation using a huge panel of survey expectations
International Journal of Forecasting
2023/10/9
Florian Huber
H-Index: 11
Michael Pfarrhofer
H-Index: 5
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies
The Annals of Applied Statistics
2023/6
Florian Huber
H-Index: 11
Michael Pfarrhofer
H-Index: 5
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
Journal of Applied Econometrics
2023/1
Tail Forecasting with Multivariate Bayesian Additive Regression Trees
International Economic Review
2023/8
Florian Huber
H-Index: 11
Gary Koop
H-Index: 41
Massimiliano Marcellino
H-Index: 40
Michael Pfarrhofer
H-Index: 5
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Journal of Econometrics
2023/1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Macroeconomic Dynamics
2023
Michael Pfarrhofer
H-Index: 5
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Empirical Economics
2023/5/29
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
International Economic Review
2022/11
Modeling tail risks of inflation using unobserved component quantile regressions
Journal of Economic Dynamics and Control
2022/7/11
Michael Pfarrhofer
H-Index: 5
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
The Scandinavian Journal of Economics
2021/12
Niko Hauzenberger
H-Index: 3
Michael Pfarrhofer
H-Index: 5
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
Journal of Economic Behavior & Organization
2021/9/25
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
Scottish Journal of Political Economy
2021/7
Florian Huber
H-Index: 11
Michael Pfarrhofer
H-Index: 5
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
Journal of Applied Econometrics
2021/3
Florian Huber
H-Index: 11
Michael Pfarrhofer
H-Index: 5
Stochastic model specification in Markov switching vector error correction models
Studies in Nonlinear Dynamics & Econometrics
2021/4/1
The dynamic impact of monetary policy on regional housing prices in the United States
Real Estate Economics
2021/12
Florian Huber
H-Index: 11
Michael Pfarrhofer
H-Index: 5
Co-Authors
