Michael Pfarrhofer
Cited by
Cited by
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner
Journal of Econometrics, 2020
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
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, 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
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
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
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
M Pfarrhofer, P Piribauer
Spatial Statistics 29, 109-128, 2019
Measuring international uncertainty using global vector autoregressions with drifting parameters
M Pfarrhofer
arXiv preprint arXiv:1908.06325, 2019
Implications of Macroeconomic Volatility in the Euro Area
N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens
arXiv preprint arXiv:1801.02925, 2018
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
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
F Huber, M Pfarrhofer
Journal of Applied Econometrics 36 (2), 262-270, 2021
Forecasts with Bayesian vector autoregressions under real time conditions
M Pfarrhofer
arXiv preprint arXiv:2004.04984, 2020
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
N Hauzenberger, M Pfarrhofer
The Scandinavian Journal of Economics, 2021
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
N Hauzenberger, M Pfarrhofer, A Stelzer
arXiv preprint arXiv:2011.14424, 2020
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
Tail Forecasting with Multivariate Bayesian Additive Regression Trees
TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer
FRB of Cleveland Working Paper, 2021
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
M Feldkircher, F Huber, G Koop, M Pfarrhofer
arXiv preprint arXiv:2103.04944, 2021
Tail forecasts of inflation using time-varying parameter quantile regressions
M Pfarrhofer
arXiv preprint arXiv:2103.03632, 2021
General Bayesian time-varying parameter VARs for predicting government bond yields
MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer
arXiv preprint arXiv:2102.13393, 2021
Sparse time-varying parameter VECMs with an application to modeling electricity prices
N Hauzenberger, M Pfarrhofer, L Rossini
arXiv preprint arXiv:2011.04577, 2020
The system can't perform the operation now. Try again later.
Articles 1–20