Michael Pfarrhofer
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Pfarrhofer |
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WU Wirtschaftsuniversität Wien
/ Department Volkswirtschaft
Research profile
author of:
- Implications of macroeconomic volatility in the Euro area (RePEc:arx:papers:1801.02925)
by Niko Hauzenberger & Maximilian Bock & Michael Pfarrhofer & Anna Stelzer & Gregor Zens - The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions (RePEc:arx:papers:1802.05870)
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer-Steinnocher - A Bayesian panel VAR model to analyze the impact of climate change on high-income economies (RePEc:arx:papers:1804.01554)
by Florian Huber & Tam'as Krisztin & Michael Pfarrhofer - Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models (RePEc:arx:papers:1805.10822)
by Michael Pfarrhofer & Philipp Piribauer - Introducing shrinkage in heavy-tailed state space models to predict equity excess returns (RePEc:arx:papers:1805.12217)
by Florian Huber & Gregor Kastner & Michael Pfarrhofer - The transmission of uncertainty shocks on income inequality: State-level evidence from the United States (RePEc:arx:papers:1806.08278)
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer - Stochastic model specification in Markov switching vector error correction models (RePEc:arx:papers:1807.00529)
by Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner - Measuring international uncertainty using global vector autoregressions with drifting parameters (RePEc:arx:papers:1908.06325)
by Michael Pfarrhofer - Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy (RePEc:arx:papers:1911.06206)
by Niko Hauzenberger & Michael Pfarrhofer - The international effects of central bank information shocks (RePEc:arx:papers:1912.03158)
by Michael Pfarrhofer & Anna Stelzer - A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis (RePEc:arx:papers:2001.03935)
by Florian Huber & Michael Pfarrhofer & Philipp Piribauer - Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations (RePEc:arx:papers:2002.10274)
by Florian Huber & Gary Koop & Michael Pfarrhofer - Forecasts with Bayesian vector autoregressions under real time conditions (RePEc:arx:papers:2004.04984)
by Michael Pfarrhofer - Dynamic shrinkage in time-varying parameter stochastic volatility in mean models (RePEc:arx:papers:2005.06851)
by Florian Huber & Michael Pfarrhofer - Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession (RePEc:arx:papers:2007.15419)
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (RePEc:arx:papers:2008.12706)
by Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner - Sparse time-varying parameter VECMs with an application to modeling electricity prices (RePEc:arx:papers:2011.04577)
by Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini - On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty (RePEc:arx:papers:2011.14424)
by Niko Hauzenberger & Michael Pfarrhofer & Anna Stelzer - General Bayesian time-varying parameter VARs for predicting government bond yields (RePEc:arx:papers:2102.13393)
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer - Modeling tail risks of inflation using unobserved component quantile regressions (RePEc:arx:papers:2103.03632)
by Michael Pfarrhofer - Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs (RePEc:arx:papers:2103.04944)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:arx:papers:2110.03411)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Measuring Shocks to Central Bank Independence using Legal Rulings (RePEc:arx:papers:2202.12695)
by Stefan Griller & Florian Huber & Michael Pfarrhofer - Forecasting euro area inflation using a huge panel of survey expectations (RePEc:arx:papers:2207.12225)
by Florian Huber & Luca Onorante & Michael Pfarrhofer - Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model (RePEc:arx:papers:2401.10054)
by Luca Barbaglia & Lorenzo Frattarolo & Niko Hauzenberger & Dominik Hirschbuehl & Florian Huber & Luca Onorante & Michael Pfarrhofer & Luca Tiozzo Pezzoli - Nowcasting with Mixed Frequency Data Using Gaussian Processes (RePEc:arx:papers:2402.10574)
by Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer - Asymmetries in Financial Spillovers (RePEc:arx:papers:2410.16214)
by Florian Huber & Karin Klieber & Massimiliano Marcellino & Luca Onorante & Michael Pfarrhofer - General Seemingly Unrelated Local Projections (RePEc:arx:papers:2410.17105)
by Florian Huber & Christian Matthes & Michael Pfarrhofer - Bayesian nonparametric methods for macroeconomic forecasting (RePEc:baf:cbafwp:cbafwp24224)
by Massimiliano MARCELLINO & Michael PFARRHOFER - The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States (RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068)
by Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher - Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy (RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291)
by Niko Hauzenberger & Michael Pfarrhofer - Measuring the effectiveness of US monetary policy during the COVID‐19 recession (RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297)
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer - Stochastic model specification in Markov switching vector error correction models (RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7)
by Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O. - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael - Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model (RePEc:cpr:ceprdp:18549)
by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael - Bayesian nonparametric methods for macroeconomic forecasting (RePEc:cpr:ceprdp:18970)
by Marcellino, Massimiliano & Pfarrhofer, Michael - Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters (RePEc:cup:macdyn:v:27:y:2023:i:3:p:770-793_8)
by Pfarrhofer, Michael - Nowcasting in a pandemic using non-parametric mixed frequency VARs (RePEc:ecb:ecbwps:20212510)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Modeling tail risks of inflation using unobserved component quantile regressions (RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x)
by Pfarrhofer, Michael - Nowcasting in a pandemic using non-parametric mixed frequency VARs (RePEc:eee:econom:v:232:y:2023:i:1:p:52-69)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Financial markets and legal challenges to unconventional monetary policy (RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096)
by Griller, Stefan & Huber, Florian & Pfarrhofer, Michael - Forecasting euro area inflation using a huge panel of survey expectations (RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054)
by Huber, Florian & Onorante, Luca & Pfarrhofer, Michael - The regional transmission of uncertainty shocks on income inequality in the United States (RePEc:eee:jeborg:v:183:y:2021:i:c:p:887-900)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty (RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845)
by Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:fip:fedcwq:90366)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (RePEc:jrs:wpaper:202101)
by Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Stochastic model specification in Markov switching vector error correction models (RePEc:ris:sbgwpe:2018_003)
by Huber, Florian & Pfarrhofer, Michael & Zörner, Thomas O. - The transmission of uncertainty shocks on income inequality: State-level evidence from the United States (RePEc:ris:sbgwpe:2018_004)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - The dynamic impact of monetary policy on regional housing prices in the United States (RePEc:ris:sbgwpe:2018_007)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra - Measuring international uncertainty using global vector autoregressions with drifting parameters (RePEc:ris:sbgwpe:2019_003)
by Pfarrhofer, Michael - Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy (RePEc:ris:sbgwpe:2019_006)
by Pfarrhofer, Michael & Niko , Hauzenberger - Implications of macroeconomic volatility in the Euro area (RePEc:srk:srkwps:201880)
by Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:str:wpaper:2307)
by Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model (RePEc:taf:jnlbes:v:42:y:2024:i:4:p:1302-1317)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Implications of Macroeconomic Volatility in the Euro Area (RePEc:wiw:wiwwuw:wuwp261)
by Niko Hauzenberger & Maximilian Böck & Michael Pfarrhofer & Anna Stelzer & Gregor Zens - Implications of Macroeconomic Volatility in the Euro Area (RePEc:wiw:wus005:6246)
by Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor - The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions (RePEc:wiw:wus046:6065)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra - The transmission of uncertainty shocks on income inequality: State-level evidence from the United States (RePEc:wiw:wus046:6368)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - The dynamic impact of monetary policy on regional housing prices in the United States (RePEc:wiw:wus046:6658)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra - The regional transmission of uncertainty shocks on income inequality in the United States (RePEc:wiw:wus046:6774)
by Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael - General Bayesian time-varying parameter VARs for modeling government bond yields (RePEc:wiw:wus046:8006)
by Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael - APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs (RePEc:wly:iecrev:v:63:y:2022:i:4:p:1625-1658)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Tail Forecasting With Multivariate Bayesian Additive Regression Trees (RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models (RePEc:wly:japmet:v:36:y:2021:i:2:p:262-270)
by Florian Huber & Michael Pfarrhofer - General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields (RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87)
by Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer - A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis (RePEc:wly:jforec:v:39:y:2020:i:6:p:911-926)
by Florian Huber & Michael Pfarrhofer & Philipp Piribauer - Forecasts with Bayesian vector autoregressions under real time conditions (RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801)
by Michael Pfarrhofer