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Details about Michael Pfarrhofer

E-mail:
Homepage:https://sites.google.com/view/mpfarrho/home
Workplace:Bereich Volkswirtschaftslehre (Department of Economics), Paris-Lodron Universität Salzburg (Salzburg University), (more information at EDIRC)

Access statistics for papers by Michael Pfarrhofer.

Last updated 2020-10-10. Update your information in the RePEc Author Service.

Short-id: ppf31


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Working Papers

2020

  1. A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis
    Papers, arXiv.org Downloads
    See also Journal Article in Journal of Forecasting (2020)
  2. Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
    Papers, arXiv.org Downloads View citations (3)
  3. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
    Papers, arXiv.org Downloads
  4. Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
    Papers, arXiv.org Downloads
  5. Forecasts with Bayesian vector autoregressions under real time conditions
    Papers, arXiv.org Downloads View citations (1)
  6. Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
    Papers, arXiv.org Downloads
  7. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
    Papers, arXiv.org Downloads

2019

  1. Dealing with cross-country heterogeneity in panel VARs using finite mixture models
    Papers, arXiv.org Downloads
  2. Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
    Papers, arXiv.org Downloads
  3. Measuring international uncertainty using global vector autoregressions with drifting parameters
    Papers, arXiv.org Downloads View citations (1)
  4. The international effects of central bank information shocks
    Papers, arXiv.org Downloads
  5. The transmission of uncertainty shocks on income inequality: State-level evidence from the United States
    Working Papers in Economics, University of Salzburg Downloads View citations (3)

2018

  1. Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
    Papers, arXiv.org Downloads View citations (2)
  2. Implications of macroeconomic volatility in the Euro area
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (1)
  3. Stochastic model specification in Markov switching vector error correction models
    Working Papers in Economics, University of Salzburg Downloads
  4. The dynamic impact of monetary policy on regional housing prices in the United States
    Working Papers in Economics, University of Salzburg Downloads View citations (4)

Journal Articles

2020

  1. A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis
    Journal of Forecasting, 2020, 39, (6), 911-926 Downloads
    See also Working Paper (2020)
 
Page updated 2020-12-02