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Michael Pfarrhofer

Personal Details

First Name:Michael
Middle Name:
Last Name:Pfarrhofer
Suffix:
RePEc Short-ID:ppf31
https://sites.google.com/site/mpfarrho/
Twitter: @mpfarrho

Affiliation

Bereich Volkswirtschaftslehre
Paris-Lodron Universität Salzburg

Salzburg, Austria
https://www.uni-salzburg.at/index.php?id=31318

: +43 662 8044-3770
+43 662 8044-3770
Residenzplatz 9, 5010 Salzburg
RePEc:edi:iwsbgat (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Michael Pfarrhofer, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers 1908.06325, arXiv.org.
  2. Huber, Florian & Pfarrhofer, Michael & Zörner, Thomas O., 2018. "Stochastic model specification in Markov switching vector error correction models," Working Papers in Economics 2018-3, University of Salzburg.
  3. Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor, 2018. "Implications of macroeconomic volatility in the Euro area," ESRB Working Paper Series 80, European Systemic Risk Board.
  4. Michael Pfarrhofer & Philipp Piribauer, 2018. "Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models," Papers 1805.10822, arXiv.org.
  5. Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Economics 2018-4, University of Salzburg, revised 10 Jan 2019.
  6. Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2018. "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Papers 1805.12217, arXiv.org, revised Jul 2019.
  7. Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Economics 2018-7, University of Salzburg.
  8. Florian Huber & Michael Pfarrhofer, 2018. "Dealing with cross-country heterogeneity in panel VARs using finite mixture models," Papers 1804.01554, arXiv.org, revised Mar 2019.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Economics 2018-4, University of Salzburg, revised 10 Jan 2019.

    Cited by:

    1. Theophilopoulou, Angeliki, 2018. "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper 90448, University Library of Munich, Germany.

  2. Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018. "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Economics 2018-7, University of Salzburg.

    Cited by:

    1. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2018-04-16 2018-06-25 2018-07-23 2019-08-26. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2018-08-20 2018-11-19 2018-11-19 2018-12-03. Author is listed
  3. NEP-EEC: European Economics (1) 2018-08-20
  4. NEP-FMK: Financial Markets (1) 2018-07-23
  5. NEP-FOR: Forecasting (1) 2018-07-23
  6. NEP-INT: International Trade (1) 2019-08-26
  7. NEP-MON: Monetary Economics (1) 2018-12-03
  8. NEP-ORE: Operations Research (1) 2018-11-19
  9. NEP-URE: Urban & Real Estate Economics (1) 2018-12-03

Corrections

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