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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/view/mpfarrho/home
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 Articles

Working papers

  1. Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Sep 2020.
  2. Michael Pfarrhofer, 2020. "Forecasts with Bayesian vector autoregressions under real time conditions," Papers 2004.04984, arXiv.org.
  3. Florian Huber & Michael Pfarrhofer, 2020. "Dynamic shrinkage in time-varying parameter stochastic volatility in mean models," Papers 2005.06851, arXiv.org.
  4. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
  5. Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2020. "Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession," Papers 2007.15419, arXiv.org.
  6. Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020. "A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis," Papers 2001.03935, arXiv.org.
  7. Michael Pfarrhofer, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers 1908.06325, arXiv.org, revised Dec 2019.
  8. Michael Pfarrhofer & Anna Stelzer, 2019. "The international effects of central bank information shocks," Papers 1912.03158, arXiv.org.
  9. Niko Hauzenberger & Michael Pfarrhofer, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers 1911.06206, arXiv.org, revised Sep 2020.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Michael Pfarrhofer & Philipp Piribauer, 2018. "Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models," Papers 1805.10822, arXiv.org.
  16. 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.

Articles

  1. Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020. "A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 911-926, September.

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. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.

    Cited by:

    1. Michael Pfarrhofer, 2020. "Forecasts with Bayesian vector autoregressions under real time conditions," Papers 2004.04984, arXiv.org.

  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.

  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.

    Cited by:

    1. Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain, 2020. "Spillover among financial, industrial and consumer uncertainties. The case of EU member states," International Review of Financial Analysis, Elsevier, vol. 70(C).
    2. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.

  4. 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. Michael Pfarrhofer, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers 1908.06325, arXiv.org, revised Dec 2019.
    2. Theophilopoulou, Angeliki, 2018. "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper 90448, University Library of Munich, Germany.

Articles

    Sorry, no citations of articles recorded.

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 16 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-MAC: Macroeconomics (7) 2018-08-20 2018-11-19 2018-11-19 2018-12-03 2019-11-25 2019-12-16 2020-08-31. Author is listed
  2. NEP-ECM: Econometrics (6) 2018-04-16 2018-06-25 2018-07-23 2019-08-26 2020-03-23 2020-09-14. Author is listed
  3. NEP-EEC: European Economics (5) 2018-08-20 2019-12-16 2020-02-03 2020-04-20 2020-05-25. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2020-02-03 2020-03-23 2020-04-20 2020-05-25 2020-09-14. Author is listed
  5. NEP-FOR: Forecasting (4) 2018-07-23 2020-02-03 2020-04-20 2020-05-25. Author is listed
  6. NEP-ORE: Operations Research (4) 2018-11-19 2020-02-03 2020-04-20 2020-05-25. Author is listed
  7. NEP-CBA: Central Banking (3) 2019-11-25 2019-12-16 2020-08-31
  8. NEP-MON: Monetary Economics (3) 2018-12-03 2019-12-16 2020-08-31
  9. NEP-FMK: Financial Markets (1) 2018-07-23
  10. NEP-INT: International Trade (1) 2019-08-26
  11. NEP-URE: Urban & Real Estate Economics (1) 2018-12-03

Corrections

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