Citation profile for Michael Pfarrhofer

Michael Pfarrhofer : Citation Profile

WU Wirtschaftsuniversität Wien

H index

i10 index

119

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 23
   Journals where Michael Pfarrhofer has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 12 (9.16 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppf31
   Updated: 2024-01-16    RAS profile: 2023-08-31
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Relations with other researchers

Works with:

Huber, Florian (30)

Koop, Gary (9)

Fischer, Manfred (7)

Hauzenberger, Niko (5)

onorante, luca (5)

Marcellino, Massimiliano (4)

Clark, Todd (4)

Feldkircher, Martin (4)

Piribauer, Philipp (2)

Zoerner, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Pfarrhofer.

Is cited by:

Huber, Florian (23)

Korobilis, Dimitris (10)

Koop, Gary (6)

Hauzenberger, Niko (6)

Marcellino, Massimiliano (5)

GUPTA, RANGAN (5)

Maheu, John (4)

La Cava, Gianni (4)

Ng, Serena (3)

Mitchell, James (3)

Claveria, Oscar (2)

Cites to:

Huber, Florian (94)

Koop, Gary (67)

Kastner, Gregor (41)

Korobilis, Dimitris (38)

Feldkircher, Martin (37)

Clark, Todd (30)

Giannone, Domenico (26)

onorante, luca (26)

Strachan, Rodney (21)

Gürkaynak, Refet (21)

Castelnuovo, Efrem (21)

Main data

Where Michael Pfarrhofer has published?

Journals with more than one article published	# docs
Journal of Applied Econometrics	2
International Economic Review	2
Journal of Economic Behavior & Organization	2

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	24
Working Papers in Regional Science / WU Vienna University of Economics and Business	5

Recent works citing Michael Pfarrhofer (2024 and 2023)

Year	Title of citing document
2023	Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers \|\| Download paper
2023	Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers \|\| Download paper
2023	Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers \|\| Download paper
2023	Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers \|\| Download paper
2023	Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers \|\| Download paper
2023	Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers \|\| Download paper
2023	Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers \|\| Download paper
2023	Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers \|\| Download paper
2023	Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991. Full description at Econpapers \|\| Download paper
2023	Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers \|\| Download paper
2023	BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers \|\| Download paper
2023	Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers \|\| Download paper
2023	From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers \|\| Download paper
2023	Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers \|\| Download paper
2023	Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers \|\| Download paper
2023	Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245. Full description at Econpapers \|\| Download paper
2023	Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers \|\| Download paper
2023	A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. Full description at Econpapers \|\| Download paper
2023	The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers \|\| Download paper
2023	Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers \|\| Download paper
2023	Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers \|\| Download paper
2023	Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767. Full description at Econpapers \|\| Download paper
2023	Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers \|\| Download paper
2023	Are Phillips curves in CESEE still alive and well behaved?. (2023). Huber, Florian ; Schreiner, Josef. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2023:i:q3/23:b:1. Full description at Econpapers \|\| Download paper
2023	Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06. Full description at Econpapers \|\| Download paper
2023	Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8. Full description at Econpapers \|\| Download paper
2023	Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5. Full description at Econpapers \|\| Download paper
2023	Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309. Full description at Econpapers \|\| Download paper
2023	Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368. Full description at Econpapers \|\| Download paper
2023	Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers \|\| Download paper
2023	Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country. (2023). Marcelino, Igor Mendes ; Montes, Gabriel Caldas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:937-956. Full description at Econpapers \|\| Download paper

Works by Michael Pfarrhofer:

Year	Title	Type	Cited
2018	Implications of macroeconomic volatility in the Euro area In: Papers. [Full Text][Citation analysis]	paper	4
2018	Implications of macroeconomic volatility in the Euro area.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	Implications of Macroeconomic Volatility in the Euro Area.(2018) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	Implications of Macroeconomic Volatility in the Euro Area.(2018) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions In: Papers. [Full Text][Citation analysis]	paper	2
2018	The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions.(2018) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2021	A Bayesian panel VAR model to analyze the impact of climate change on high-income economies In: Papers. [Full Text][Citation analysis]	paper	0
2018	Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models In: Papers. [Full Text][Citation analysis]	paper	5
2019	Introducing shrinkage in heavy-tailed state space models to predict equity excess returns In: Papers. [Full Text][Citation analysis]	paper	0
2018	The transmission of uncertainty shocks on income inequality: State-level evidence from the United States In: Papers. [Full Text][Citation analysis]	paper	1
2019	The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2018	The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2018) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2019	Stochastic model specification in Markov switching vector error correction models In: Papers. [Full Text][Citation analysis]	paper	1
2021	Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	article
2018	Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2019	Measuring international uncertainty using global vector autoregressions with drifting parameters In: Papers. [Full Text][Citation analysis]	paper	1
2019	Measuring international uncertainty using global vector autoregressions with drifting parameters.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2020	Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy In: Papers. [Full Text][Citation analysis]	paper	2
2021	Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy.(2021) In: Scandinavian Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2019	Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2019	The international effects of central bank information shocks In: Papers. [Full Text][Citation analysis]	paper	0
2020	A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis In: Papers. [Full Text][Citation analysis]	paper	3
2020	A multi?country dynamic factor model with stochastic volatility for euro area business cycle analysis.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	article
2020	Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers. [Full Text][Citation analysis]	paper	5
2020	Forecasts with Bayesian vector autoregressions under real time conditions In: Papers. [Full Text][Citation analysis]	paper	4
2020	Dynamic shrinkage in time-varying parameter stochastic volatility in mean models In: Papers. [Full Text][Citation analysis]	paper	4
2021	Dynamic shrinkage in time?varying parameter stochastic volatility in mean models.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2020	Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession In: Papers. [Full Text][Citation analysis]	paper	7
2021	Measuring the effectiveness of US monetary policy during the COVID?19 recession.(2021) In: Scottish Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	article
2020	Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers. [Full Text][Citation analysis]	paper	33
2021	Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33	paper
2023	Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33	article
2021	Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33	paper
2023	Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis]	paper	0
2020	On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty In: Papers. [Full Text][Citation analysis]	paper	7
2021	On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty.(2021) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	article
2021	General Bayesian time-varying parameter VARs for predicting government bond yields In: Papers. [Full Text][Citation analysis]	paper	0
2021	Modeling tail risks of inflation using unobserved component quantile regressions In: Papers. [Full Text][Citation analysis]	paper	2
2022	Modeling tail risks of inflation using unobserved component quantile regressions.(2022) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2022	Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers. [Full Text][Citation analysis]	paper	5
2022	APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE?DIMENSIONAL MULTICOUNTRY VARs.(2022) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2021	Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis]	paper	5
2021	Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2022	Measuring Shocks to Central Bank Independence using Legal Rulings In: Papers. [Full Text][Citation analysis]	paper	0
2022	Forecasting euro area inflation using a huge panel of survey expectations In: Papers. [Full Text][Citation analysis]	paper	0
2021	The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States In: Real Estate Economics. [Full Text][Citation analysis]	article	10
2018	The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10	paper
2018	The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10	paper
2021	The regional transmission of uncertainty shocks on income inequality in the United States In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis]	article	7
2019	The regional transmission of uncertainty shocks on income inequality in the United States.(2019) In: Working Papers in Regional Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2022	Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis]	paper	9
2023	TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	article
2022	General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science. [Full Text][Citation analysis]	paper	1
2023	General Bayesian time?varying parameter vector autoregressions for modeling government bond yields In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	1