Michael Pfarrhofer : Citation Profile

Are you Michael Pfarrhofer?

WU Wirtschaftsuniversität Wien

7

H index

3

i10 index

139

Citations

RESEARCH PRODUCTION:

10

Articles

44

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 23
   Journals where Michael Pfarrhofer has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 15 (9.74 %)

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   Permalink: http://citec.repec.org/ppf31
   Updated: 2024-11-06    RAS profile: 2024-05-04    
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Relations with other researchers

Works with:

Huber, Florian (28)

Koop, Gary (10)

onorante, luca (7)

Fischer, Manfred (6)

Marcellino, Massimiliano (6)

Hauzenberger, Niko (5)

Clark, Todd (4)

Zoerner, Thomas (2)

Feldkircher, Martin (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 (25)

Korobilis, Dimitris (12)

Koop, Gary (11)

GUPTA, RANGAN (7)

Hauzenberger, Niko (7)

Mitchell, James (5)

Marcellino, Massimiliano (5)

Maheu, John (4)

La Cava, Gianni (4)

Ng, Serena (3)

Rossini, Luca (3)

Cites to:

Huber, Florian (96)

Koop, Gary (74)

Kastner, Gregor (42)

Korobilis, Dimitris (39)

Feldkircher, Martin (37)

Clark, Todd (31)

onorante, luca (28)

Gürkaynak, Refet (23)

Giannone, Domenico (22)

Castelnuovo, Efrem (21)

Caggiano, Giovanni (20)

Main data

Where Michael Pfarrhofer has published?

Journals with more than one article published# docs
Journal of Economic Behavior & Organization2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org26
Working Papers in Regional Science / WU Vienna University of Economics and Business5

Recent works citing Michael Pfarrhofer (2024 and 2023)

YearTitle of citing document
2023Dynamic 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.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2024Reservoir 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.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2023Bayesian 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.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Predictive 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.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2023.

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2024.

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2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023Estimation 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.

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2024THE ROLE OF NATURAL HAZARD ON INCOME INEQUALITY. (2024). Ciccarelli, Carmela ; Rondinella, Sandro ; Mosca, Andrea ; Errico, Lucia. In: Working Papers. RePEc:clb:wpaper:202402.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2023Time-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.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2023Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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2024Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis F ; Gabriel, Vasco J ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843.

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2023The 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.

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2023Real-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.

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2023Nowcasting 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.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2023Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023.

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2024REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Ghosh, Saurabh ; Bhadury, Soumya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130.

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2023Bayesian 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.

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2023Are 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.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06.

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2023Economic 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.

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2023Global 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.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2023Modeling 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.

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2023Uncertainties 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.

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Works by Michael Pfarrhofer:

YearTitleTypeCited
2018Implications of macroeconomic volatility in the Euro area In: Papers.
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2018Implications of macroeconomic volatility in the Euro area.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 4		paper
2018Implications of Macroeconomic Volatility in the Euro Area.(2018) In: Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2018Implications of Macroeconomic Volatility in the Euro Area.(2018) In: Department of Economics Working Paper Series.
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This paper has nother version. Agregated cites: 4		paper
2018The 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]		paper2
2018The 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.
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This paper has nother version. Agregated cites: 2		paper
2021A Bayesian panel VAR model to analyze the impact of climate change on high-income economies In: Papers.
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2018Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models In: Papers.
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2019Introducing shrinkage in heavy-tailed state space models to predict equity excess returns In: Papers.
[Full Text][Citation analysis]		paper0
2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States In: Papers.
[Full Text][Citation analysis]		paper1
2019The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2019) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 1		paper
2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2018) In: Working Papers in Regional Science.
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This paper has nother version. Agregated cites: 1		paper
2019Stochastic model specification in Markov switching vector error correction models In: Papers.
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2021Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 3		article
2018Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 3		paper
2019Measuring international uncertainty using global vector autoregressions with drifting parameters In: Papers.
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2019Measuring international uncertainty using global vector autoregressions with drifting parameters.(2019) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 1		paper
2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy In: Papers.
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2019Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy.(2019) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 0		paper
2019The international effects of central bank information shocks In: Papers.
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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis In: Papers.
[Full Text][Citation analysis]		paper3
2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
[Full Text][Citation analysis]		paper5
2020Forecasts with Bayesian vector autoregressions under real time conditions In: Papers.
[Full Text][Citation analysis]		paper4
2024Forecasts with Bayesian vector autoregressions under real time conditions.(2024) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 4		article
2020Dynamic shrinkage in time-varying parameter stochastic volatility in mean models In: Papers.
[Full Text][Citation analysis]		paper1
2020Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession In: Papers.
[Full Text][Citation analysis]		paper3
2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
[Full Text][Citation analysis]		paper41
2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 41		paper
2023Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics.
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2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 41		paper
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
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2020On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty In: Papers.
[Full Text][Citation analysis]		paper7
2021On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty.(2021) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 7		article
2021General Bayesian time-varying parameter VARs for predicting government bond yields In: Papers.
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2021Modeling tail risks of inflation using unobserved component quantile regressions In: Papers.
[Full Text][Citation analysis]		paper9
2022Modeling tail risks of inflation using unobserved component quantile regressions.(2022) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 9		article
2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
[Full Text][Citation analysis]		paper7
2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2022Measuring Shocks to Central Bank Independence using Legal Rulings In: Papers.
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2022Forecasting euro area inflation using a huge panel of survey expectations In: Papers.
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2024Forecasting euro area inflation using a huge panel of survey expectations.(2024) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 0		article
2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers.
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2024Nowcasting with Mixed Frequency Data Using Gaussian Processes In: Papers.
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2024Bayesian nonparametric methods for macroeconomic forecasting In: BAFFI CAREFIN Working Papers.
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2021The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States In: Real Estate Economics.
[Full Text][Citation analysis]		article12
2018The 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: 12		paper
2018The 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: 12		paper
2024Financial markets and legal challenges to unconventional monetary policy In: European Economic Review.
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2021The regional transmission of uncertainty shocks on income inequality in the United States In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2019The regional transmission of uncertainty shocks on income inequality in the United States.(2019) In: Working Papers in Regional Science.
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This paper has nother version. Agregated cites: 9		paper
2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers.
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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review.
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This paper has nother version. Agregated cites: 14		article
2022General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science.
[Full Text][Citation analysis]		paper1

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