Michael Pfarrhofer : Citation Profile

WU Wirtschaftsuniversität Wien

8

H index

8

i10 index

225

Citations

RESEARCH PRODUCTION:

24

Articles

49

Papers

1

Chapters

RESEARCH ACTIVITY:

   7 years (2018 - 2025). See details.
   Cites by year: 32
   Journals where Michael Pfarrhofer has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 22 (8.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppf31
   Updated: 2026-01-10    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Huber, Florian (33)

Koop, Gary (11)

Marcellino, Massimiliano (10)

onorante, luca (8)

Hauzenberger, Niko (5)

Fischer, Manfred (5)

Clark, Todd (5)

Feldkircher, Martin (4)

Piribauer, Philipp (2)

Boeck, Maximilian (2)

Rossini, Luca (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 (38)

Korobilis, Dimitris (14)

Koop, Gary (14)

Marcellino, Massimiliano (13)

GUPTA, RANGAN (9)

Hauzenberger, Niko (7)

Goulet Coulombe, Philippe (7)

Maheu, John (6)

Mitchell, James (5)

La Cava, Gianni (4)

Bhattacharjee, Arnab (3)

Cites to:

Huber, Florian (110)

Koop, Gary (82)

Clark, Todd (46)

Kastner, Gregor (44)

Korobilis, Dimitris (43)

Feldkircher, Martin (39)

Marcellino, Massimiliano (34)

onorante, luca (32)

Giannone, Domenico (29)

Chan, Joshua (23)

Gürkaynak, Refet (23)

Main data

Where Michael Pfarrhofer has published?

Journals with more than one article published# docs
Journal of Applied Econometrics3
Journal of Forecasting2
Journal of Economic Behavior & Organization2
Macroeconomic Dynamics2
International Journal of Forecasting2
International Economic Review2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org31
Working Papers in Regional Science / WU Vienna University of Economics and Business5

Recent works citing Michael Pfarrhofer (2025 and 2024)

YearTitle of citing document
2025Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade. (2025). Ramsey, Ford A ; Ghosh, Sujit K. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361103.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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

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2025The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models. (2025). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter. In: Papers. RePEc:arx:papers:2312.10487.

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

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

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515.

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2025Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2503.20249.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction. (2025). Zhuang, Jirong ; Wu, Xuan. In: Papers. RePEc:arx:papers:2506.22888.

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2025Stochastically Structured Reservoir Computers for Financial and Economic System Identification. (2025). Vides, Fredy ; Banegas, Lendy. In: Papers. RePEc:arx:papers:2507.17115.

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2025A note on simulation methods for the Dirichlet-Laplace prior. (2025). Kastner, Gregor ; Dunson, David ; Pillai, Natesh ; Pati, Debdeep ; Bhattacharya, Anirban ; Gruber, Luis. In: Papers. RePEc:arx:papers:2508.11982.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Daily Forecasting for Annual Time Series Datasets Using Similarity-Based Machine Learning Methods: A Case Study in the Energy Market. (2025). Goldani, Mahdi. In: Papers. RePEc:arx:papers:2511.05556.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Lockdowns, vaccines, and the economy: How economic perceptions were shaped during the COVID‐19 pandemic†. (2024). Martins, Rodrigo ; Castro, Vtor. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:439-456.

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2024Big Data and Inequality. (2024). Groh, Carl-Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_555.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025Understanding the distributional effects of income uncertainty shocks. (2025). XUE, Jianpo ; Zhang, Zhewei. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000355.

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

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2024Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

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2024Monetary policy and house price heterogeneity: Evidence from the U.K. (2024). Margaris, Aristotelis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400507x.

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2025Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2025Bayesian neural networks for macroeconomic analysis. (2025). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s030440762400188x.

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

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2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2025Shortages and machine-learning forecasting of oil returns volatility: 1900–2024. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005975.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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

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2024Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.

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2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2024Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x.

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2024Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2025Time-varying impacts of monetary policies on state-level housing markets: Evidence from the Covid-19 period. (2025). Huang, Meichi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s106297692500002x.

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2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

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

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2025Monetary policy stance and foreign currency lending: evidence from a persistently dollarized emerging market. (2025). Özgür, Önder ; Aslan, Murat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09895-y.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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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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2025The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04494-8.

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2025The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544.

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2024.

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

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2024Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments. (2024). Majumdar, Anandamayee ; GUPTA, RANGAN ; Muddana, Thanoj K. In: Working Papers. RePEc:pre:wpaper:202421.

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2025Nowcasting and forecasting Russian GDP and its components using quantile models. (2025). Shumilov, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:021519.

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2025GLS Estimation of Local Projections: Trading Robustness for Efficiency. (2024). Everaert, Gerdie ; de Vos, Ignace. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1095.

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2024External shock, stimulus policy and economic resilience of small and micro businesses: evidence from COVID-19 pandemic in China. (2024). Li, Jingjing ; Xu, BO ; Wu, Yujun. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:8:y:2024:i:2:d:10.1007_s41685-024-00339-5.

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2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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2024Estimation of the TFP Gap for the Largest Five EMU Countries. (2024). Carstensen, Kai ; Kiessner, Felix ; Rossian, Thies. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00092-w.

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2025The French and European Multi-faceted Crisis (Part 1). (2025). Sapir, Jacques. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:5:d:10.1134_s1075700725700455.

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2024The housing supply channel of monetary policy. (2024). Opitz, Frederic ; Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:59.

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2024Locally time-varying parameter regression. (2024). He, Zhongfang. In: Econometric Reviews. RePEc:taf:emetrv:v:43:y:2024:i:5:p:269-300.

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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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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145.

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2024The unequal impacts of monetary policies on regional housing markets. (2024). Rieth, Malte ; Boge, Kevin Patrick ; Kholodilin, Konstantin. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302370.

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Works by Michael Pfarrhofer:

YearTitleTypeCited
2018Implications of macroeconomic volatility in the Euro area In: Papers.
[Full Text][Citation analysis]		paper4
2018Implications of macroeconomic volatility in the Euro area.(2018) In: ESRB Working Paper Series.
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2018Implications of Macroeconomic Volatility in the Euro Area.(2018) In: Department of Economics Working Paper Series.
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2018The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions In: Papers.
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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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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.
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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns.(2025) In: Empirical Economics.
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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States In: Papers.
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2018The transmission of uncertainty shocks on income inequality: State-level evidence from the United States.(2018) In: Working Papers in Economics.
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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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2019Stochastic model specification in Markov switching vector error correction models In: Papers.
[Full Text][Citation analysis]		paper3
2021Stochastic model specification in Markov switching vector error correction models.(2021) In: Studies in Nonlinear Dynamics & Econometrics.
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2018Stochastic model specification in Markov switching vector error correction models.(2018) In: Working Papers in Economics.
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2019Measuring international uncertainty using global vector autoregressions with drifting parameters In: Papers.
[Full Text][Citation analysis]		paper3
2023Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters.(2023) In: Macroeconomic Dynamics.
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2019Measuring international uncertainty using global vector autoregressions with drifting parameters.(2019) In: Working Papers in Economics.
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2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy In: Papers.
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2021Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy.(2021) In: Scandinavian Journal of Economics.
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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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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks In: Papers.
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2025High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks.(2025) In: Macroeconomic Dynamics.
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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis In: Papers.
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2020A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis.(2020) In: Journal of Forecasting.
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2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
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2020Forecasts with Bayesian vector autoregressions under real time conditions In: Papers.
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2024Forecasts with Bayesian vector autoregressions under real time conditions.(2024) In: Journal of Forecasting.
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2020Dynamic shrinkage in time-varying parameter stochastic volatility in mean models In: Papers.
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2021Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models.(2021) In: Journal of Applied Econometrics.
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2020Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession In: Papers.
[Full Text][Citation analysis]		paper12
2021Measuring the effectiveness of US monetary policy during the COVID‐19 recession.(2021) In: Scottish Journal of Political Economy.
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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
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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: JRC Working Papers in Economics and Finance.
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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices.(2025) In: International Journal of Forecasting.
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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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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.
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2022Modeling tail risks of inflation using unobserved component quantile regressions.(2022) In: Journal of Economic Dynamics and Control.
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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers.
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2022APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs.(2022) In: International Economic Review.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers.
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2024Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model.(2024) In: Journal of Business & Economic Statistics.
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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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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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2024Asymmetries in Financial Spillovers In: Papers.
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2025General Seemingly Unrelated Local Projections In: Papers.
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2025Scenario Analysis with Multivariate Bayesian Machine Learning Models In: Papers.
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2025Large Bayesian VARs for Binary and Censored Variables In: Papers.
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2025A Bayesian Gaussian Process Dynamic Factor Model In: Papers.
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2024Bayesian nonparametric methods for macroeconomic forecasting In: BAFFI CAREFIN Working Papers.
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2024Bayesian nonparametric methods for macroeconomic forecasting.(2024) In: Chapters.
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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]		article16
2018The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Economics.
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2018The dynamic impact of monetary policy on regional housing prices in the United States.(2018) In: Working Papers in Regional Science.
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2025Nonparametric mixed frequency monitoring macro-at-risk In: Economics Letters.
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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]		article10
2019The regional transmission of uncertainty shocks on income inequality in the United States.(2019) In: Working Papers in Regional Science.
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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers.
[Full Text][Citation analysis]		paper28
2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review.
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2024Predicting Tail-Risks for the Italian Economy In: Journal of Business Cycle Research.
[Full Text][Citation analysis]		article0
2022General Bayesian time-varying parameter VARs for modeling government bond yields In: Working Papers in Regional Science.
[Full Text][Citation analysis]		paper1
2023General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2
2025Belief Shocks and Implications of Expectations About Growth‐at‐Risk In: Journal of Applied Econometrics.
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