7
H index
5
i10 index
172
Citations
Michael Pfarrhofer : Citation Profile
WU Wirtschaftsuniversität Wien | RESEARCH PRODUCTION: 19 Articles 46 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
7 years (2018 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Pfarrhofer. | Is cited by:
| Cites to:
|
Main data
Where Michael Pfarrhofer has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Behavior & Organization | 2 |
| International Journal of Forecasting | 2 |
| International Economic Review | 2 |
| Journal of Applied Econometrics | 2 |
| Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 28 |
| Working Papers in Regional Science / WU Vienna University of Economics and Business | 5 |
Recent works citing Michael Pfarrhofer (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | 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 |
| 2024 | 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 |
| 2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper |
| 2024 | 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 |
| 2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper |
| 2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper |
| 2024 | Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko ; Marcellino, Massimiliano. In: Papers. RePEc:arx:papers:2412.07649. Full description at Econpapers || Download paper |
| 2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2. Full description at Econpapers || Download paper |
| 2024 | THE ROLE OF NATURAL HAZARD ON INCOME INEQUALITY. (2024). Ciccarelli, Carmela ; Rondinella, Sandro ; Mosca, Andrea ; Errico, Lucia. In: Working Papers. RePEc:clb:wpaper:202402. Full description at Econpapers || Download paper |
| 2024 | Non-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. Full description at Econpapers || Download paper |
| 2024 | Predicting 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. Full description at Econpapers || Download paper |
| 2024 | Trends 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. Full description at Econpapers || Download paper |
| 2024 | Assessing time-varying risk in China’s GDP growth. (2024). Ye, Shiqi ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei ; Jiao, Shoukun. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x. Full description at Econpapers || Download paper |
| 2024 | Monetary 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. Full description at Econpapers || Download paper |
| 2024 | Predicting 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. Full description at Econpapers || Download paper |
| 2024 | Bayesian 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. Full description at Econpapers || Download paper |
| 2024 | Nowcasting 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. Full description at Econpapers || Download paper |
| 2024 | Forecasting 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. Full description at Econpapers || Download paper |
| 2024 | China’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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Navigating 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | REINVIGORATING 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. Full description at Econpapers || Download paper |
| 2024 | Foreign 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. Full description at Econpapers || Download paper |
| 2024 | Climate 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. Full description at Econpapers || Download paper |
| 2024 | Nonlinearities 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. 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 | 3 |
| 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: 3 | 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: 3 | paper | |
| 2019 | Measuring international uncertainty using global vector autoregressions with drifting parameters In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters.(2023) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 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: 2 | paper | |
| 2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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: 3 | paper | |
| 2024 | High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary 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 | 4 |
| 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: 4 | 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 |
| 2024 | Forecasts with Bayesian vector autoregressions under real time conditions.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Dynamic shrinkage in time-varying parameter stochastic volatility in mean models In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | article | |
| 2020 | Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | article | |
| 2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers. [Full Text][Citation analysis] | paper | 45 |
| 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: 45 | 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: 45 | article | |
| 2021 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Sparse time-varying parameter VECMs with an application to modeling electricity prices.(2025) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 | 11 |
| 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: 11 | article | |
| 2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | article | |
| 2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | paper | |
| 2024 | Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 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 | 1 |
| 2024 | Forecasting euro area inflation using a huge panel of survey expectations.(2024) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Nowcasting with Mixed Frequency Data Using Gaussian Processes In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Asymmetries in Financial Spillovers In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | General Seemingly Unrelated Local Projections In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Bayesian nonparametric methods for macroeconomic forecasting In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Bayesian nonparametric methods for macroeconomic forecasting.(2024) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2021 | The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States In: Real Estate Economics. [Full Text][Citation analysis] | article | 15 |
| 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: 15 | 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: 15 | paper | |
| 2024 | Financial markets and legal challenges to unconventional monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 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 | 9 |
| 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: 9 | paper | |
| 2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | 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 | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team