Michael Pfarrhofer

Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, F., Koop, G., Onorante, L., Pfarrhofer, M. & Schreiner, J., Jan 2023, In: Journal of Econometrics. 232, 1, p. 52-69
Publication: Scientific journal › Journal article › peer-review

Open Access
Tail Forecasting with Multivariate Bayesian Additive Regression Trees
Clark, T. E., Huber, F., Koop, G., Marcellino, M. & Pfarrhofer, M., Aug 2023, In: International Economic Review. 64, 3, p. 979-1022
Publication: Scientific journal › Journal article › peer-review

Open Access
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, M., Oct 2022, In: Journal of Economic Dynamics and Control. 143, 104493.
Publication: Scientific journal › Journal article › peer-review

Open Access
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies
Krisztin, T., Huber, F. & Pfarrhofer, M., Jun 2023, In: Annals of Applied Statistics. 17, 2, p. 1543-1573
Publication: Scientific journal › Journal article › peer-review

Open Access
Belief Shocks and Implications of Expectations About Growth-at-Risk
Boeck, M. & Pfarrhofer, M., 1 Feb 2025, (E-pub ahead of print) In: Journal of Applied Econometrics.
Publication: Scientific journal › Journal article › peer-review

Open Access

27 Journal article peer-review
6 Science to science
2 Funding proposal peer-review
2 Science to professionals/public
More
- 1 Organisation of conference/workshop/congress
- 1 Participation in conference/workshop/congress

General Seemingly Unrelated Local Projections
Pfarrhofer, M. (Speaker)
19 Mar 2025
Activity: Talk or presentation › Science to science
Journal of Applied Econometrics (Journal)
Pfarrhofer, M. (Reviewer)
Mar 2025
Activity: Editorial work and peer-review › Journal article peer-review
Macroeconomic Dynamics (Journal)
Pfarrhofer, M. (Reviewer)
Oct 2024
Activity: Editorial work and peer-review › Journal article peer-review
Journal of Business & Economic Statistics (Journal)
Pfarrhofer, M. (Reviewer)
Aug 2024
Activity: Editorial work and peer-review › Journal article peer-review
Journal of Economic Dynamics and Control (Journal)
Pfarrhofer, M. (Reviewer)
Aug 2024
Activity: Editorial work and peer-review › Journal article peer-review

Modelling and Forecasting Exchange Rates in an Unified Econometric Framework
Fischer, M. M. (Researcher), Huber, F. (PI - Project head), Pfarrhofer, M. (Researcher) & Zörner, T. (Researcher)
1/01/18 → 1/01/20
Project: Research funding
Modeling and forecasting exchange rates in an unified econometric framework
Zörner, T. (PI - Project head), Haid, B. (Researcher), Hauzenberger, N. (Researcher), Hotz-Behofsits, C. (Researcher), Huber, F. (Researcher), Kritzinger, M. (Researcher) & Pfarrhofer, M. (Researcher)
1/01/18 → 31/12/20
Project: Research funding

Ass.Prof. PD Michael Pfarrhofer, Ph.D.