Michael Pfarrhofer
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Person:2097991
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES International Economic Review | 2023-11-16 | Paper |
| APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs International Economic Review | 2023-11-16 | Paper |
| A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies The Annals of Applied Statistics | 2023-06-05 | Paper |
| Stochastic model specification in Markov switching vector error correction models Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
| Nowcasting in a pandemic using non-parametric mixed frequency VARs Journal of Econometrics | 2022-12-14 | Paper |
| Modeling tail risks of inflation using unobserved component quantile regressions Journal of Economic Dynamics and Control | 2022-11-17 | Paper |
Research outcomes over time
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