Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner Journal of Econometrics 232 (1), 52-69, 2023 | 93 | 2023 |
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession M Feldkircher, F Huber, M Pfarrhofer Scottish Journal of Political Economy 68 (3), 287-297, 2021 | 63 | 2021 |
Tail Forecasting with Multivariate Bayesian Additive Regression Trees TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer International Economic Review 64 (3), 979-1022, 2023 | 45 | 2023 |
The dynamic impact of monetary policy on regional housing prices in the United States MM Fischer, F Huber, M Pfarrhofer, P Staufer-Steinnocher Real Estate Economics 49 (4), 1039-1068, 2021 | 44 | 2021 |
Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs M Feldkircher, F Huber, M Pfarrhofer Macroeconomic Forecasting in the Era of Big Data, 65-93, 2020 | 42* | 2020 |
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs M Feldkircher, F Huber, G Koop, M Pfarrhofer International Economic Review 63 (4), 1625-1658, 2022 | 20 | 2022 |
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty N Hauzenberger, M Pfarrhofer, A Stelzer Journal of Economic Behavior & Organization 191, 822-845, 2021 | 19 | 2021 |
The regional transmission of uncertainty shocks on income inequality in the United States MM Fischer, F Huber, M Pfarrhofer Journal of Economic Behavior & Organization 183, 887-900, 2019 | 18* | 2019 |
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models M Pfarrhofer, P Piribauer Spatial Statistics 29, 109-128, 2019 | 17 | 2019 |
Investigating growth-at-risk using a multicountry nonparametric quantile factor model TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer Journal of Business & Economic Statistics, 2024 | 16 | 2024 |
Modeling tail risks of inflation using unobserved component quantile regressions M Pfarrhofer Journal of Economic Dynamics and Control 143 (104493), 2022 | 16* | 2022 |
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models F Huber, M Pfarrhofer Journal of Applied Econometrics 36 (2), 262-270, 2021 | 14 | 2021 |
Measuring international uncertainty using global vector autoregressions with drifting parameters M Pfarrhofer Macroeconomic Dynamics 27 (3), 770-793, 2023 | 13 | 2023 |
Stochastic model specification in Markov switching vector error correction models N Hauzenberger, F Huber, M Pfarrhofer, TO Zörner Studies in Nonlinear Dynamics & Econometrics 25 (2), 2021 | 10 | 2021 |
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations F Huber, G Koop, M Pfarrhofer arXiv preprint arXiv:2002.10274, 2020 | 10 | 2020 |
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies F Huber, T Krisztin, M Pfarrhofer The Annals of Applied Statistics 17 (2), 1543-157, 2023 | 8* | 2023 |
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields MM Fischer, N Hauzenberger, F Huber, M Pfarrhofer Journal of Applied Econometrics 38 (1), 69-87, 2023 | 7* | 2023 |
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis F Huber, M Pfarrhofer, P Piribauer Journal of Forecasting 39, 911–926, 2020 | 6 | 2020 |
Implications of Macroeconomic Volatility in the Euro Area N Hauzenberger, M Böck, M Pfarrhofer, A Stelzer, G Zens European System Risk Board WP 80, 2019 | 6 | 2019 |
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy N Hauzenberger, M Pfarrhofer The Scandinavian Journal of Economics 123 (4), 1261-1291, 2021 | 5 | 2021 |