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Michael Pfarrhofer

Global rank #8658 90%

Institution: WU Wirtschaftsuniversität Wien

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://mpfarrho.github.io

First Publication: 2021

Most Recent: 2025

RePEc ID: ppf31 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.80 9.79 0.00 11.90
Last 10 Years 0.00 0.80 9.79 0.00 11.90
All Time 0.00 0.80 9.79 0.00 11.90

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 11.65

Publications (15)

Year Article Journal Tier Authors
2025 Belief Shocks and Implications of Expectations About Growth‐at‐Risk Journal of Applied Econometrics B 2
2025 Nonparametric mixed frequency monitoring macro-at-risk Economics Letters C 2
2025 Sparse time-varying parameter VECMs with an application to modeling electricity prices International Journal of Forecasting B 3
2024 Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model Journal of Business & Economic Statistics A 5
2024 Forecasting euro area inflation using a huge panel of survey expectations International Journal of Forecasting B 3
2024 Financial markets and legal challenges to unconventional monetary policy European Economic Review B 3
2023 TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES International Economic Review B 5
2023 General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields Journal of Applied Econometrics B 4
2023 Nowcasting in a pandemic using non-parametric mixed frequency VARs Journal of Econometrics A 5
2022 APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs International Economic Review B 4
2022 Modeling tail risks of inflation using unobserved component quantile regressions Journal of Economic Dynamics and Control B 1
2021 The regional transmission of uncertainty shocks on income inequality in the United States Journal of Economic Behavior and Organization B 3
2021 Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy Scandanavian Journal of Economics B 2
2021 On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty Journal of Economic Behavior and Organization B 3
2021 Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models Journal of Applied Econometrics B 2