Discover @mpfarrho Open Source projects

Michael Pfarrhofer (@mpfarrho)

mpfarrho

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Location 🇦🇹 Austria
Country Total Rank 1,946
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R
25

mf-bavart

MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

tvp-network-panel

TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"

tvp-qr

TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"

tvp-gvar-fsvm

TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"