7 citations · 11 across the 16 of their papers we have counts for
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econ.EM2019
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
Niko Hauzenberger, Michael Pfarrhofer
Understanding disaggregate channels in the transmission of monetary policy is of crucial importance for effectively implementing policy measures. We extend the empirical econometri…
econ.EM2019
Measuring international uncertainty using global vector autoregressions with drifting parameters
Michael Pfarrhofer
This paper investigates the time-varying impacts of international macroeconomic uncertainty shocks. We use a global vector autoregressive specification with drifting coefficients a…