Michael Pfarrhofer
@mpfarrho.bsky.social
AP @wuvienna.bsky.social, Bayesian econometrics and empirical macroeconomics (monetary, business cycles, now/forecasting)
mpfarrho.github.io
mpfarrho.github.io
➡️ Nonparametric observation equation, specified via Gaussian process for each series
➡️ Factors modeled with a VAR (straightforward computation and interpretation)
➡️ Applications: (1) forecasting with FRED-QD, (2) extracting drivers of global inflation dynamics and measuring international asymmetries
➡️ Factors modeled with a VAR (straightforward computation and interpretation)
➡️ Applications: (1) forecasting with FRED-QD, (2) extracting drivers of global inflation dynamics and measuring international asymmetries
September 11, 2025 at 10:45 AM
➡️ Nonparametric observation equation, specified via Gaussian process for each series
➡️ Factors modeled with a VAR (straightforward computation and interpretation)
➡️ Applications: (1) forecasting with FRED-QD, (2) extracting drivers of global inflation dynamics and measuring international asymmetries
➡️ Factors modeled with a VAR (straightforward computation and interpretation)
➡️ Applications: (1) forecasting with FRED-QD, (2) extracting drivers of global inflation dynamics and measuring international asymmetries