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I am a post-doc researcher at the University of Salzburg (Department of Economics) on the project "High-dimensional statistical learning" funded by the Austrian Science Fund (FWF), and finished my PhD in economics at the Vienna University of Economics and Business on high-dimensional time series analysis in 2019. Moreover, I am a scientific consultant for the European Commission (Joint Research Center), the Oesterreichische Nationalbank (OeNB) and the International Institute for Applied Systems Analysis (IIASA).

My research interests include econometric methods for dynamic models, mainly in the context of macroeconomics and finance. In particular, I am interested in monetary economics, business cycles and predictive inference. The focus of my work is on econometrics, machine learning techniques and Bayesian data analysis. My work has been published in the Journal of Econometrics, the Journal of Applied Econometrics, the Scandinavian Journal of Economics and the Journal of Economic Behavior and Organization, among others.

On this page you can find my CV (PDF) and information on my research.

Contact

Salzburg Centre of European Union Studies (SCEUS)

University of Salzburg, Mönchsberg 2a, 5020 Salzburg

E: michael.pfarrhofer[at]plus.ac.at