Details about Martin Feldkircher
Access statistics for papers by Martin Feldkircher.
Last updated 2024-10-08. Update your information in the RePEc Author Service.
Short-id: pfe227
Jump to Journal Articles Books Chapters
Working Papers
2024
- Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Papers, arXiv.org  View citations (18)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2018) View citations (1)
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2018)
- Speeches in the Green: The Political Discourse of Green Central Banking
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
See also Journal Article Speeches in the green: The political discourse of green central banking, Energy Economics, Elsevier (2024) (2024)
2023
- Integration or fragmentation? A closer look at euro area financial markets
Papers, arXiv.org
See also Chapter Integration or fragmentation? A closer look at euro area financial markets, Chapters, Edward Elgar Publishing (2024) (2024)
2022
- Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
Papers, arXiv.org View citations (7)
See also Journal Article APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2022) View citations (4) (2022)
- Cacophony in Central Banking? Evidence from euro area speeches on monetary policy
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
2021
- A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig)
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
- How does monetary policy affect income inequality in Japan? Evidence from grouped data
Papers, arXiv.org View citations (6)
Also in Working Papers in Regional Science, WU Vienna University of Economics and Business (2018) View citations (14)
See also Journal Article How does monetary policy affect income inequality in Japan? Evidence from grouped data, Empirical Economics, Springer (2022) View citations (4) (2022)
- The implications of globalisation for the ECB monetary policy strategy
Occasional Paper Series, European Central Bank View citations (2)
2020
- BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
- International effects of euro area forward guidance
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
See also Journal Article International Effects of Euro Area Forward Guidance, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2021) View citations (4) (2021)
- Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
Papers, arXiv.org View citations (3)
See also Journal Article Measuring the effectiveness of US monetary policy during the COVID‐19 recession, Scottish Journal of Political Economy, Scottish Economic Society (2021) View citations (5) (2021)
- The impact of monetary policy on expectations along the yield curve
Department of Economics Working Paper Series, WU Vienna University of Economics and Business
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2020)
2019
- Effects of the ECB's Unconventional Monetary Policy on Real and Financial Wealth
Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (6)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2019) View citations (3)
- Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2019)
See also Journal Article Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment, International Advances in Economic Research, Springer (2020) View citations (1) (2020)
- International effects of a compression of euro area yield curves
Working Papers in Economics, University of Salzburg View citations (11)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (18)
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) View citations (19)
See also Journal Article International effects of a compression of euro area yield curves, Journal of Banking & Finance, Elsevier (2020) View citations (18) (2020)
2018
- Global inflation dynamics and inflation expectations
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
See also Journal Article Global inflation dynamics and inflation expectations, International Review of Economics & Finance, Elsevier (2019) View citations (8) (2019)
- Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Papers, arXiv.org View citations (4)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (1)
Working Papers in Economics, University of Salzburg (2018) View citations (3)
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) View citations (1)
See also Journal Article Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (9) (2019)
- Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe
Working Papers, Czech National Bank, Research and Statistics Department View citations (13)
Also in Working Papers, Latvijas Banka (2018) View citations (13)
- Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model
Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics View citations (1)
Also in Working Papers in Economics, University of Salzburg (2018) View citations (1)
2016
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (46)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) View citations (8)
See also Journal Article Adaptive Shrinkage in Bayesian Vector Autoregressive Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (85) (2019)
- US Monetary Policy in a Globalized World
CESifo Working Paper Series, CESifo View citations (5)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015)
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015)
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2016) View citations (5)
- Unconventional US Monetary Policy: New Tools Same Channels?
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (7)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) View citations (7)
Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (6)
See also Journal Article Unconventional U.S. Monetary Policy: New Tools, Same Channels?, JRFM, MDPI (2018) View citations (6) (2018)
2015
- Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
Working Papers, University of Heidelberg, Department of Economics View citations (10)
Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2015) View citations (10)
See also Journal Article Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (23) (2016)
- Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (9)
- Small-scale nowcasting models of GDP for selected CESEE countries
Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)
- Spillovers from Euro Area and U.S. Credit and Demand Shocks: Comparing Emerging Europe on the Basis of a GVAR Model
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank)
2014
- Forecasting with Bayesian Global Vector Autoregressions
ERSA conference papers, European Regional Science Association View citations (24)
- Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (15)
- International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model
Working Papers, Latvijas Banka View citations (1)
- The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (12)
2013
- A Global Macro Model for Emerging Europe
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (12)
See also Journal Article A global macro model for emerging Europe, Journal of Comparative Economics, Elsevier (2015) View citations (37) (2015)
- Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence
Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (4)
Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013)
See also Journal Article Exchange market pressures during the financial crisis: A Bayesian model averaging evidence, Journal of International Money and Finance, Elsevier (2014) View citations (35) (2014)
2012
- The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
See also Journal Article The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk, Journal of International Money and Finance, Elsevier (2014) View citations (58) (2014)
- The rise of China and its implications for emerging markets: Evidence from a GVAR model
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
2010
- Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
Working Papers in Economics, University of Salzburg View citations (1)
See also Journal Article Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (25) (2012)
- Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (9)
Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2009) View citations (5)
See also Journal Article SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (44) (2013)
- The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?'
Working Papers in Economics, University of Salzburg View citations (16)
See also Journal Article The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (36) (2012)
2009
- Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging
IMF Working Papers, International Monetary Fund View citations (162)
- The Determinants of Economic Growth in European Regions
CESifo Working Paper Series, CESifo View citations (29)
Also in wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw (2009) View citations (19)
Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2008) View citations (12)
See also Journal Article The Determinants of Economic Growth in European Regions, Regional Studies, Taylor & Francis Journals (2014) View citations (109) (2014)
Journal Articles
2024
- Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?
Journal of Forecasting, 2024, 43, (6), 2126-2145
- Speeches in the green: The political discourse of green central banking
Energy Economics, 2024, 135, (C)
See also Working Paper Speeches in the Green: The Political Discourse of Green Central Banking, CAMA Working Papers (2024) (2024)
2023
- Quantitative Easing and Wealth Inequality: The Asset Price Channel
Oxford Bulletin of Economics and Statistics, 2023, 85, (3), 638-670 View citations (1)
- Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe
Oxford Bulletin of Economics and Statistics, 2023, 85, (4), 859-893
2022
- APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
International Economic Review, 2022, 63, (4), 1625-1658 View citations (4)
See also Working Paper Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs, Papers (2022) View citations (7) (2022)
- How does monetary policy affect income inequality in Japan? Evidence from grouped data
Empirical Economics, 2022, 62, (5), 2307-2327 View citations (4)
See also Working Paper How does monetary policy affect income inequality in Japan? Evidence from grouped data, Papers (2021) View citations (6) (2021)
2021
- International Effects of Euro Area Forward Guidance
Oxford Bulletin of Economics and Statistics, 2021, 83, (5), 1066-1110 View citations (4)
See also Working Paper International effects of euro area forward guidance, CAMA Working Papers (2020) View citations (3) (2020)
- Measuring the effectiveness of US monetary policy during the COVID‐19 recession
Scottish Journal of Political Economy, 2021, 68, (3), 287-297 View citations (5)
See also Working Paper Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession, Papers (2020) View citations (3) (2020)
- The Impact of Monetary Policy on Yield Curve Expectations
Journal of Economic Behavior & Organization, 2021, 191, (C), 887-901 View citations (1)
- The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?
Emerging Markets Finance and Trade, 2021, 57, (13), 3818-3834
- Variable selection in finite mixture of regression models with an unknown number of components
Computational Statistics & Data Analysis, 2021, 158, (C)
- What do central banks talk about? A European perspective on central bank communication
Focus on European Economic Integration, 2021, (Q2/21), 61-81 View citations (5)
2020
- Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment
International Advances in Economic Research, 2020, 26, (3), 225-247 View citations (1)
See also Working Paper Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment, Department of Economics Working Papers (2019) (2019)
- International effects of a compression of euro area yield curves
Journal of Banking & Finance, 2020, 113, (C) View citations (18)
See also Working Paper International effects of a compression of euro area yield curves, Working Papers in Economics (2019) View citations (11) (2019)
- The impact of euro Area monetary policy on Central and Eastern Europe
Journal of Policy Modeling, 2020, 42, (6), 1310-1333 View citations (6)
2019
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Journal of Business & Economic Statistics, 2019, 37, (1), 27-39 View citations (85)
See also Working Paper Adaptive Shrinkage in Bayesian Vector Autoregressive Models, Department of Economics Working Paper Series (2016) View citations (46) (2016)
- Changes in US Monetary Policy and Its Transmission over the Last Century
German Economic Review, 2019, 20, (4), 447-470 View citations (3)
Also in German Economic Review, 2019, 20, (4), 447-470 (2019) View citations (1)
- Global inflation dynamics and inflation expectations
International Review of Economics & Finance, 2019, 64, (C), 217-241 View citations (8)
See also Working Paper Global inflation dynamics and inflation expectations, CAMA Working Papers (2018) View citations (3) (2018)
- How useful are time-varying parameter models for forecasting economic growth in CESEE?
Focus on European Economic Integration, 2019, (Q1/19), 29-48 View citations (1)
- Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models
Journal of Applied Econometrics, 2019, 34, (5), 621-640 View citations (9)
See also Working Paper Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models, Papers (2018) View citations (4) (2018)
- Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model
Journal of the Royal Statistical Society Series A, 2019, 182, (3), 831-861 View citations (19)
2018
- Unconventional U.S. Monetary Policy: New Tools, Same Channels?
JRFM, 2018, 11, (4), 1-31 View citations (6)
See also Working Paper Unconventional US Monetary Policy: New Tools Same Channels?, Working Papers (2016) View citations (7) (2016)
2017
- Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE
Focus on European Economic Integration, 2017, (Q3/17), 59-77 View citations (3)
- How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Focus on European Economic Integration, 2017, (1), 54–77 View citations (9)
- International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe
Journal of International Money and Finance, 2017, 70, (C), 1-25 View citations (36)
2016
- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
Journal of Economic Dynamics and Control, 2016, 70, (C), 86-100 View citations (23)
See also Working Paper Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR, Working Papers (2015) View citations (10) (2015)
- Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
Journal of Applied Econometrics, 2016, 31, (7), 1371-1391 View citations (38)
- Modeling the evolution of monetary policy rules in CESEE
Focus on European Economic Integration, 2016, (1), 8–27 View citations (9)
- The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
European Economic Review, 2016, 81, (C), 167-188 View citations (109)
2015
- A global macro model for emerging Europe
Journal of Comparative Economics, 2015, 43, (3), 706-726 View citations (37)
See also Working Paper A Global Macro Model for Emerging Europe, Working Papers (2013) View citations (12) (2013)
- Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R
Journal of Statistical Software, 2015, 068, (i04) View citations (122)
- Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries
Focus on European Economic Integration, 2015, (2), 56-75 View citations (3)
- Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy
Economic Notes, 2015, 44, (3), 409-418 View citations (1)
2014
- Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
Journal of International Money and Finance, 2014, 40, (C), 21-41 View citations (35)
See also Working Paper Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence, Working Papers (2013) View citations (4) (2013)
- The Determinants of Economic Growth in European Regions
Regional Studies, 2014, 48, (1), 44-67 View citations (109)
See also Working Paper The Determinants of Economic Growth in European Regions, CESifo Working Paper Series (2009) View citations (29) (2009)
- The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model
Pacific Economic Review, 2014, 19, (1), 61-89 View citations (19)
- The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
Journal of International Money and Finance, 2014, 43, (C), 19-49 View citations (58)
See also Working Paper The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk, BOFIT Discussion Papers (2012) (2012)
- Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies
Focus on European Economic Integration, 2014, (3), 8-30 View citations (2)
2013
- ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System
Financial Stability Report, 2013, (26), 100-118 View citations (10)
- Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach
Focus on European Economic Integration, 2013, (4), 50–64 View citations (20)
- SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE
Journal of Applied Econometrics, 2013, 28, (4), 720-741 View citations (44)
See also Working Paper Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe, Working Papers (2010) View citations (9) (2010)
2012
- Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe
Focus on European Economic Integration, 2012, (2), 46-64 View citations (10)
- Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis
Journal of Forecasting, 2012, 31, (4), 361-376 View citations (25)
See also Working Paper Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis, Working Papers in Economics (2010) View citations (1) (2010)
- The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’
Journal of Applied Econometrics, 2012, 27, (4), 686-694 View citations (36)
See also Working Paper The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?', Working Papers in Economics (2010) View citations (16) (2010)
2011
- The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model
Focus on European Economic Integration, 2011, (3), 8-36 View citations (25)
2010
- Measuring Competition in CESEE: Stylized Facts and Determinants across Countries and Sectors
Focus on European Economic Integration, 2010, (3), 38-62 View citations (2)
- Regional Convergence in Europe and the Role of Urban Agglomerations
Focus on European Economic Integration, 2010, (3), 63-78
2009
- Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?
Focus on European Economic Integration, 2009, (3), 22-37 View citations (8)
- Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
Focus on European Economic Integration, 2009, (4), 84-95 View citations (4)
2006
- Centrope als zentrale Übergangsregion in Europa
WIFO Monatsberichte (monthly reports), 2006, 79, (6), 467-485 View citations (1)
Books
2010
- Contagion and Spillovers: New Insights from the Crisis
SUERF Studies, SUERF - The European Money and Finance Forum View citations (6)
2006
- Wirtschaftsregion "Centrope Europaregion Mitte": Eine Bestandsaufnahme
WIFO Studies, WIFO View citations (2)
Chapters
2024
- Integration or fragmentation? A closer look at euro area financial markets
Chapter 19 in Handbook of Financial Integration, 2024, pp 443-469
See also Working Paper Integration or fragmentation? A closer look at euro area financial markets, arXiv.org (2023) (2023)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
