All Stories

  1. Speeches in the green: The political discourse of green central banking

    Article • Energy Economics, July 2024, Elsevier

    Dr Martin Feldkircher

  2. Integration or fragmentation? A closer look at euro area financial markets

    Article • May 2024, Edward Elgar Publishing

    Dr Martin Feldkircher

  3. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?

    Article • Journal of Forecasting, March 2024, Wiley

    Dr Martin Feldkircher

  4. A view from outside: sovereign CDS volatility as an indicator of economic uncertainty

    Article • Macroeconomic Dynamics, November 2023, Cambridge University Press

    Dr Martin Feldkircher

  5. Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe*

    Article • Oxford Bulletin of Economics and Statistics, March 2023, Wiley

    Dr Martin Feldkircher

  6. Quantitative Easing and Wealth Inequality: The Asset Price Channel*

    Article • Oxford Bulletin of Economics and Statistics, February 2023, Wiley

    Dr Martin Feldkircher

  7. APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs

    Article • International Economic Review, April 2022, Wiley

    Dr Martin Feldkircher

  8. BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R

    Article • Journal of Statistical Software, January 2022, Foundation for Open Access Statistic

    Dr Martin Feldkircher

  9. The Impact of Monetary Policy on Yield Curve Expectations

    Article • Journal of Economic Behavior & Organization, November 2021, Elsevier

    Dr Martin Feldkircher

  10. How does monetary policy affect income inequality in Japan? Evidence from grouped data

    Article • Empirical Economics, July 2021, Springer Science + Business Media

    Dr Martin Feldkircher

  11. Variable selection in finite mixture of regression models with an unknown number of components

    Article • Computational Statistics & Data Analysis, June 2021, Elsevier

    Dr Martin Feldkircher

  12. International Effects of Euro Area Forward Guidance*

    Article • Oxford Bulletin of Economics and Statistics, May 2021, Wiley

    Dr Martin Feldkircher

  13. Measuring the effectiveness of US monetary policy during the COVID‐19 recession

    Article • Scottish Journal of Political Economy, February 2021, Wiley

    Dr Martin Feldkircher

  14. The impact of euro Area monetary policy on Central and Eastern Europe

    Article • Journal of Policy Modeling, November 2020, Elsevier

    Dr Martin Feldkircher

  15. The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?

    Article • Emerging Markets Finance and Trade, December 2019, Taylor & Francis

    Dr Martin Feldkircher

  16. Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs

    Article • November 2019, Springer Science + Business Media

    Dr Martin Feldkircher

  17. Global inflation dynamics and inflation expectations

    Article • International Review of Economics & Finance, November 2019, Elsevier

    Dr Martin Feldkircher

  18. International effects of a compression of euro area yield curves

    Article • Journal of Banking & Finance, March 2019, Elsevier

    Dr Martin Feldkircher

  19. Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model

    Article • Journal of the Royal Statistical Society Series A (Statistics in Society), February 2019, Wiley

    Dr Martin Feldkircher

  20. Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models

    Article • Journal of Applied Econometrics, January 2019, Wiley

    Dr Martin Feldkircher

  21. Unconventional U.S. Monetary Policy: New Tools, Same Channels?

    Article • Journal of Risk and Financial Management, October 2018, MDPI AG

    Dr Martin Feldkircher

  22. Changes in US Monetary Policy and Its Transmission over the Last Century

    Article • German Economic Review, November 2017, Wiley

    Dr Martin Feldkircher

  23. Adaptive Shrinkage in Bayesian Vector Autoregressive Models

    Article • Journal of Business and Economic Statistics, April 2017, Taylor & Francis

    Dr Martin Feldkircher

  24. Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR

    Article • Journal of Economic Dynamics and Control, September 2016, Elsevier

    Dr Martin Feldkircher

  25. International spillovers from euro area and US credit and demand shocks: a focus on emerging Europe

    Article • Journal of International Money and Finance, August 2016, Elsevier

    Dr Martin Feldkircher

  26. Forecasting with Global Vector Autoregressive Models: a Bayesian Approach

    Article • Journal of Applied Econometrics, February 2016, Wiley

    Dr Martin Feldkircher

  27. The international transmission of US shocks—Evidence from Bayesian global vector autoregressions

    Article • European Economic Review, January 2016, Elsevier

    Dr Martin Feldkircher

  28. A global macro model for emerging Europe

    Article • Journal of Comparative Economics, August 2015, Elsevier

    Dr Martin Feldkircher

  29. Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy

    Article • Economic Notes, July 2015, Wiley

    Dr Martin Feldkircher

  30. Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R

    Article • Journal of Statistical Software, January 2015, Foundation for Open Access Statistic

    Dr Martin Feldkircher

  31. The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk

    Article • Journal of International Money and Finance, May 2014, Elsevier

    Dr Martin Feldkircher

  32. The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model

    Article • Pacific Economic Review, February 2014, Wiley

    Dr Martin Feldkircher, Iikka Korhonen

  33. Exchange market pressures during the financial crisis: A Bayesian model averaging evidence

    Article • Journal of International Money and Finance, February 2014, Elsevier

    Dr Martin Feldkircher

  34. The Determinants of Economic Growth in European Regions

    Article • Regional Studies, June 2012, Taylor & Francis

    Dr Martin Feldkircher

  35. The impact of data revisions on the robustness of growth determinants-a note on ‘determinants of economic growth: Will data tell?’

    Article • Journal of Applied Econometrics, June 2012, Wiley

    Dr Martin Feldkircher

  36. SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE

    Article • Journal of Applied Econometrics, May 2012, Wiley

    Dr Martin Feldkircher

  37. Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis

    Article • Journal of Forecasting, March 2011, Wiley

    Dr Martin Feldkircher

  38. Benchmark Priors Revisited:on Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging

    Article • IMF Working Paper, January 2009, International Monetary Fund

    Dr Martin Feldkircher

  39. Exchange Market Pressures During the Financial Crisis: A Bayesian Model Averaging Evidence

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Martin Feldkircher

  40. The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Martin Feldkircher

  41. The Rise of China and Its Implications for Emerging Markets - Evidence from a GVAR Model

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Martin Feldkircher