Martin Feldkircher
Names
| first: |
Martin |
| last: |
Feldkircher |
Identifer
Contact
Affiliations
-
Diplomatische Akademie Wien
/ Abteilung für Internationale Wirtschaft (weight: 90%)
-
Oesterreichische Nationalbank (weight: 10%)
Research profile
author of:
- Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models (RePEc:arx:papers:1607.04532)
by Florian Huber & Gregor Kastner & Martin Feldkircher - Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? (RePEc:arx:papers:1711.00564)
by Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner - How does monetary policy affect income inequality in Japan? Evidence from grouped data (RePEc:arx:papers:1803.08868)
by Martin Feldkircher & Kazuhiko Kakamu - Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession (RePEc:arx:papers:2007.15419)
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer - Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs (RePEc:arx:papers:2103.04944)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Integration or fragmentation? A closer look at euro area financial markets (RePEc:arx:papers:2310.07790)
by Martin Feldkircher & Karin Klieber - Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR (RePEc:awi:wpaper:0590)
by Dovern, Jonas & Feldkircher, Martin & Huber , Florian - Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy (RePEc:bla:ecnote:v:44:y:2015:i:3:p:409-418)
by M. Feldkircher & F. Huber & I. Moder - Changes in US Monetary Policy and Its Transmission over the Last Century (RePEc:bla:germec:v:20:y:2019:i:4:p:447-470)
by Sebastian Breitfuß & Martin Feldkircher & Florian Huber - Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model (RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - International Effects of Euro Area Forward Guidance (RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110)
by Maximilian Böck & Martin Feldkircher & Pierre L. Siklos - Quantitative Easing and Wealth Inequality: The Asset Price Channel (RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670)
by Clara De Luigi & Martin Feldkircher & Philipp Poyntner & Helene Schuberth - Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe (RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893)
by Martin Feldkircher & Helene Schuberth - The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model (RePEc:bla:pacecr:v:19:y:2014:i:1:p:61-89)
by Martin Feldkircher & Iikka Korhonen - Measuring the effectiveness of US monetary policy during the COVID‐19 recession (RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297)
by Martin Feldkircher & Florian Huber & Michael Pfarrhofer - Changes in US Monetary Policy and Its Transmission over the Last Century (RePEc:bpj:germec:v:20:y:2019:i:4:p:447-470)
by Breitfuß Sebastian & Huber Florian & Feldkircher Martin - The Determinants of Economic Growth in European Regions (RePEc:ces:ceswps:_2519)
by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher - US Monetary Policy in a Globalized World (RePEc:ces:ceswps:_5826)
by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe (RePEc:cnb:wpaper:2018/2)
by Sona Benecka & Ludmila Fadejeva & Martin Feldkircher - The implications of globalisation for the ECB monetary policy strategy (RePEc:ecb:ecbops:2021263)
by Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parrága, Susana & Carvalho, - Variable selection in finite mixture of regression models with an unknown number of components (RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000141)
by Lee, Kuo-Jung & Feldkircher, Martin & Chen, Yi-Chi - Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100)
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian - The international transmission of US shocks—Evidence from Bayesian global vector autoregressions (RePEc:eee:eecrev:v:81:y:2016:i:c:p:167-188)
by Feldkircher, Martin & Huber, Florian - International effects of a compression of euro area yield curves (RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x)
by Feldkircher, Martin & Gruber, Thomas & Huber, Florian - A global macro model for emerging Europe (RePEc:eee:jcecon:v:43:y:2015:i:3:p:706-726)
by Feldkircher, Martin - The Impact of Monetary Policy on Yield Curve Expectations (RePEc:eee:jeborg:v:191:y:2021:i:c:p:887-901)
by Boeck, Maximilian & Feldkircher, Martin - Exchange market pressures during the financial crisis: A Bayesian model averaging evidence (RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41)
by Feldkircher, Martin & Horvath, Roman & Rusnak, Marek - The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk (RePEc:eee:jimfin:v:43:y:2014:i:c:p:19-49)
by Feldkircher, Martin - International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe (RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25)
by Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas - The impact of euro Area monetary policy on Central and Eastern Europe (RePEc:eee:jpolmo:v:42:y:2020:i:6:p:1310-1333)
by Benecká, Soňa & Fadejeva, Ludmila & Feldkircher, Martin - Global inflation dynamics and inflation expectations (RePEc:eee:reveco:v:64:y:2019:i:c:p:217-241)
by Feldkircher, Martin & Siklos, Pierre L. - Global inflation dynamics and inflation expectations (RePEc:een:camaaa:2018-60)
by Martin Feldkircher & Pierre L. Siklos - International effects of euro area forward guidance (RePEc:een:camaaa:2020-54)
by Maximilian Bock & Martin Feldkircher & Pierre L. Siklos - Cacophony in Central Banking? Evidence from euro area speeches on monetary policy (RePEc:een:camaaa:2022-49)
by Martin Feldkircher & Paul Hofmarcher & Pierre L. Siklos - Speeches in the Green: The Political Discourse of Green Central Banking (RePEc:een:camaaa:2024-03)
by Martin Feldkircher & Viktoriya Teliha - Unknown item RePEc:erf:erfssc:62-1 (chapter)
- Contagion and Spillovers: New Insights from the Crisis (RePEc:erf:erfstu:62)
by Peter Backé & Martin Feldkircher & Ernest Gnan & Mathias Lahnsteiner & Ewald Nowotny & Jürgen Kröger & Stefan Kuhnert & Mary McCarthy & Sebastián Nieto-Parra & Javier Santiso & Stéphane Dees & Filippo - BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R (RePEc:fip:feddgw:88639)
by Maximilian Böck & Martin Feldkircher & Florian Huber - Unconventional U.S. Monetary Policy: New Tools, Same Channels? (RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738)
by Martin Feldkircher & Florian Huber - Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model (RePEc:hhs:nhheco:2018_031)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian - Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging (RePEc:imf:imfwpa:2009/202)
by Martin Feldkircher & Stefan Zeugner - The Determinants of Economic Growth in European Regions (RePEc:inn:wpaper:2008-26)
by Jesús Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher - Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe (RePEc:inn:wpaper:2009-17)
by Jesús Crespo-Cuaresma & Martin Feldkircher - Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R (RePEc:jss:jstsof:v:068:i04)
by Zeugner, Stefan & Feldkircher, Martin - Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment (RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09792-2)
by Martin Feldkircher & Gabriele Tondl - International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model (RePEc:ltv:wpaper:201405)
by Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger - Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe (RePEc:ltv:wpaper:201804)
by Sona Benecka & Ludmila Fadejeva & Martin Feldkircher - The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative? (RePEc:mes:emfitr:v:57:y:2021:i:13:p:3818-3834)
by Martin Feldkircher & Florian Huber & Maria Teresa Punzi & Pornpinun Chantapacdepong - Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different? (RePEc:onb:oenbfi:y:2009:i:3:b:2)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher - Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries (RePEc:onb:oenbfi:y:2009:i:4:b:3)
by Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz - Regional Convergence in Europe and the Role of Urban Agglomerations (RePEc:onb:oenbfi:y:2010:i:3:b:1)
by Jesús Crespo Cuaresma & Martin Feldkircher - Measuring Competition in CESEE: Stylized Facts and Determinants across Countries and Sectors (RePEc:onb:oenbfi:y:2010:i:3:b:2)
by Martin Feldkircher & Reiner Martin & Julia Wörz - The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model (RePEc:onb:oenbfi:y:2011:i:3:b:1)
by Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz - Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe (RePEc:onb:oenbfi:y:2012:i:2:b:1)
by Jesús Crespo Cuaresma & Martin Feldkircher - Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach (RePEc:onb:oenbfi:y:2013:i:4:b:1)
by Peter Backé & Martin Feldkircher & Tomáš Slacík - Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies (RePEc:onb:oenbfi:y:2014:i:3:b:1)
by Martin Feldkircher & Thomas Gruber & Isabella Moder - Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries (RePEc:onb:oenbfi:y:2015:i:2:b:1)
by Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz - Modeling the evolution of monetary policy rules in CESEE (RePEc:onb:oenbfi:y:2016:i:1:b:1)
by Martin Feldkircher & Florian Huber & Isabella Moder - How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions (RePEc:onb:oenbfi:y:2017:i:1:b:3)
by Markus Eller & Martin Feldkircher & Florian Huber - Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE (RePEc:onb:oenbfi:y:2017:i:q3/17:b:4)
by Martin Feldkircher & Michael Sigmund - How useful are time-varying parameter models for forecasting economic growth in CESEE? (RePEc:onb:oenbfi:y:2019:i:q1/19:b:2)
by Martin Feldkircher & Nico Hauzenberger - What do central banks talk about? A European perspective on central bank communication (RePEc:onb:oenbfi:y:2021:i:q2/21:b:1)
by Martin Feldkircher & Paul Hofmarcher & Pierre L. Siklos - ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System (RePEc:onb:oenbfs:y:2013:i:26:b:4)
by Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund - Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe (RePEc:onb:oenbwp:160)
by Jesús Crespo Cuaresma & Martin Feldkircher - A Global Macro Model for Emerging Europe (RePEc:onb:oenbwp:185)
by Martin Feldkircher - Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors (RePEc:onb:oenbwp:189)
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber - The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions (RePEc:onb:oenbwp:195)
by Martin Feldkircher & Florian Huber - Spillovers from Euro Area and U.S. Credit and Demand Shocks: Comparing Emerging Europe on the Basis of a GVAR Model (RePEc:onb:oenbwp:198)
by Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger - Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR (RePEc:onb:oenbwp:200)
by Jonas Dovern & Martin Feldkircher & Florian Huber - US Monetary Policy in a Globalized World (RePEc:onb:oenbwp:205)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Unconventional US Monetary Policy: New Tools Same Channels? (RePEc:onb:oenbwp:208)
by Martin Feldkircher & Florian Huber - A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig) (RePEc:onb:oenbwp:233)
by Maximilian Böck & Martin Feldkircher & Burkhard Raunig - Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence (RePEc:ost:wpaper:332)
by Martin Feldkircher & Roman Horvath & Marek Rusnak - The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?' (RePEc:ris:sbgwpe:2010_012)
by Feldkircher, Martin & Zeugner, Stefan - Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis (RePEc:ris:sbgwpe:2010_014)
by Feldkircher, Martin - Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models (RePEc:ris:sbgwpe:2018_005)
by Huber, Florian & Kastner, Gregor & Feldkircher, Martin - Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model (RePEc:ris:sbgwpe:2018_006)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian - International effects of a compression of euro area yield curves (RePEc:ris:sbgwpe:2019_001)
by Martin, Feldkircher & Thomas, Gruber & Florian, Huber - How does monetary policy affect income inequality in Japan? Evidence from grouped data (RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02102-7)
by Martin Feldkircher & Kazuhiko Kakamu - Small-scale nowcasting models of GDP for selected CESEE countries (RePEc:svk:wpaper:1033)
by Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth - Adaptive Shrinkage in Bayesian Vector Autoregressive Models (RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39)
by Florian Huber & Martin Feldkircher - The Determinants of Economic Growth in European Regions (RePEc:taf:regstd:v:48:y:2014:i:1:p:44-67)
by Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher - Centrope als zentrale Übergangsregion in Europa (RePEc:wfo:monber:y:2006:i:6:p:467-485)
by Peter Huber & Peter Mayerhofer & Gerhard Palme & Martin Feldkircher - Wirtschaftsregion "Centrope Europaregion Mitte": Eine Bestandsaufnahme (RePEc:wfo:wstudy:26624)
by Gerhard Palme & Martin Feldkircher - The Determinants of Economic Growth in European Regions (RePEc:wii:wpaper:57)
by Jesus Crespo-Cuaresma & Gernot Doppelhofer & Martin Feldkircher - Forecasting with Bayesian Global Vector Autoregressions (RePEc:wiw:wiwrsa:ersa14p25)
by Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher - US Monetary Policy in a Globalized World (RePEc:wiw:wiwwuw:wuwp209)
by Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber - Adaptive shrinkage in Bayesian vector autoregressive models (RePEc:wiw:wiwwuw:wuwp221)
by Florian Huber & Martin Feldkircher - Unconventional US Monetary Policy: New Tools, Same Channels? (RePEc:wiw:wiwwuw:wuwp222)
by Martin Feldkircher & Florian Huber - Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model (RePEc:wiw:wiwwuw:wuwp235)
by Florian Huber & Gregor Kastner & Martin Feldkircher - Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? (RePEc:wiw:wiwwuw:wuwp260)
by Martin Feldkircher & Florian Huber & Gregor Kastner - Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth (RePEc:wiw:wiwwuw:wuwp286)
by Clara De Luigi & Martin Feldkircher & Philipp Poyntner & Helene Schuberth - Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment (RePEc:wiw:wiwwuw:wuwp289)
by Martin Feldkircher & Elizaveta Lukmanova & Gabriele Tondl - The impact of monetary policy on expectations along the yield curve (RePEc:wiw:wiwwuw:wuwp306)
by Maximilian Böck & Martin Feldkircher - US Monetary Policy in a Globalized World (RePEc:wiw:wus005:4709)
by Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian - Adaptive Shrinkage in Bayesian Vector Autoregressive Models (RePEc:wiw:wus005:4933)
by Feldkircher, Martin & Huber, Florian - Unconventional US Monetary Policy: New Tools, Same Channels? (RePEc:wiw:wus005:4934)
by Huber, Florian & Feldkircher, Martin - Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model (RePEc:wiw:wus005:5178)
by Huber, Florian & Kastner, Gregor & Feldkircher, Martin - Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy (RePEc:wiw:wus005:5554)
by Feldkircher, Martin & Gruber, Thomas & Huber, Florian - Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? (RePEc:wiw:wus005:6021)
by Feldkircher, Martin & Kastner, Gregor & Huber, Florian - Effects of the ECB's Unconventional Monetary Policy on Real and Financial Wealth (RePEc:wiw:wus005:7040)
by De Luigi, Clara & Schuberth, Helene & Feldkircher, Martin & Poyntner, Philipp - Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment (RePEc:wiw:wus005:7090)
by Feldkircher, Martin & Lukmanova, Elizaveta & Tondl, Gabriele - The impact of monetary policy on expectations along the yield curve (RePEc:wiw:wus005:7909)
by Böck, Maximilian & Feldkircher, Martin - How does monetary policy affect income inequality in Japan? Evidence from grouped data (RePEc:wiw:wus046:6215)
by Feldkircher, Martin & Kakamu, Kazuhiko - APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs (RePEc:wly:iecrev:v:63:y:2022:i:4:p:1625-1658)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’ (RePEc:wly:japmet:v:27:y:2012:i:4:p:686-694)
by Martin Feldkircher & Stefan Zeugner - Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe (RePEc:wly:japmet:v:28:y:2013:i:4:p:720-741)
by Jesús Crespo Cuaresma & Martin Feldkircher - Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (RePEc:wly:japmet:v:31:y:2016:i:7:p:1371-1391)
by Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber - Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models (RePEc:wly:japmet:v:34:y:2019:i:5:p:621-640)
by Florian Huber & Gregor Kastner & Martin Feldkircher - Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis (RePEc:wly:jforec:v:31:y:2012:i:4:p:361-376)
by Martin Feldkircher - The rise of China and its implications for emerging markets: Evidence from a GVAR model (RePEc:zbw:bofitp:bdp2012_020)
by Feldkircher, Martin & Korhonen, Iikka - The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk (RePEc:zbw:bofitp:bdp2012_026)
by Feldkircher, Martin - Exchange market pressures during the financial crisis: A Bayesian model averaging evidence (RePEc:zbw:bofitp:bdp2013_011)
by Feldkircher, Martin & Horvath, Roman & Rusnak, Marek - Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR (RePEc:zbw:vfsc15:112999)
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian - Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy (RePEc:zbw:vfsc17:168111)
by Feldkircher, Martin & Gruber, Thomas & Huber, Florian