Martin Feldkircher



  • macroeconomics
  • international economics
  • forecasting
  • Bayesian analysis

Ausgewählte Publikationen

Feldkircher M., Gruber, T., Huber, F. (2019). International Effects of a Compression of Euro Area Yield Curves. Journal of Banking & Finance, forthcoming.

Crespo Cuaresma, J., Doppelhofer, G., Feldkircher, M., Huber, F. (2019). Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. Journal of the Royal Statistical Society: Series A, forthcoming.

Huber, F., Feldkircher, M. (2019). Adaptive Shrinkage in Bayesian Vector Autoregressive Models. Journal of Business & Economic Statistics, Vol. 37, Issue 1, pp. 27-39.

Fadejeva L., Feldkircher, M., Reininger, T. (2017). International Spillovers from Euro Area and US Credit and Demand Shocks: A focus on Emerging Europe. Journal of International Money and Finance, Vol. 70, pp. 1-25.

Feldkircher M., Huber, F. (2016). The International Transmission of US Shocks - Evidence from Bayesian Global Vector Autoregressions. European Economic Review, Volume 81, pp. 167-188.

Feldkircher, M. (2015). A Global Macro Model for Emerging Europe. Journal of Comparative Economics, Vol. 43, Issue 3, pp. 706-726.

Feldkircher, M. (2014). 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, Vol. 43, pp. 19-49.

Feldkircher, M., Horváth, R., Rusnák, M. (2014). Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. Journal of International Money and Finance, Vol. 40, pp. 21-41.

Crespo Cuaresma, J., Doppelhofer, G., Feldkircher, M. (2014). The Determinants of Economic Growth in European Regions. Regional studies, Vol. 48, Nr. 1, pp. 44-67.

Feldkircher, M. (2012). Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis. Journal of Forecasting, Vol. 31, pp. 361-376.