Martin Feldkircher



  • macroeconomics
  • international economics
  • forecasting
  • Bayesian analysis

Ausgewählte Publikationen

Crespo Cuaresma, J., Feldkircher M., Huber, F. (2016). Forecasting with Global Vector Autoregressive Models: A Bayesian Approach. Journal of Applied Econometrics, forthcoming.

Huber, F., Feldkircher, M. (2016). Adaptive Shrinkage in Bayesian Vector Autoregressive Models. Journal of Business & Economic Statistics, forthcoming.

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.

Dovern, J., Feldkircher, M., Huber, F. (2016). Does joint modelling of the world economy pay off? Evaluating multivariate forecasts from a Bayesian GVAR. Journal of Economic Dynamics and Control, Volume 70, pp. 86-100.

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.

Crespo Cuaresma, J., Feldkircher, M. (2013). Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe. Journal of Applied Econometrics , Vol. 28, Issue 4, pp. 720-741.

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