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Martin Feldkircher

Personal Details

First Name:Martin
Middle Name:
Last Name:Feldkircher
Suffix:
RePEc Short-ID:pfe227
http://feldkircher.gzpace.net
http://www.oenb.at/en/Monetary-Policy/Research/Researchers/Martin-Feldkircher.html
Terminal Degree:2011 Fakultät für Volkswirtschaft und Statistik; Leopold-Franzens-Universität Innsbruck (from RePEc Genealogy)

Affiliation

Oesterreichische Nationalbank

Wien, Austria
https://www.oenb.at/

: 01/404 20-7205
01/404 20-7299
Postfach 61, 1011 Wien
RePEc:edi:oenbbat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Martin Feldkircher & Kazuhiko Kakamu, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Papers 1803.08868, arXiv.org.
  2. Martin Feldkircher & Florian Huber & Gregor Kastner, 2017. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers 1711.00564, arXiv.org, revised Nov 2017.
  3. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 5554, WU Vienna University of Economics and Business.
  4. Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
  5. Florian Huber & Martin Feldkircher, 2016. "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers wuwp221, Vienna University of Economics and Business, Department of Economics.
  6. Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
  7. Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112999, Verein für Socialpolitik / German Economic Association.
  8. Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015. "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers WP 4/2015, Research Department, National Bank of Slovakia.
  9. Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2015. "US Monetary Policy in a Globalized World," Department of Economics Working Papers wuwp209, Vienna University of Economics and Business, Department of Economics.
  10. Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
  11. Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger, 2014. "International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model," Working Papers 2014/05, Latvijas Banka.
  12. Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014. "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers ersa14p25, European Regional Science Association.
  13. Martin Feldkircher & Roman Horvath & Marek Rusnak, 2013. "Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence," Working Papers 332, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  14. Feldkircher, Martin, 2012. "The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk," BOFIT Discussion Papers 26/2012, Bank of Finland, Institute for Economies in Transition.
  15. Feldkircher, Martin & Korhonen, Iikka, 2012. "The rise of China and its implications for emerging markets : Evidence from a GVAR model," BOFIT Discussion Papers 20/2012, Bank of Finland, Institute for Economies in Transition.
  16. Feldkircher, Martin, 2010. "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics 2010-14, University of Salzburg.
  17. Feldkircher, Martin & Zeugner, Stefan, 2010. "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 2010-12, University of Salzburg.
  18. Martin Feldkircher & Stefan Zeugner, 2009. "Benchmark Priors Revisited; On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging," IMF Working Papers 09/202, International Monetary Fund.
  19. Jesus Crespo Cuaresma & Martin Feldkircher, 2009. "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers 2009-17, Faculty of Economics and Statistics, University of Innsbruck.
  20. Jesus Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2008. "The Determinants of Economic Growth in European Regions," Working Papers 2008-26, Faculty of Economics and Statistics, University of Innsbruck.

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Articles

  1. Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas, 2017. "International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 1-25.
  2. Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
  3. Feldkircher, Martin & Huber, Florian, 2016. "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, vol. 81(C), pages 167-188.
  4. Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
  5. Zeugner, Stefan & Feldkircher, Martin, 2015. "Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i04).
  6. Feldkircher, Martin, 2015. "A global macro model for emerging Europe," Journal of Comparative Economics, Elsevier, vol. 43(3), pages 706-726.
  7. M. Feldkircher & F. Huber & I. Moder, 2015. "Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(3), pages 409-418, November.
  8. Feldkircher, Martin, 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, Elsevier, vol. 43(C), pages 19-49.
  9. Martin Feldkircher & Iikka Korhonen, 2014. "The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 61-89, February.
  10. Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher, 2014. "The Determinants of Economic Growth in European Regions," Regional Studies, Taylor & Francis Journals, vol. 48(1), pages 44-67, January.
  11. Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2014. "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 21-41.
  12. Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund, 2013. "ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 100-118.
  13. Jesús Crespo Cuaresma & Martin Feldkircher, 2013. "Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 720-741, June.
  14. Martin Feldkircher & Stefan Zeugner, 2012. "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., vol. 27(4), pages 686-694, June.
  15. Martin Feldkircher, 2012. "Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(4), pages 361-376, July.
  16. Peter Huber & Peter Mayerhofer & Gerhard Palme & Martin Feldkircher, 2006. "Centrope – an "Intermediary Region" in Central Europe," WIFO Monatsberichte (monthly reports), WIFO, vol. 79(6), pages 467-485, June.
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Chapters

  1. Ernest Gnan & Peter Backé & Martin Feldkircher & Mathias Lahnsteiner, 2010. "Introduction: Contagion and Spillovers: New Insights from the Crisis," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

Books

  1. Peter Backé & Martin Feldkircher & Ernest Gnan & Mathias Lahnsteiner & Ewald Nowotny & Jürgen Kröger & Stefan Kuhnert & Mary McCarthy & Sebastián Nieto-Parra & Javier Santiso & Stéphane Dees & Filippo, 2010. "Contagion and Spillovers: New Insights from the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/5 edited by Peter Backé, Ernest Gnan and Philipp Hartmann.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (13) 2013-10-25 2014-10-22 2014-12-29 2015-07-11 2015-11-21 2016-02-17 2016-04-04 2016-10-02 2017-01-15 2017-01-15 2017-01-15 2017-10-08 2017-11-26. Author is listed
  2. NEP-MON: Monetary Economics (10) 2013-07-15 2013-08-23 2014-10-22 2015-11-21 2016-04-04 2017-01-15 2017-01-15 2017-05-21 2017-10-08 2018-04-09. Author is listed
  3. NEP-CBA: Central Banking (9) 2010-09-25 2013-08-23 2015-11-21 2016-04-04 2017-01-15 2017-01-15 2017-05-21 2017-10-08 2018-04-09. Author is listed
  4. NEP-ECM: Econometrics (9) 2009-07-11 2009-10-10 2010-02-05 2010-08-28 2010-09-25 2014-12-29 2016-04-04 2016-10-02 2017-11-26. Author is listed
  5. NEP-EEC: European Economics (9) 2009-01-03 2009-07-11 2010-02-05 2010-02-05 2013-10-25 2014-10-22 2015-07-11 2017-05-21 2017-10-08. Author is listed
  6. NEP-FOR: Forecasting (7) 2010-09-25 2014-12-29 2015-04-02 2015-07-11 2016-02-17 2016-04-04 2017-01-15. Author is listed
  7. NEP-TRA: Transition Economics (6) 2009-01-03 2010-02-05 2010-02-05 2012-10-06 2013-10-25 2015-07-11. Author is listed
  8. NEP-ETS: Econometric Time Series (5) 2010-09-25 2016-04-04 2017-01-15 2017-01-15 2017-11-26. Author is listed
  9. NEP-FDG: Financial Development & Growth (5) 2010-02-05 2010-08-28 2012-11-11 2016-04-04 2017-01-15. Author is listed
  10. NEP-OPM: Open Economy Macroeconomics (4) 2013-07-15 2013-08-23 2013-10-25 2014-10-22
  11. NEP-ORE: Operations Research (4) 2014-10-22 2014-12-29 2016-04-04 2016-10-02
  12. NEP-GEO: Economic Geography (3) 2009-01-03 2009-07-11 2010-02-05
  13. NEP-IFN: International Finance (3) 2013-07-15 2013-08-23 2014-10-22
  14. NEP-BAN: Banking (2) 2012-11-11 2016-04-04
  15. NEP-URE: Urban & Real Estate Economics (2) 2009-01-03 2010-02-05
  16. NEP-CIS: Confederation of Independent States (1) 2013-10-25

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