← All authors Martin Feldkircher Diplomatic Academy of Vienna (per OpenAlex) · ORCID · OpenAlex
55 papers in scope · 50 published · 6 on the econ.EM arXiv · 1,670 citations · h-index 19 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Gregor Kastner Sylvia Frühwirth-Schnatter Annalisa Cadonna Manfréd M. Fischer Kazuhiko Kakamu Peter Knaus Florian Huber Luis Gruber Dimitris Korobilis Niko Hauzenberger Michael Pfarrhofer Tomasz Woźniak Fei Shang Hedibert F. Lopes Gary Koop Darjus Hosszejni Joshua C. C. Chan Helmut Lütkepohl Luis Uzeda Xuewen Yu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 55)
One money, one voice? Evaluating ideological positions of euro area central banks
published 2024 · European Journal of Political Economy · 4 citations · first circulated 2023
with Paul Hofmarcher, Pierre L. Siklos
Speeches in the green: The political discourse of green central banking
published 2024 · Energy Economics · 17 citations
with Viktoriya Teliha
working paper 2024 · arXiv · 1 citations · first circulated 2023
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?
published 2024 · Journal of Forecasting · 6 citations
A view from outside: sovereign CDS volatility as an indicator of economic uncertainty
published 2023 · Macroeconomic Dynamics · 9 citations
Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe*
published 2023 · Oxford Bulletin of Economics and Statistics · 2 citations
Quantitative Easing and Wealth Inequality: The Asset Price Channel*
published 2023 · Oxford Bulletin of Economics and Statistics · 15 citations
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
published 2022 · International Economic Review · 3 citations
BGVAR : Bayesian Global Vector Autoregressions with Shrinkage Priors in R
published 2022 · Journal of Statistical Software · 16 citations · first circulated 2020
The Impact of Monetary Policy on Yield Curve Expectations
published 2021 · 5 citations · first circulated 2020
working paper 2021 · arXiv
published 2021 · Scottish Journal of Political Economy · 2 citations · first circulated 2020
Variable selection in finite mixture of regression models with an unknown number of components
published 2021 · Computational Statistics & Data Analysis · 4 citations
with Kuo-Jung Lee, Yi-Chi Chen
What do central banks talk about? a european perspective on central bank communication.
published 2021 · Focus on European economic integration · 7 citations
with Paul Hofmarcher, Pierre L. Siklos
no link
Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment
published 2020 · International Advances in Economic Research · 5 citations · first circulated 2019
with Gabriele Tondl, Elizaveta Lukmanova
The impact of euro Area monetary policy on Central and Eastern Europe
published 2020 · Journal of Policy Modeling · 16 citations
with Soňa Benecká, Ludmila Fadejeva
International Effects of Euro Area Forward Guidance
published 2020 · Oxford Bulletin of Economics and Statistics
The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?
published 2019 · Emerging Markets Finance and Trade · 4 citations
Global inflation dynamics and inflation expectations
published 2019 · International Review of Economics & Finance · 62 citations · first circulated 2018
with Pierre L. Siklos
International effects of a compression of euro area yield curves
published 2019 · Journal of Banking & Finance · 30 citations
Spillovers from Us Monetary Policy: Evidence from a Time Varying Parameter Global Vector Auto-Regressive Model
published 2019 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 44 citations
How useful are time-varying parameter models for forecasting economic growth in CESEE?
published 2019 · Focus on European economic integration · 2 citations
no link
Unconventional U.S. Monetary Policy: New Tools, Same Channels?
published 2018 · Journal of risk and financial management · 21 citations · first circulated 2016
working paper 2018 · arXiv · 3 citations
working paper 2017 · arXiv
Changes in US Monetary Policy and Its Transmission over the Last Century
published 2017 · German Economic Review · 5 citations
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
published 2017 · Focus on European economic integration · 9 citations
no link
Comparing Market Power at Home And Abroad: Evidence from Austrian Banks And Their Subsidiaries in CESEE
published 2017 · Focus on European economic integration · 5 citations
with Michael Sigmund
no link
Adaptive Shrinkage in Bayesian Vector Autoregressive Models
published 2016 · Journal of Business and Economic Statistics · 124 citations
International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe
published 2016 · Journal of International Money and Finance · 32 citations
with Ludmila Fadejeva, Thomas Reininger
working paper 2016 · arXiv
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
published 2016 · Journal of Economic Dynamics and Control · 6 citations
Forecasting with Global Vector Autoregressive Models: a Bayesian Approach
published 2016 · Journal of Applied Econometrics · 85 citations
Modeling the evolution of monetary policy rules in CESEE
published 2016 · Focus on European economic integration · 7 citations
no link
Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy
published 2015 · Economic Notes · 8 citations
The international transmission of US shocks—Evidence from Bayesian global vector autoregressions
published 2015 · European Economic Review · 175 citations · first circulated 2014
Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R
published 2015 · Journal of Statistical Software · 187 citations
with Stefan Zeugner
A global macro model for emerging Europe
published 2014 · Journal of Comparative Economics · 44 citations · first circulated 2013
The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model
published 2014 · Pacific Economic Review · 44 citations
with Iikka Korhonen
The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
published 2014 · Journal of International Money and Finance · 96 citations · first circulated 2012
Forecasting with Bayesian Global Vector Autoregressions
published 2014 · ERSA conference papers
no link
Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies
published 2014 · Focus on European economic integration · 4 citations
with Thomas Gruber, Isabella Moder
no link
Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
published 2013 · Journal of International Money and Finance · 61 citations
with Roman Horváth, Marek Rusnák
Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach
published 2013 · Focus on European economic integration · 26 citations
with Peter Backé, Tomáš Slačík
no link
The Determinants of Economic Growth in European Regions
published 2012 · Regional Studies · 222 citations · first circulated 2008
with Jesús Crespo Cuaresma, Gernot Doppelhofer
The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’
published 2012 · Journal of Applied Econometrics · 62 citations · first circulated 2010
with Stefan Zeugner
SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE
published 2012 · Journal of Applied Econometrics · 89 citations · first circulated 2010
with Jesús Crespo Cuaresma
Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe
published 2012 · Focus on European economic integration · 11 citations
with Jesús Crespo Cuaresma
no link
Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis
published 2011 · Journal of Forecasting · 39 citations · first circulated 2010
The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model
published 2011 · Focus on European economic integration · 28 citations
with Konstantīns Beņkovskis, Andrejs Bessonovs, Julia Wörz
no link
Measuring Competition in CESEE: Stylized Facts and Determinants across Countries and Sectors
published 2010 · Focus on European economic integration · 4 citations
with Reiner Martin, Julia Wörz
no link
Regional Convergence in Europe and the Role of Urban Agglomerations
published 2010 · Focus on European economic integration · 2 citations
with Jesús Crespo Cuaresma
no link
Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?
published 2009 · Focus on European economic integration · 12 citations
with Jesús Crespo Cuaresma, Gernot Doppelhofer
no link
Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
published 2009 · Focus on European economic integration · 4 citations
with Jesús Crespo Cuaresma, Tomáš Slačík, Julia Wörz
no link
Centrope als zentrale Übergangsregion in Europa
published 2006 · WIFO Monatsberichte (monthly reports) · 1 citations
with Peter Huber, Peter Mayerhofer, Gerhard Palme
no link
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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