Martin Feldkircher

Bayesian model averaging in R
The BMS homepage


Content

This is Martin Feldkircher's homepage. I am an economist employed with the Austrian National Bank / Foreign Research Division. I graduated from the Program in Economics, Institute for Advanced Studies in Vienna in 2007 and have completed my PhD thesis on Bayesian Model Averaging at the University of Innsbruck in 2011. My research interests are macroeconometrics. I am in particular interested in applications of Bayesian model averaging such as determinants of economic growth, determinants of regional growth and robust macrofundamentals that help explaining the severity of the global financial crisis. I am also interested in global macromodels (global VAR) to analyze the propagation of a certain shock over time and space. I have co-authored the R library BMS for Bayesian model averaging. A detailed CV can be downloaded here. This page should provide an overview of my academic work and current research projects.