Martin Feldkircher


Research profile at IDEAS


Google scholar profile

Research in progress

  • Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model, together with Florian Huber and Gregor Kastner. On arxiv.
  • Unconventional US Monetary Policy: New Tools, Same Channels?, together with Florian Huber. OeNB Working Paper Series, 208/2016.
  • US Monetary Policy in a Globalized World, together with Jesús Crespo Cuaresma, Gernot Doppelhofer and Florian Huber. OeNB WP Nr. 205/2016.
  • Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging together with Stefan Zeugner, IMF Working Papers, 202/2009

Publications in peer-reviewed Journals

Publications in institutional Journals

  • How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions, together with Markus Eller and Florian Huber. In: Q1 2017 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank.
  • Modeling the evolution of monetary policy rules in CESEE, together with Florian Huber and Isabella Moder. In: Q1 2016 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank.
  • Bridging the Information Gap: Small-Scale Nowcasting Models of GDP for Selected CESEE Countries, together with Florian Huber, Josef Schreiner, Marcel Tirpák, Peter Tóth and Julia Wörz. In: Q2 2015 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank.
  • Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies, together with Thomas Gruber and Isabella Moder. In: Q3 2014 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank.
  • Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach, together with Peter Backé and Tomáš Slačík. In: Q4 2013 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank
  • Drivers of Output Loss during the 2008-09 Crisis: A Focus on Emerging Europe, together with Jesús Crespo Cuaresma. In: Q2 2012 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank, Data.
  • The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model, together with Konstantins Benkovskis, Andrejs Bessonovs and Julia Wörz. In: Q3 2010 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank
  • Regional Convergence in Europe and the Role of Urban Agglomerations, together with Jesús Crespo Cuaresma and Peter Mayerhofer. In: Q3 2010 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank
  • Measuring Competition in CESEE: Stylized Facts and Determinants across Countries and Sectors, together with Reiner Martin and Julia Wörz. In: Q3 2010 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank
  • Simple but Effective: The OeNBs Forecasting Model for Selected CESEE Countries, together with Jesús Crespo Cuaresma, Tomáš Slačík and Julia Wörz. In: Q4 2009 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank
  • Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different?, together with Jesús Crespo Cuaresma and Gernot Doppelhofer. In: Q3 2009 issue of Focus on European Economic Integration, edited by Oesterreichische Nationalbank
  • Regional Convergence within the EU-25: A Spatial Econometric Analysis In: New Regional Economics in Central European Economies: The Future of CENTROPE, Proceedings of OeNB Workshops No. 9, Oesterreichische Nationalbank, 2006, pp. 101-119.
  • Economic Challenges in the Centrope Region, together with Gerhard Palme. In: New Regional Economics in Central European Economies: The Future of CENTROPE, Proceedings of OeNB Workshops No. 9, Oesterreichische Nationalbank, 2006, pp. 88-100.
  • Wirtschaftsregion CENTROPE Europaregion Mitte: Eine Bestandsaufnahme, together with Gerhard Palme. Studie, Oesterreichisches Institut fuer Wirtschaftsforschung, Dezember 2005.