Martin Feldkircher

Research interests

• macroeconomics
• international economics
• forecasting
• Bayesian analysis

Selected publications

Böck M., Feldkircher M., Siklos, P. (2021). International Effects of Euro area Forward Guidance. Oxford Bulletin of Economics and Statistics, forthcoming.

Feldkircher M., Gruber, T., Huber, F. (2020). International Effects of a Compression of Euro Area Yield Curves. Journal of Banking & Finance, Vol. 113, pp. 1–14.

Crespo Cuaresma, J., Doppelhofer, G., Feldkircher, M., Huber, F. (2019). Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. Journal of the Royal Statistical Society: Series A, Vol. 182, pp. 831–861.

Huber, F., Feldkircher, M. (2019). Adaptive Shrinkage in Bayesian Vector Autoregressive Models. Journal of Business & Economic Statistics, Vol. 37, Issue 1, pp. 27–39.

Fadejeva L., Feldkircher, M., Reininger, T. (2017). International Spillovers from Euro Area and US Credit and Demand Shocks: A focus on Emerging Europe. Journal of International Money and Finance, Vol. 70, pp. 1–25.

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.

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.