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Martin Feldkircher : Citation Profile


Are you Martin Feldkircher?

Oesterreichische Nationalbank

11

H index

11

i10 index

380

Citations

RESEARCH PRODUCTION:

27

Articles

37

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 31
   Journals where Martin Feldkircher has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 32 (7.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe227
   Updated: 2018-02-17    RAS profile: 2017-11-26    
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Relations with other researchers


Works with:

Huber, Florian (28)

Crespo Cuaresma, Jesus (8)

Dovern, Jonas (4)

Moder, Isabella (3)

Rusnák, Marek (3)

Fadejeva, Ludmila (3)

Horvath, Roman (3)

Tóth, Peter (2)

Woerz, Julia (2)

Sigmund, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Feldkircher.

Is cited by:

Huber, Florian (35)

Havranek, Tomas (29)

Horvath, Roman (21)

Temple, Jonathan (17)

Steel, Mark (17)

Crespo Cuaresma, Jesus (15)

Rusnák, Marek (15)

Rockey, James (14)

Babecký, Jan (14)

Punzi, Maria Teresa (12)

Ley, Eduardo (11)

Cites to:

Pesaran, M (60)

Smith, L. Vanessa (36)

Huber, Florian (32)

Dees, Stephane (31)

Crespo Cuaresma, Jesus (27)

Ley, Eduardo (22)

Steel, Mark (22)

Holly, Sean (16)

Canova, Fabio (16)

Doppelhofer, Gernot (15)

Schuermann, Til (15)

Main data


Where Martin Feldkircher has published?


Journals with more than one article published# docs
Focus on European Economic Integration12
Journal of International Money and Finance3
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)8
Department of Economics Working Paper Series / WU Vienna University of Economics and Business5
Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics4
Papers / arXiv.org2
CESifo Working Paper Series / CESifo Group Munich2
Working Papers / Faculty of Economics and Statistics, University of Innsbruck2

Recent works citing Martin Feldkircher (2018 and 2017)


YearTitle of citing document
2017Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor. In: Papers. RePEc:arx:papers:1608.08468.

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2018Implications of Macroeconomic Volatility in the Euro Area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2017Financial development, rule of law and wealth inequality : Bayesian model averaging evidence. (2017). Širaňová, Mária ; Horvath, Roman ; Siranova, Maria ; Horvatova, Eva . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_012.

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2017On corporate borrowing, credit spreads and economic activity in emerging economies : An empirical investigation. (2017). Caballero, Julian ; Fernandez, Andres. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_031.

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2017International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/05.

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2017Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517.

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2017ECB-Global: introducing ECBs global macroeconomic model for spillover analysis. (2017). Van Robays, Ine ; van Roye, Björn ; Ricci, Martino ; Georgiadis, Georgios ; Dieppe, Alistair. In: Working Paper Series. RePEc:ecb:ecbwps:20172045.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Subsidising car purchases in the euro area: any spill-over on production?. (2017). Paredes, Joan. In: Working Paper Series. RePEc:ecb:ecbwps:20172094.

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2017Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20172095.

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2017A multi-row deletion diagnostic for influential observations in small-sample regressions. (2017). Kaffine, Daniel ; Davis, Graham. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:133-145.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2017Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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2017To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:1-18.

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2017Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017Economic diversity, unemployment and the Great Recession. (2017). Watson, Philip ; Deller, Steven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:1-11.

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2017What led to the establishment of a rail-oriented city? Determinants of urban rail supply in Tokyo, Japan, 1950–2010. (2017). Abe, Ryosuke ; Kato, Hironori . In: Transport Policy. RePEc:eee:trapol:v:58:y:2017:i:c:p:72-79.

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2017The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2017). Kapounek, Svatopluk. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:372-395.

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2017Measuring the Income Elasticity of Water Demand: The Importance of Publication and Endogeneity Biases. (2017). Irsova, Zuzana ; Havranek, Tomas. In: Working Papers IES. RePEc:fau:wpaper:wp2017_02.

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2017Revisiting Finance and Growth in Transition Economies - A Panel Causality Approach. (2017). Stemmer, Michael. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01524462.

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2017Exchange rate forecasting and the performance of currency portfolios. (2017). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Fortin, Ines . In: Economics Series. RePEc:ihs:ihsesp:326.

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2017European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis. (2017). Ramajo, Julian ; Marquez, Miguel Angel ; Cordero, Jose Manuel . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0249-y.

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2018Időben változó Taylor-szabály a hazai monetáris politika jellemzésére. (2018). Schepp, Zoltan ; Nemeth, Kristof ; Abaligeti, Gallusz. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1744.

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2017Revisiting Finance and Growth in Transition Economies - A Panel Causality Approach. (2017). Stemmer, Michael. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17022.

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2017Sensitivity of Interest Rates to Inflation and Exchange Rate in Poland: Implications for Direct Inflation Targeting. (2017). Orlowski, Lucjan T. In: Comparative Economic Studies. RePEc:pal:compes:v:59:y:2017:i:4:d:10.1057_s41294-017-0035-3.

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2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Regional club convergence in the EU: evidence from a panel data analysis. (2017). Thönnessen, Rasmus ; Lyncker, Konrad ; Thoennessen, Rasmus . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1096-2.

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2017Weighting schemes in global VAR modelling: a forecasting exercise. (2017). Martin, Florian ; Cuaresma, Jesus Crespo . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:10:y:2017:i:1:d:10.1007_s12076-016-0170-x.

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2017The United States-Euro Area Growth Gap Puzzle. (2017). Breuss, Fritz . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2017:i:541.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp243.

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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy. (2017). Martin Feldkircher Author-Email: martin. feldkirch, . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp248.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5460.

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Works by Martin Feldkircher:


YearTitleTypeCited
2018A New Approach To Time Varying Parameters in Vector Autoregressive Models In: Papers.
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paper0
2017Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? In: Papers.
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paper0
2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR In: Working Papers.
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paper9
2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR.(2016) In: Journal of Economic Dynamics and Control.
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article
2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR.(2015) In: Working Papers.
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2015Towards a New Normal: How Different Paths of US Monetary Policy Affect the World Economy In: Economic Notes.
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article0
2014The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model In: Pacific Economic Review.
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article3
2012The rise of China and its implications for emerging markets : Evidence from a GVAR model In: BOFIT Discussion Papers.
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paper9
2012The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk In: BOFIT Discussion Papers.
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paper14
2014The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk.(2014) In: Journal of International Money and Finance.
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article
2013Exchange market pressures during the financial crisis : A Bayesian model averaging evidence In: BOFIT Discussion Papers.
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paper16
2014Exchange market pressures during the financial crisis: A Bayesian model averaging evidence.(2014) In: Journal of International Money and Finance.
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article
2013Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence.(2013) In: Working Papers.
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paper
2009The Determinants of Economic Growth in European Regions In: CESifo Working Paper Series.
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paper47
2008The Determinants of Economic Growth in European Regions.(2008) In: Working Papers.
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2014The Determinants of Economic Growth in European Regions.(2014) In: Regional Studies.
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2009The Determinants of Economic Growth in European Regions.(2009) In: wiiw Working Papers.
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2016US Monetary Policy in a Globalized World In: CESifo Working Paper Series.
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2016US Monetary Policy in a Globalized World.(2016) In: Working Papers.
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2015US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Papers.
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2015US Monetary Policy in a Globalized World.(2015) In: Department of Economics Working Paper Series.
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2016The international transmission of US shocks—Evidence from Bayesian global vector autoregressions In: European Economic Review.
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article17
2015A global macro model for emerging Europe In: Journal of Comparative Economics.
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article16
2013A Global Macro Model for Emerging Europe.(2013) In: Working Papers.
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2017International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe In: Journal of International Money and Finance.
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2010Introduction: Contagion and Spillovers: New Insights from the Crisis In: Chapters in SUERF Studies.
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2010Contagion and Spillovers: New Insights from the Crisis In: SUERF Studies.
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2009Benchmark Priors Revisited; On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging In: IMF Working Papers.
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2009Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe In: Working Papers.
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2010Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe.(2010) In: Working Papers.
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2013SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE.(2013) In: Journal of Applied Econometrics.
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2015Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R In: Journal of Statistical Software.
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2014International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model In: Working Papers.
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2009Economic Growth Determinants for European Regions: Is Central and Eastern Europe Different? In: Focus on European Economic Integration.
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2009Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries In: Focus on European Economic Integration.
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2010Regional Convergence in Europe and the Role of Urban Agglomerations In: Focus on European Economic Integration.
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2010Measuring Competition in CESEE: Stylized Facts and Determinants across Countries and Sectors In: Focus on European Economic Integration.
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article2
2011The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model In: Focus on European Economic Integration.
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article14
2012Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe In: Focus on European Economic Integration.
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article5
2013Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach In: Focus on European Economic Integration.
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article7
2014Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies In: Focus on European Economic Integration.
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2015Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries In: Focus on European Economic Integration.
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2015Small-scale nowcasting models of GDP for selected CESEE countries.(2015) In: Working and Discussion Papers.
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2016Modeling the evolution of monetary policy rules in CESEE In: Focus on European Economic Integration.
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2017How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions In: Focus on European Economic Integration.
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2017Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE In: Focus on European Economic Integration.
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2013ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report.
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2014Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors In: Working Papers.
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2014Forecasting with Bayesian Global Vector Autoregressions.(2014) In: ERSA conference papers.
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2014The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions In: Working Papers.
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2015Spillovers from Euro Area and U.S. Credit and Demand Shocks: Comparing Emerging Europe on the Basis of a GVAR Model In: Working Papers.
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2016Unconventional US Monetary Policy: New Tools Same Channels? In: Working Papers.
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2016Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Papers.
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2016Unconventional US Monetary Policy: New Tools, Same Channels?.(2016) In: Department of Economics Working Paper Series.
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2010The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on Determinants of Economic Growth. Will Data Tell? In: Working Papers in Economics.
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2012The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’.(2012) In: Journal of Applied Econometrics.
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2010Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis In: Working Papers in Economics.
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2012Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis.(2012) In: Journal of Forecasting.
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2006Centrope – an Intermediary Region in Central Europe In: WIFO Monatsberichte (monthly reports).
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2016Adaptive shrinkage in Bayesian vector autoregressive models In: Department of Economics Working Papers.
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2016Adaptive Shrinkage in Bayesian Vector Autoregressive Models.(2016) In: Department of Economics Working Paper Series.
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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model In: Department of Economics Working Papers.
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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model.(2016) In: Department of Economics Working Paper Series.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy In: Department of Economics Working Paper Series.
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2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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