Martin Feldkircher

发表

Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models

Florian Huber, Gregor Kastner, Martin Feldkircher, 2016, Journal of Applied Econometrics.

Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs

Florian Huber, Michael Pfarrhofer, Martin Feldkircher, 2019 .

Forecasting with Global Vector Autoregressive Models: a Bayesian Approach

Florian Huber, Jesus Crespo Cuaresma, Martin Feldkircher, 2016 .

BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R

Martin Feldkircher, Maximilian Bock, Florian Huber, 2020, J. Stat. Softw..

Bayesian Global Vector Autoregressions [R package BGVAR version 2.1.2]

Martin Feldkircher, Florian Huber, Maximilian Boeck, 2020 .

Bayesian model averaging employing fixed and flexible priors: The BMS package for R

Martin Feldkircher, Stefan Zeugner, M. Feldkircher, 2015 .

A New Approach Toward Detecting Structural Breaks in Vector Autoregressive Models

Florian Huber, Gregor Kastner, Martin Feldkircher, 2016 .

Variable selection in finite mixture of regression models with an unknown number of components

Kuo-Jung Lee, Yi-Chi Chen, Martin Feldkircher, 2021, Comput. Stat. Data Anal..

Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs

Florian Huber, Gary Koop, Michael Pfarrhofer, 2021 .

The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk

Martin Feldkircher, M. Feldkircher, Martin Feldkircher, 2012 .

Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis

Martin Feldkircher, M. Feldkircher, Martin Feldkircher, 2012 .

Exchange Market Pressures During the Financial Crisis: A Bayesian Model Averaging Evidence

Martin Feldkircher, Roman Horvath, Marek Rusnák, 2013 .

Spatial filtering, model uncertainty and the speed of income convergence in Europe

Martin Feldkircher, J. Cuaresma, M. Feldkircher, 2013 .

The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’

Martin Feldkircher, Stefan Zeugner, M. Feldkircher, 2012 .

ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System

Thomas Reininger, Christoph Siebenbrunner, Claus Puhr, 2013 .

Regional Convergence within the EU-25: A Spatial Econometric Analysis

Martin Feldkircher, M. Feldkircher, 2006 .