Martin Feldkircher

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model
Journal of the Royal Statistical Society. Series A. Statistics in Society
2025-01-22Paper
Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Journal of Business and Economic Statistics
2024-11-08Paper
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
International Economic Review
2023-11-16Paper
Variable selection in finite mixture of regression models with an unknown number of components
Computational Statistics and Data Analysis
2021-05-07Paper
Forecast combination and Bayesian model averaging: a prior sensitivity analysis
Journal of Forecasting
2018-10-11Paper
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
Journal of Economic Dynamics and Control
2018-08-10Paper


Research outcomes over time


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