33 citations · 48 across the 7 of their papers we have counts for
4 papers · 1 filter
Integration or fragmentation? A closer look at euro area financial markets
Martin Feldkircher, Karin Klieber
This paper examines the degree of integration at euro area financial markets. To that end, we estimate overall and country-specific integration indices based on a panel vector-auto…
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
Martin Feldkircher, Florian Huber, Gary Koop +1
Panel Vector Autoregressions (PVARs) are a popular tool for analyzing multi-country datasets. However, the number of estimated parameters can be enormous, leading to computational…
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
Martin Feldkircher, Florian Huber, Michael Pfarrhofer
The COVID-19 recession that started in March 2020 led to an unprecedented decline in economic activity across the globe. To fight this recession, policy makers in central banks eng…
How does monetary policy affect income inequality in Japan? Evidence from grouped data
Martin Feldkircher, Kazuhiko Kakamu
We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped…