2 citations · 3 across the 6 of their papers we have counts for
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econ.EM2023
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…
econ.EM2023
Non-linear dimension reduction in factor-augmented vector autoregressions
Karin Klieber
This paper introduces non-linear dimension reduction in factor-augmented vector autoregressions to analyze the effects of different economic shocks. I argue that controlling for no…