no code implementations • 11 Oct 2023 • Martin Feldkircher, Karin Klieber
This paper examines the degree of integration at euro area financial markets.
no code implementations • 8 Mar 2021 • Martin Feldkircher, Florian Huber, Gary Koop, Michael Pfarrhofer
Panel Vector Autoregressions (PVARs) are a popular tool for analyzing multi-country datasets.
no code implementations • 23 Mar 2018 • 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 data of households and the dynamics of macroeconomic quantities.