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VAR model
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Canova, Fabio
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Bao Hoang Nguyen
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Ravazzolo, Francesco
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CAMP working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oil and the stock market revisited : a mixed functional var approach
Bjørnland, Hilde Christiane
;
Chang, Yoosoon
;
Cross, Jamie
-
2023
Persistent link: https://www.econbiz.de/10014302202
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2
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014431618
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3
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
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4
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
-
2021
Persistent link: https://www.econbiz.de/10013190588
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5
The impact of monetary policy on leading variables for financial stability in Norway
Olsen, Helene
;
Wieslander, Harald
-
2020
Persistent link: https://www.econbiz.de/10012437433
Saved in:
6
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
-
2018
Persistent link: https://www.econbiz.de/10011798864
Saved in:
7
Dutch disease dynamics reconsidered
Bjørnland, Hilde Christiane
;
Thorsrud, Leif Anders
; …
-
2018
Persistent link: https://www.econbiz.de/10011798912
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8
The shale oil boom and the U.S. economy : spillovers and time-varying effects
Bjørnland, Hilde Christiane
;
Zhulanova, Julia
-
2018
Persistent link: https://www.econbiz.de/10011914385
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9
On the China factor in international oil markets : a regime switching apporach
Cross, Jamie L.
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2018
Persistent link: https://www.econbiz.de/10011947951
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10
Components of uncertainty
Høghaug Larsen, Vegard
-
2017
Persistent link: https://www.econbiz.de/10011707401
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