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~person:"Cross, Jamie"
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VAR model
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VAR-Modell
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Oil price
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Cross, Jamie
Lütkepohl, Helmut
160
Pesaran, M. Hashem
120
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98
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98
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98
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84
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81
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80
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71
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69
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69
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62
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59
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58
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57
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53
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49
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48
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47
Kim, So-yŏng
47
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44
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44
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42
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41
Smith, L. Vanessa
40
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39
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38
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37
Forni, Mario
37
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37
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36
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ECONIS (ZBW)
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1
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/10014249883
Saved in:
2
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
Saved in:
3
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/10014266827
Saved in:
4
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
Inflation expectations and the pass-through of oil prices
Aastveit, Knut Are
;
Bjørnland, Hilde Christiane
; …
- In:
The review of economics and statistics
105
(
2023
)
3
,
pp. 733-743
Persistent link: https://www.econbiz.de/10014297139
Saved in:
9
On the China factor in the world oil market : a regime switching approach
Cross, Jamie
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816553
Saved in:
10
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
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