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Search: subject:"Factor Augmented Vector Autoregression"
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factor-augmented vector autoregression
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ECONIS (ZBW)
18
RePEc
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EconStor
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1
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
2
Identifying
factor-augmented
vector
autoregression
models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
3
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2020-2031
Persistent link: https://www.econbiz.de/10013552915
Saved in:
4
Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components
Ramsauer, Franz
;
Min, Aleksey
;
Lingauer, Michael
- In:
Econometrics
7
(
2019
)
3
,
pp. 1-43
This article extends the
Factor-Augmented
Vector
Autoregression
Model (FAVAR) to mixed-frequency and incomplete panel …
Persistent link: https://www.econbiz.de/10012696246
Saved in:
5
Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components
Ramsauer, Franz
;
Min, Aleksey
;
Lingauer, Michael
- In:
Econometrics : open access journal
7
(
2019
)
3/31
,
pp. 1-43
This article extends the
Factor-Augmented
Vector
Autoregression
Model (FAVAR) to mixed-frequency and incomplete panel …
Persistent link: https://www.econbiz.de/10012161533
Saved in:
6
Is the exchange rate a shock absorber or a source of shocks? : evidence from the US
De, Kuhelika
;
Sun, Wei
- In:
Economic modelling
89
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012425897
Saved in:
7
Monetary policy, residential investment, and search frictions : an empirical and theoretical synthesis
Lunsford, Kurt G.
-
2016
Persistent link: https://www.econbiz.de/10011546850
Saved in:
8
Effectiveness of monetary policy in China : evidence from
factor-augmented
vector
autoregression
model
Sun, Yunpeng
;
Zhang, Jingjia
- In:
Frontiers of economics in China : selected publications …
14
(
2019
)
3
,
pp. 336-370
Persistent link: https://www.econbiz.de/10012129400
Saved in:
9
The transmission of US economic policy uncertainty shocks to Asian and global financial markets
Kido, Yosuke
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 222-231
Persistent link: https://www.econbiz.de/10012036619
Saved in:
10
What happens when the Kiwi flies? sectoral effects of the exchange rate shocks
Karagedikli, Özer
;
Ryan, Michael
;
Steenkamp, Daan
; …
-
2013
Persistent link: https://www.econbiz.de/10010211311
Saved in:
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