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Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model
Apergēs, Nikolaos; Polemis, Michael - In: The journal of energy markets 13 (2020) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10012662202
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Capturing the impact of unobserved sector-wide shocks on stock returns with panel data model
Hong, KiHoon Jimmy; Peng, Bin; Zhang, Xiaohui - In: The economic record : er 91 (2015) 295, pp. 495-508
Persistent link: https://www.econbiz.de/10011562344
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On the relative importance of demand and supply shocks : a panel VAR study for US states
Feasel, Edward M.; Gollapudi, Padmapriya; Kumazawa, Daiki - In: Applied economics letters 24 (2017) 18, pp. 1340-1345
Persistent link: https://www.econbiz.de/10011852575
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Measuring the financial shocks of natural disasters : a panel study of U.S. states
Miao, Qing; Hou, Yilin; Abrigo, Michael - In: National tax journal 71 (2018) 1, pp. 11-44
Persistent link: https://www.econbiz.de/10011905620
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International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
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Heterogeneity and dynamic dependence in panel analysis of individual behavior
Damrongplasit, Kannika; Hsiao, Cheng - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 61-79). 2022
Persistent link: https://www.econbiz.de/10013193935
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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Heterogeneity and selection in dynamic panel data
Sasaki, Yuya - In: Journal of econometrics 188 (2015) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10011500335
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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A panel data model with interactive effects characterized by multilevel non-parallel factors
Li, Jiaolong; Yang, Zhiqin - In: Applied economics letters 25 (2018) 10, pp. 707-712
Persistent link: https://www.econbiz.de/10012129803