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  • Search: subject:"factor augmented VAR"
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Year of publication
Subject
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VAR-Modell 45 VAR model 44 Monetary policy 25 Geldpolitik 22 factor-augmented VAR 19 Factor-augmented VAR 18 Impact assessment 15 Schock 15 Shock 15 Wirkungsanalyse 15 Estimation 12 Schätzung 12 Theorie 11 Theory 11 USA 11 United States 11 factor augmented VAR 10 Business cycle 9 Forecasting model 9 Konjunktur 9 Prognoseverfahren 9 monetary policy 9 Factor Augmented VAR 7 Welt 7 World 7 Factor-Augmented VAR 6 Geldpolitische Transmission 6 Monetary transmission 6 Oil price 6 Yield curve 6 Ölpreis 6 Bayesian VAR 5 Consumption 5 Euro area 5 Eurozone 5 Forecasting 5 Spillover effect 5 Spillover-Effekt 5 Zinsstruktur 5 Asian currency union 4
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Online availability
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Free 59 Undetermined 24 CC license 3
Type of publication
All
Book / Working Paper 51 Article 35
Type of publication (narrower categories)
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Working Paper 29 Article in journal 27 Aufsatz in Zeitschrift 27 Graue Literatur 17 Non-commercial literature 17 Arbeitspapier 16 Article 4 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 67 Undetermined 19
Author
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Dées, Stéphane 6 Güntner, Jochen 5 Huh, Hyeon-seung 5 Kim, David 5 Kim, Won Joong 5 Park, Cyn-Young 5 Bjørnland, Hilde Christiane 4 Fernandes, Marcelo 4 Vieira, Fausto 4 Alba, Carlos 3 Bénassy-Quéré, Agnès 3 Chague, Fernando 3 Chang, Yoosoon 3 Choi, Woon Gyu 3 Cimadomo, Jacopo 3 Cuadra, Gabriel 3 Henzel, Steffen 3 Ibarra-Ramírez, Raúl 3 Kang, Taesu 3 Kim, Geun Young 3 Kurmanalieva, Elvira 3 Kwak, Boreum 3 Lee, Byongju 3 Mumtaz, Haroon 3 Pang, Iris Ai Jao 3 Poghosyan, Karen 3 Rengel, Malte 3 Swanson, Eric T. 3 Zhulanova, Julia 3 Brooks, Douglas Howard 2 Cravino, Javier 2 Ellis, Colin 2 Fernald, John G. 2 Gao, Xiang 2 Hu, Zhijun 2 Jithin, P. 2 Kaufmann, Daniel 2 Kong, Wen 2 Kočenda, Evžen 2 Kwon, Dohyoung 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 C.E.P.R. Discussion Papers 2 European Central Bank 2 Bank of England 1 Centre d'études prospectives et d'informations internationales (CEPII) 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Division of Economics, Nanyang Technological University 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Economic Research Institute, College of Business and Economics 1 Economics and Research Department, Asian Development Bank 1 Federal Reserve Bank of San Francisco 1 Federal Reserve Bank of St. Louis 1 HAL 1 Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 1 Leibniz-Institut für Wirtschaftsforschung Halle 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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MPRA Paper 4 Working Paper 4 ADB Economics Working Paper Series 3 ADB economics working paper series 2 CEPR Discussion Papers 2 ECB Working Paper 2 East Asian economic review 2 Journal of economic dynamics & control 2 Journal of international money and finance 2 Journal of macroeconomics 2 Working Paper Series / European Central Bank 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied economics 1 Applied economics letters 1 Bank of England working papers 1 CAEPR working papers 1 CAMA working paper series 1 Climate economics and (its) knowledge 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Discussion paper 1 Discussion paper / Centre for Economic Policy Research 1 Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics 1 East Asian Economic Review (EAER) 1 Eastern European economics : EEE 1 EconomiX Working Papers 1 Economic Growth Centre Working Paper Series 1 Economics letters 1 Economics working papers / Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 European review of agricultural economics 1 GSDS working paper 1 HKIMR working paper 1 IES Working Paper 1 IES working paper 1 IWH Discussion Papers 1 IWH-Diskussionspapiere 1 Ifo Working Paper Series 1 Ifo working papers 1
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Source
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ECONIS (ZBW) 45 RePEc 23 EconStor 17 BASE 1
Showing 1 - 10 of 86
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The shale oil boom and the US economy : spillovers and time-varying effects
Bjørnland, Hilde Christiane; Skretting, Julia - In: Journal of applied econometrics 39 (2024) 6, pp. 1000-1020
Persistent link: https://www.econbiz.de/10015156817
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What goes around comes around : the US climate-economic cycle
Testa, Alessandra; Boss, Konstantin - In: Climate economics and (its) knowledge, (pp. 83-123). 2024
Persistent link: https://www.econbiz.de/10015127094
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Effects of the extraordinary measures implemented by Banco de México during the COVID-19 pandemic on financial conditions
Alba, Carlos; Cuadra, Gabriel; Ibarra-Ramírez, Raúl - 2023
This paper analyzes the effects of the extraordinary measures implemented by the Bank of Mexico during the COVID-19 pandemic on financial conditions. For this purpose, we estimate a factoraugmented vector autoregressive (FAVAR) model for the period 2001-2021. Based on this model, we construct a...
Persistent link: https://www.econbiz.de/10014541007
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Disaggregated inflation dynamics in Thailand : which shocks matter?
Nuwat Nookhwun; Pym Manopimoke - 2023
Persistent link: https://www.econbiz.de/10014438108
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Modelling mortality : a Bayesian factor-augmented VAR (FAVAR) approach
Lu, Yang; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 29-61
Persistent link: https://www.econbiz.de/10014247639
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Effects of the extraordinary measures implemented by Banco de México during the COVID-19 pandemic on financial conditions
Alba, Carlos; Cuadra, Gabriel; Ibarra-Ramírez, Raúl - 2023
This paper analyzes the effects of the extraordinary measures implemented by the Bank of Mexico during the COVID-19 pandemic on financial conditions. For this purpose, we estimate a factoraugmented vector autoregressive (FAVAR) model for the period 2001-2021. Based on this model, we construct a...
Persistent link: https://www.econbiz.de/10014251037
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The Effects of national fundamental factors on regional house prices: A factor-augmented VAR analysis
Gao, Xiang; Kong, Wen; Hu, Zhijun - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-19
national fundamentals affecting the movement of regional house prices by estimating a factor-augmented VAR model. We construct …
Persistent link: https://www.econbiz.de/10014332510
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The Effects of national fundamental factors on regional house prices : a factor-augmented VAR analysis
Gao, Xiang; Kong, Wen; Hu, Zhijun - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-19
national fundamentals affecting the movement of regional house prices by estimating a factor-augmented VAR model. We construct …
Persistent link: https://www.econbiz.de/10013370471
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Stock market response to public investment under the zero lower bound : cross-industry evidence from Japan
Miyazaki, Tomomi; Hiraga, Kazuki; Kozuka, Masafumi - In: Journal of the Japanese and international economies : … 71 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014545465
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The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: Journal of forecasting 43 (2024) 4, pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
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