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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
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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 61 - 70 of 86
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Global liquidity transmission to emerging market economies, and their policy responses
Choi, Woon Gyu; Kang, Taesu; Kim, Geun Young; Lee, Byongju - In: Journal of international economics 109 (2017), pp. 153-166
Persistent link: https://www.econbiz.de/10011916589
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Forecasting the Brazilian yield curve using forward-looking variables
Vieira, Fausto; Fernandes, Marcelo; Chague, Fernando - In: International journal of forecasting 33 (2017) 1, pp. 121-131
Persistent link: https://www.econbiz.de/10011754690
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Spillover effects from Euro area monetary policy across Europe : a factor-augmented VAR approach
Potjagailo, Galina - In: Journal of international money and finance 72 (2017), pp. 127-147
Persistent link: https://www.econbiz.de/10011787686
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The role of confidence shocks in business cycles and their global dimension
Dées, Stéphane - In: International economics : a journal published by CEPII … 151 (2017), pp. 48-65
Persistent link: https://www.econbiz.de/10011793825
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The World Is Not Enough! Small Open Economies and Regional Dependence
Aastveit, Knut Are; Bjørnland, Hilde C.; Thorsrud, … - 2011
This paper bridges the new open economy factor augmented VAR (FAVAR) studies with the recent findings in the business …
Persistent link: https://www.econbiz.de/10012143781
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What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
Mumtaz, Haroon; Zabczyk, Pawel; Ellis, Colin - 2011
This paper uses a time-varying Factor Augmented VAR to investigate the evolving transmission of monetary policy and …
Persistent link: https://www.econbiz.de/10011605366
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What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
Mumtaz, Haroon; Zabczyk, Pawel; Ellis, Colin - European Central Bank - 2011
This paper uses a time-varying Factor Augmented VAR to investigate the evolving transmission of monetary policy and …
Persistent link: https://www.econbiz.de/10008922894
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International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
Liu, Philip; Mumtaz, Haroon; Theophilopoulou, Angeliki - Bank of England - 2011
A growing literature has documented changes to the dynamics of key macroeconomic variables in industrialised countries and highlighted the possibility that these variables may react differently to structural shocks over time. However, existing empirical work on the international transmission of...
Persistent link: https://www.econbiz.de/10010704399
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Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson-Siegel models
Levant, Jared; Ma, Jun - In: Journal of empirical finance 37 (2016), pp. 117-127
Persistent link: https://www.econbiz.de/10011662967
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Trade, trade finance, and global liquidity in Asia : Markov-Switching FAVAR approach
Brooks, Douglas Howard; Kurmanalieva, Elvira; Yang, Tu-yong - In: East Asian economic review 20 (2016) 3, pp. 339-363
Persistent link: https://www.econbiz.de/10011556208
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