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  • Search: subject:"factor-augmented VAR model"
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Year of publication
Subject
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VAR model 5 VAR-Modell 5 Räumliche Verteilung 4 Spatial distribution 4 Erdölgewinnung 3 Oil Prices 3 Oil market 3 Oil price 3 Oil sand 3 Petroleum extraction 3 Regional development 3 Regionalentwicklung 3 Shale oil boom 3 Spillover effect 3 Spillover-Effekt 3 Spillovers 3 Time-varying factor-augmented VAR model 3 USA 3 United States 3 Ölmarkt 3 Ölpreis 3 Ölsand 3 Estimation 2 Geldpolitik 2 Geographical dispersion 2 Monetary policy 2 Schätzung 2 factor-augmented VAR model 2 monetary policy 2 national fundamental factors 2 regional house price 2 Factor-augmented VAR model 1 Geldpolitische Transmission 1 Geographical Dispersion 1 Immobilienpreis 1 Impact assessment 1 L1-regularization 1 Monetary policy shock 1 Monetary transmission 1 Real estate price 1
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Online availability
All
Free 7 CC license 2
Type of publication
All
Book / Working Paper 4 Article 3
Type of publication (narrower categories)
All
Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
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Language
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English 7
Author
All
Bjørnland, Hilde Christiane 4 Zhulanova, Julia 3 Gao, Xiang 2 Hu, Zhijun 2 Kong, Wen 2 Daniele, Maurizio 1 Schnaitmann, Julie 1 Skretting, Julia 1
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Published in...
All
CAMA working paper series 1 GSDS working paper 1 Journal of Risk and Financial Management 1 Journal of applied econometrics 1 Journal of risk and financial management : JRFM 1 Working Paper 1 Working paper / Norges Bank 1
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Source
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ECONIS (ZBW) 5 EconStor 2
Showing 1 - 7 of 7
Cover Image
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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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
Saved in:
Cover Image
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
Saved in:
Cover Image
The shale oil boom and the U.S. economy: Spillovers and time-varying effects
Bjørnland, Hilde Christiane; Zhulanova, Julia - 2019
We analyze if the transmission of oil price shocks on the U.S. economy has changed with the shale oil boom. To do so, we put forward a framework that allows for spillovers between industries and learning by doing (LBD) over time. We identify these spillovers using a time-varying parameter...
Persistent link: https://www.econbiz.de/10012661546
Saved in:
Cover Image
The shale oil boom and the U.S. economy : spillovers and time-varying effects
Bjørnland, Hilde Christiane; Zhulanova, Julia - 2019
We analyze if the transmission of oil price shocks on the U.S. economy has changed with the shale oil boom. To do so, we put forward a framework that allows for spillovers between industries and learning by doing (LBD) over time. We identify these spillovers using a time-varying parameter...
Persistent link: https://www.econbiz.de/10012214306
Saved in:
Cover Image
A regularized structural factor-augmented vector autoregressive model
Daniele, Maurizio; Schnaitmann, Julie - 2019
Persistent link: https://www.econbiz.de/10012122962
Saved in:
Cover Image
The shale oil boom and the US economy : spillovers and time-varying effects
Bjørnland, Hilde Christiane; Zhulanova, Julia - 2019
Persistent link: https://www.econbiz.de/10012224427
Saved in:
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