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  • Search: subject:"time-varying parameter factor augmented VAR"
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Year of publication
Subject
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Commodity price 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Monetary policy shocks 1 Rohstoffpreis 1 Schock 1 Schätzung 1 Shock 1 Theorie 1 Theory 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Welt 1 World 1 Zeitreihenanalyse 1 co-movement 1 commodity prices 1 dynamic hierarchical factor models 1 financial markets 1 global integration 1 international transmission channels 1 time-varying parameter factor augmented VAR 1 time-varying parameter factor augmented VAR models 1 turmoil periods 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
All
Akbar, Farhan 1 Byrne, Joseph P. 1 Kazi, Irfan Akbar 1 Sakemoto, Ryuta 1 Wagan, Hakimzadi 1 Xu, Bing 1
Institution
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1
Published in...
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EconomiX Working Papers 1 European review of agricultural economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Commodity price co-movement : heterogeneity and the time-varying impact of fundamentals
Byrne, Joseph P.; Sakemoto, Ryuta; Xu, Bing - In: European review of agricultural economics 47 (2020) 2, pp. 499-528
Persistent link: https://www.econbiz.de/10012181739
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The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012
period 1981Q1-2010Q4. We use a time-varying parameter factor augmented VAR approach to study the effective federal funds rate …
Persistent link: https://www.econbiz.de/10010552492
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