The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach
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Cited by:
- Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
- Robin Braun & Ralf Brüggemann, 2017.
"Identification of SVAR Models by Combining Sign Restrictions With External Instruments,"
Working Paper Series of the Department of Economics, University of Konstanz
2017-07, Department of Economics, University of Konstanz.
- Braun, Robin & Brüggemann, Ralf, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
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More about this item
Keywords
Oil market; Factor-Augmented Vector Autoregression (FAVAR); Identification via External Instruments; Bayesian Inference;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2020-01-06 (Energy Economics)
- NEP-MAC-2020-01-06 (Macroeconomics)
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