Author:
Alquist Ron,Bhattarai Saroj,Coibion Olivier
Subject
Economics and Econometrics,Finance
Reference28 articles.
1. Eigenvalue ratio test for the number of factors;Ahn;Econometrica,2013
2. Forecasting the price of oil;Alquist,2013
3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
4. “Do we really know that oil caused the great stagflation? A monetary alternative;Barsky,2002
5. “How does stock market volatility react to oil shocks?;Bastianin,2014
Cited by
115 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献