Knut Are Aastveit : Citation Profile


Are you Knut Are Aastveit?

Norges Bank

14

H index

16

i10 index

737

Citations

RESEARCH PRODUCTION:

13

Articles

34

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 61
   Journals where Knut Are Aastveit has often published
   Relations with other researchers
   Recent citing documents: 202.    Total self citations: 23 (3.03 %)

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   Permalink: http://citec.repec.org/paa22
   Updated: 2023-05-27    RAS profile: 2021-04-10    
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Relations with other researchers


Works with:

Anundsen, Andre (9)

Herstad, Eyo (3)

Ravazzolo, Francesco (3)

Albuquerque, Bruno (3)

Cross, Jamie (2)

Nakajima, Jouchi (2)

Bjørnland, Hilde (2)

van Dijk, Herman (2)

Furlanetto, Francesco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Knut Are Aastveit.

Is cited by:

Thorsrud, Leif (27)

Ravazzolo, Francesco (27)

Bjørnland, Hilde (21)

van Dijk, Herman (19)

Rossi, Barbara (18)

Marcellino, Massimiliano (18)

Cross, Jamie (18)

GUPTA, RANGAN (17)

Casarin, Roberto (15)

Vespignani, Joaquin (13)

Modugno, Michele (13)

Cites to:

Giannone, Domenico (24)

Kilian, Lutz (24)

Ravazzolo, Francesco (22)

Hamilton, James (22)

Mitchell, James (22)

van Dijk, Herman (19)

Reichlin, Lucrezia (18)

Thorsrud, Leif (17)

Watson, Mark (15)

Jore, Anne Sofie (15)

Baumeister, Christiane (14)

Main data


Where Knut Are Aastveit has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
Journal of Business & Economic Statistics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School9
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Knut Are Aastveit (2022 and 2021)


YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2023Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2022Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2022Dominant Drivers of National Inflation. (2022). Ravazzolo, Francesco ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2212.05841.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2021.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

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2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Boosting multiplicative model combination. (2021). Vidoni, Paolo. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:761-789.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2022Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

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2022The effect of rising energy prices amid geopolitical developments and supply disruptions. (2022). Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0110.

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2022Dominant Drivers of National Inflation. (2022). Ditzen, Jan ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0111.

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2022Real and nominal effects of monetary shocks under time-varying disagreement. (2022). Esady, Vania. In: Bank of England working papers. RePEc:boe:boeewp:1007.

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2021The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2.

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2021Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

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2021Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:908.

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2022Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2022The effects of monetary policy across fiscal regimes. (2022). van der Veer, Koen ; Bonam, Dennis ; Kloosterman, Roben. In: Working Papers. RePEc:dnb:dnbwpp:755.

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2021Economic Policy Uncertainty and Banks Interest Income: Empirical Evidence from an International Panel Dataset. (2021). Mawusi, Charles ; Boungou, Whelsy. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00488.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021The changing link between labor cost and price inflation in the United States. (2021). BOBEICA, Elena ; Vansteenkiste, Isabel ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20212583.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

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2022Do house prices play a role in unconventional monetary policy transmission in Japan?. (2022). Renzhi, Nuobu. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001038.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2022Inflation anchoring and growth: The role of credit constraints. (2022). Furceri, Davide ; Choi, Sangyup ; Shim, Myungkyu ; Loungani, Prakash. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002141.

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2022How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2022Fiscal policy and uncertainty. (2022). Wolff, Jonathan ; Jerow, Sam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002627.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2022Real-time macroeconomic monitoring using mixed frequency data: Evidence from China. (2022). Xue, Rui ; Ge, Chanyuan ; He, Jie ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003054.

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2023What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2021Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

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2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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2022Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations. (2022). Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001243.

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2022The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach. (2022). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000787.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Inference in Structural Vector Autoregressions identified with an external instrument. (2021). Watson, Mark W ; Stock, James H ; Montiel, Jose L. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:74-87.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2022Markov switching panel with endogenous synchronization effects. (2022). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:281-298.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Financial markets and dissent in the ECB’s Governing Council. (2021). Tillmann, Peter ; PeterTillmann, . In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s001429212100180x.

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2022Financial intermediary leverage and monetary policy transmission. (2022). Li, Zehao. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000332.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2021The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach. (2021). SAADAOUI, Zied ; Boufateh, Talel. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321004126.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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2022China’s government spending and global inflation dynamics: The role of the oil price channel. (2022). Zhang, Wen. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001633.

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2022The impact of oil supply news shocks on corporate investments and the structure of production network. (2022). Caraiani, Petre. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001803.

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2022The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model. (2022). Rubaszek, Michał ; Śmiech, Sławomir ; Dąbrowski, Marek ; Papie, Monika ; Dbrowski, Marek A. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001876.

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2022Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman. (2022). Vespignani, Joaquin ; Aljabri, Salwa ; al Jabri, Salwa ; Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002638.

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2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244.

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2021Accounting for the declining economic effects of oil price shocks. (2021). Lyu, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303558.

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2021Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730.

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2021The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

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2023Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021Bank lending in Switzerland: Driven by business models and exposed to uncertainty. (2021). Kaufmann, Sylvia ; Gubler, Matthias ; Hauri, Simona ; Beutler, Toni. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002519.

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2022Do heterogeneous oil price shocks really have different effects on earnings management?. (2022). Lin, Boqiang ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003203.

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2022Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423.

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2021The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis. (2021). Wu, Congxin ; Xu, Yan ; Wang, Zhuqing ; Luo, YI. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314102.

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2022Banking deregulation, macroeconomic dynamics and monetary policy. (2022). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia M. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000791.

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2022Oil prices, manufacturing goods, and nontradeable services. (2022). Khalil, Makram. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001331.

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2022The impact of economic policy uncertainty on banks non-interest income activities. (2022). Mawusi, Charles ; Boungou, Whelsy. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:89-97.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2022On the international co-movement of natural interest rates. (2022). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889.

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2021Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
More than 100 citations found, this list is not complete...

Works by Knut Are Aastveit:


YearTitleTypeCited
2017Has the Fed responded to house and stock prices? A time-varying analysis. In: Working Papers.
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2017Has the Fed responded to house and stock prices? A time-varying analysis.(2017) In: Working Paper.
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2016The World Is Not Enough! Small Open Economies and Regional Dependence In: Scandinavian Journal of Economics.
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2011The world is not enough! Small open economies and regional dependence.(2011) In: Working Paper.
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2011The world is not enough! Small open economies and regional dependence.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 35
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2008Nowcasting Norwegian GDP: The role of asset prices in a small open economy In: Working Paper.
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paper58
2012Nowcasting norwegian GDP: the role of asset prices in a small open economy.(2012) In: Empirical Economics.
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This paper has another version. Agregated cites: 58
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2008Estimating the output gap in real time: A factor model approach In: Working Paper.
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2014Estimating the output gap in real time: A factor model approach.(2014) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 16
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2011Nowcasting GDP in real-time: A density combination approach In: Working Paper.
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paper91
2011Nowcasting GDP in Real-Time: A Density Combination Approach.(2011) In: Working Papers.
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2014Nowcasting GDP in Real Time: A Density Combination Approach.(2014) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 91
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2012What drives oil prices? Emerging versus developed economies In: Working Paper.
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2012What drives oil prices? Emerging versus developed economies.(2012) In: Working Papers.
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2013What drives oil prices? Emerging versus developed economies.(2013) In: CAMA Working Papers.
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2015What Drives Oil Prices? Emerging Versus Developed Economies.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 130
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2013Oil price shocks and monetary policy in a data-rich environment In: Working Paper.
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2013Economic uncertainty and the effectiveness of monetary policy In: Working Paper.
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2014Forecasting recessions in real time In: Working Paper.
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2014Density forecasts with MIDAS models In: Working Paper.
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2014Density forecasts with MIDAS models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 21
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2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 21
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2014Have standard VARs remained stable since the crisis? In: Working Paper.
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2016Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 45
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2014Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series).
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This paper has another version. Agregated cites: 45
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2017Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 45
article
2014Combined Density Nowcasting in an uncertain economic environment In: Working Paper.
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2018Combined Density Nowcasting in an Uncertain Economic Environment.(2018) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 35
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2014Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 35
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2015Identification and real-time forecasting of Norwegian business cycles In: Working Paper.
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2016Identification and real-time forecasting of Norwegian business cycles.(2016) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 19
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2017Residential investment and recession predictability In: Working Paper.
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2017Residential investment and recession predictability.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2019Residential investment and recession predictability.(2019) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 10
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2017Asymmetric effects of monetary policy in regional housing markets In: Working Paper.
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2017Asymmetric effects of monetary policy in regional housing markets.(2017) In: Working Papers.
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2018Asymmetric effects of monetary policy in regional housing markets.(2018) In: Working Papers.
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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Working Papers.
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2020Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting.(2020) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 24
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2019Changing supply elasticities and regional housing booms In: Working Papers.
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2020Changing supply elasticities and regional housing booms.(2020) In: Bank of England working papers.
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2019Changing supply elasticities and regional housing booms.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 4
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2020Inflation expectations and the pass-through of oil prices In: Working Papers.
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paper2
2020Inflation expectations and the pass-through of oil prices.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 2
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2014Oil price shocks in a data-rich environment In: Energy Economics.
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2017Economic uncertainty and the influence of monetary policy In: Journal of International Money and Finance.
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article92
2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
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