Knut Are Aastveit : Citation Profile


Are you Knut Are Aastveit?

Norges Bank

9

H index

8

i10 index

371

Citations

RESEARCH PRODUCTION:

11

Articles

29

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 37
   Journals where Knut Are Aastveit has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 17 (4.38 %)

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   Permalink: http://citec.repec.org/paa22
   Updated: 2020-05-23    RAS profile: 2019-04-21    
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Relations with other researchers


Works with:

Ravazzolo, Francesco (10)

Anundsen, Andre (5)

Carriero, Andrea (4)

Clark, Todd (4)

van Dijk, Herman (4)

Marcellino, Massimiliano (4)

Foroni, Claudia (3)

Thorsrud, Leif (3)

Bjørnland, Hilde (3)

Natvik, Gisle (2)

Herstad, Eyo (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 (21)

Bjørnland, Hilde (19)

Ravazzolo, Francesco (19)

GUPTA, RANGAN (14)

Belke, Ansgar (11)

Castelnuovo, Efrem (10)

Modugno, Michele (9)

Rossi, Barbara (9)

Pellegrino, Giovanni (9)

Vespignani, Joaquin (8)

Giannone, Domenico (7)

Cites to:

Giannone, Domenico (20)

Kilian, Lutz (20)

Mitchell, James (19)

Ravazzolo, Francesco (19)

Thorsrud, Leif (14)

Reichlin, Lucrezia (14)

van Dijk, Herman (14)

Hamilton, James (13)

Peersman, Gert (12)

Croushore, Dean (12)

Bjørnland, Hilde (11)

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

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School7
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Knut Are Aastveit (2019 and 2018)


YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2018The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2018). GUPTA, RANGAN ; Clance, Matthew ; Aye, G C. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277037.

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2019Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors. (2018). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274718.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2019Predictive 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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2019Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194.

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2019An Attempt to Predict Recession for the Indian Economy Using Leading Indicators. (2019). Kaur, Sumanpreet. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:171-190.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2017Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market. (2017). Nguyen Thanh, Binh ; Lee, Gabriel ; Strobel, Johannes. In: Working Papers. RePEc:bav:wpaper:170_leenguyenthanhstrobel.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2018Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2019Determination of the Current Phase of the Credit Cycle in Emerging Markets. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:28-42.

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2017Real-time determination of credit cycle phases in emerging markets. (2017). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps17.

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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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2018Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0062.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2019New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0074.

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2019Changing supply elasticities and regional housing booms. (2019). Albuquerque, Bruno ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0076.

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2019OPECs crude game. (2019). Hvinden, Even Comfort. In: Working Papers. RePEc:bny:wpaper:0082.

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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083.

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2019Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2019Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841.

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2020Changing supply elasticities and regional housing booms. (2020). Albuquerque, Bruno ; Anundsen, Andre ; Aastveit, Knut Are. In: Bank of England working papers. RePEc:boe:boeewp:0844.

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2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7366.

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2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2018Uncertain Kingdom: Nowcasting GDP and its Revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; ANESTI, NIKOLETA ; Galvao, Ana Beatriz. In: Discussion Papers. RePEc:cfm:wpaper:1824.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_020.

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2019A shadow rate New Keynesian model. (2019). Wu, Jing Cynthia ; Zhang, JI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:7.

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2017Liquidity traps and large-scale financial crises. (2017). Pellegrino, Giovanni ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Parent, Antoine. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:99-114.

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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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2017Price volatility and demand for oil: A comparative analysis of developed and developing countries. (2017). Jamasb, Tooraj ; Jobling, Andrew . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:53:y:2017:i:c:p:96-113.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2018Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245.

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2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018Uncertainty and the real effects of monetary policy shocks in the Euro area. (2018). Pellegrino, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:177-181.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

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2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2019Dutch disease dynamics reconsidered. (2019). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:411-433.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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2019Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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2019Asymmetric effects of oil prices and exchange rates on China’s industrial prices. (2019). Zhu, Huiming ; Chen, Xiuyun. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303469.

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2019Oil shocks and production network structure: Evidence from the OECD. (2019). Caraiani, Petre. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303548.

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2019Oil price shocks and U.S. economic activity. (2019). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar . In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:89-99.

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2018Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

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2018Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

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2019Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:378-384.

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2017To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:1-18.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2019Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

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2019Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

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2019Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Tallman, Ellis W ; Zaman, Saeed. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2017The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.

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2018Media coverage and ECB policy-making: Evidence from an augmented Taylor rule. (2018). Bennani, Hamza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:26-38.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2019Do heterogeneous countries respond differently to oil price shocks?. (2019). Hernandez-Vega, Marco ; Hernandez-Del, Gerardo ; Guerrero-Escobar, Santiago . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301952.

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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

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2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2019Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Nie, HE ; Meng, Juan ; He, Luli ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:626-634.

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2019Uncertainty and oil volatility: New evidence. (2019). Cao, Xiang ; Zeng, Qing ; Mei, Dexiang ; Diao, Xiaohua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

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2019The effects of economic policy uncertainty on outward foreign direct investment. (2019). Chi, Thi Huyen ; Boarelli, Sofia ; Hsieh, Hui-Ching. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:377-392.

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2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

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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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2008Nowcasting Norwegian GDP: The role of asset prices in a small open economy In: Working Paper.
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2012Nowcasting norwegian GDP: the role of asset prices in a small open economy.(2012) In: Empirical Economics.
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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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2011Nowcasting GDP in real-time: A density combination approach In: Working Paper.
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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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2012What drives oil prices? Emerging versus developed economies In: Working Paper.
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paper73
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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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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2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
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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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2014Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series).
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2017Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics.
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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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2014Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers.
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2015Identification and real-time forecasting of Norwegian business cycles In: Working Paper.
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paper9
2016Identification and real-time forecasting of Norwegian business cycles.(2016) In: International Journal of Forecasting.
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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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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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2014Oil price shocks in a data-rich environment In: Energy Economics.
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article9
2017Economic uncertainty and the influence of monetary policy In: Journal of International Money and Finance.
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article27
2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
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