Alain Kabundi : Citation Profile

International Monetary Fund (IMF)

18

H index

29

i10 index

877

Citations

RESEARCH PRODUCTION:

46

Articles

53

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 43
   Journals where Alain Kabundi has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 46 (4.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka395
   Updated: 2025-12-20    RAS profile: 2024-08-01    
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Relations with other researchers

Works with:

Ohnsorge, Franziska (4)

Nagle, Peter (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Kabundi.

Is cited by:

GUPTA, RANGAN (189)

Balcilar, Mehmet (59)

Miller, Stephen (28)

Reid, Monique (26)

Plakandaras, Vasilios (21)

Jooste, Charl (18)

Gogas, Periklis (18)

Papadimitriou, Theophilos (17)

Simo-Kengne, Beatrice Desiree (16)

Phiri, Andrew (15)

Ozdemir, Zeynel (15)

Cites to:

Reichlin, Lucrezia (107)

GUPTA, RANGAN (80)

Forni, Mario (73)

Watson, Mark (70)

Giannone, Domenico (70)

Kose, Ayhan (67)

Stock, James (67)

Bernanke, Ben (54)

Lippi, Marco (53)

Ng, Serena (45)

Hallin, Marc (42)

Main data

Where Alain Kabundi has published?

Journals with more than one article published# docs
South African Journal of Economics11
Economic Modelling10
Journal of Economic Studies2
Empirical Economics2
Journal of Forecasting2
Journal of Housing Economics2
The African Finance Journal2
Journal of Housing Research2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics15
Working Papers / South African Reserve Bank10
IMF Working Papers / International Monetary Fund7
Policy Research Working Paper Series / The World Bank6
Working Papers / University of Nevada, Las Vegas , Department of Economics4
Occasional Bulletin of Economic Notes / South African Reserve Bank2

Recent works citing Alain Kabundi (2025 and 2024)

YearTitle of citing document
2025Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News. (2025). Ghali, Mohammed-Khalil ; Pang, Cecil ; Molina, Oscar ; Gershenson-Garcia, Carlos ; Won, Daehan. In: Papers. RePEc:arx:papers:2508.06497.

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2025Macroeconomic impact of extreme weather events. (2025). SHIM, ILHYOCK ; Madeira, Carlos ; Frost, Jon ; Ehlers, Torsten. In: BIS Bulletins. RePEc:bis:bisblt:98.

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2024Is growth at risk from natural disasters? Evidence from quantile local projections. (2024). Daher, Nabil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:12.

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2025Weathering the storm: sectoral economic and inflationary effects of floods and the role of adaptation. (2025). Mari, Rebecca ; Ficarra, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:1120.

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2025Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9.

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2024Belief-dependent pricing decisions. (2024). Turen, Javier ; Lluberas, Rodrigo ; Frache, Serafin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932300442x.

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2024The effect of monetary policy on inflation expectations: Evidence from a financial traders survey. (2024). Pedersen, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:137:y:2024:i:c:s0264999324001342.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2024Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China. (2024). Zhou, Yanli ; Li, Xing ; Ge, Xiangyu ; Zhu, Dixing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001207.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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2024Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Shakib, Mohammed ; Hassan, M. Kabir ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591.

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2024A two-step dynamic factor modelling approach for forecasting inflation in small open economies. (2024). Wright, Cardel ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000839.

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2025Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?. (2025). Naifar, Nader. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421525000047.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2024The black box of natural gas market: Past, present, and future. (2024). Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001923.

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2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2024Weather-related disasters and inflation in the euro area. (2024). Kriwoluzky, Alexander ; Beirne, John ; Wittich, Jana ; Volz, Ulrich ; Renzhi, Nuobu ; Dafermos, Yannis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002127.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

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2024Optimal robust monetary policy in a small open emerging-market economy. (2024). André, Marine ; Espidio, Sebastin Medina. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000140.

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2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

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2024Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Tamilselvan, M ; Kannadhasan, M ; Halder, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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2024Mortgages, house prices, and business cycle dynamic: A medium-run exploration using the continuous wavelet transform. (2024). Giri, Federico ; Andreani, Michele. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003721.

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2025Impacts of climate change on inflation: An analysis based on long and short term effects and pass-through mechanisms. (2025). Zhou, Xiangjun ; Xu, Yuan ; Ma, YU ; Qi, Chaoping ; Du, Meng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000097.

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2025Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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2025EXIT POLICY, LIQUIDITY NORMALIZATION, AND ITS IMPLICATIONS ON CENTRAL BANK POLICY TRANSMISSION. (2025). Yunaniar, Merlin Dwi ; Pratama, Rangga ; Lubis, Alexander ; Nugroho, Wahyu Agung ; Susiandri, Dian Prima. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:1e:p:85-116.

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2024Is growth at risk from natural disasters? Evidence from quantile local projections. (2024). Daher, Nabil. In: Working Papers. RePEc:inf:wpaper:2024.8.

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2025Shaken Balances: Climate Risks and the Dynamics of Fiscal and External Sustainability. (2025). Afonso, Antonio ; Alves, Jos ; Jalles, Joao ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03752025.

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2025Advances in Forecasting Home Prices. (2025). Jafek, Robert ; Guirguis, Hany ; Mueller, Glenn ; Dutra, Vaneesha. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10681-7.

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2025An optimal inflation rate for South Africa. (2025). Hall, Stephen G. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09882-3.

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2025Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2025). Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09971-y.

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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2025The performance of the euro area banking system: the pandemic in perspective. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Simone, Francisco Nadal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01180-1.

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2024Keynesian Policy Space in Globalized Economies. (2024). Bossone, Biagio. In: Working Papers. RePEc:pke:wpaper:pkwp2405.

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2025Divergent impacts of quantity versus price-based monetary policies on banking systemic risk: Evidence from China. (2025). Wang, LI ; Ding, Youqiang ; Sun, Weihong ; Mo, Yichao. In: PLOS ONE. RePEc:plo:pone00:0322709.

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2024Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.. (2024). Bonga-Bonga, Lumengo ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:119910.

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2024Extreme Weather Shocks and State-Level Inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202402.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2025Climate change shocks and monetary policy in South Africa a simulationbased analysis. (2025). Chinoperekweyi, Brandon Aaron ; Hurungo, James ; Chirume, Admire Tarisirayi. In: Working Papers. RePEc:rbz:wpaper:11087.

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2024Influence on Banks Credit Risk Through Monetary Policy Instruments: A Study of Listed Commercial Banks in Pakistan. (2024). Shahid, Rimsha ; Iqbal, Muhammad Navid ; Badar, Hammad ; Iftikhar, Aqsa ; Awan, Zulfiqar Hussain ; Muhammad, Sidra Ghulam. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:2:p:255-265.

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2025Can AI-Driven National ESG in Big Data Help Improve Macroeconomic Forecasting?. (2025). Xiao, Hao ; Li, Xiaofen ; Yang, Junyi ; Ye, Xinjian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:2:p:84-103.

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2025Greek GDP Forecasting Using Bayesian Multivariate Models. (2025). Krompas, Ioannis ; Bragoudakis, Zacharias. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:63-76.

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2024Does the export-to-import ratio affect environmental sustainability? Evidence from BRICS countries. (2024). Rahman, Md. Mominur ; Halim, Md Abdul. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:2:p:904-926.

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2024General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective. (2024). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:213-272.

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2024Temperature, precipitation and food price inflation: Evidence from a panel of countries. (2024). Chadwick, Meltem ; Saygili, Hulya. In: Working Papers. RePEc:sea:wpaper:wp55.

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2024Greener and cheaper: green monetary policy in the era of inflation and high interest rates. (2024). Wullweber, Joscha ; Aguila, Nicols. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:1:d:10.1007_s40822-024-00266-y.

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2024Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach. (2024). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00554-7.

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2024Monetary policy instruments and inflation in Nigeria: a revisit of FAVAR. (2024). Akande, Emmanuel O ; Dandaura, Jeremiah D ; Akanni, Elijah. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:18:y:2024:i:1:d:10.1007_s42495-023-00119-7.

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2024The effect of central bank credibility on economic growth and output volatility in inflation targeting regime. (2024). Armah, Mark K. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:26:y:2024:i:2:d:10.1007_s40847-023-00274-9.

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2024Military Spending and Economic Output: A Decomposition Analysis of the US Military Budget. (2024). Emmanouilidis, Kyriakos. In: Defence and Peace Economics. RePEc:taf:defpea:v:35:y:2024:i:2:p:243-263.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2024Monetary Policy and Climate Change: Challenges and the Role of Major Central Banks. (2024). Neuenkirch, Matthias ; Bennani, Hamza ; Kranz, Tobias. In: Research Papers in Economics. RePEc:trr:wpaper:202401.

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2024The Effects of Shocks on the Real Economy in Romania. A Bayesian FAVAR Approach. (2024). Georgiana, Plea ; Alexandru, Neacu George ; Andrei-Costin, Neacu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:18:y:2024:i:1:p:378-390:n:1005.

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2024Yield Growth Patterns of Food Commodities : Insights and Challenges. (2024). Etienne, Xiaoli ; Baffes, John. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10990.

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2025Rental market structure and housing dynamics: An interacted panel VAR investigation. (2025). Rubaszek, Michał ; Uddin, Gazi Salah ; Stenvall, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:781-802.

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Works by Alain Kabundi:

YearTitleTypeCited
2012Working Paper 152 - Dynamics of Inflation in Uganda In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2009Stock Market Integration: A South African Perspective In: The African Finance Journal.
[Full Text][Citation analysis]		article0
2011Monetary Policy Action and Inflation in South Africa: An Empirical Analysis In: The African Finance Journal.
[Full Text][Citation analysis]		article9
2009SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS In: South African Journal of Economics.
[Full Text][Citation analysis]		article4
2010PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006 In: South African Journal of Economics.
[Citation analysis]		article0
2011ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT In: South African Journal of Economics.
[Citation analysis]		article13
2011EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT In: South African Journal of Economics.
[Citation analysis]		article2
2012APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
2013Inflation and Inflation Expectations in South Africa: an Attempt at Explanation In: South African Journal of Economics.
[Full Text][Citation analysis]		article17
2014Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets In: South African Journal of Economics.
[Full Text][Citation analysis]		article4
2017Transmission of Chinas Shocks to the BRIS Countries In: South African Journal of Economics.
[Full Text][Citation analysis]		article3
2014Transmission of Chinas Shocks to the BRIS Countries.(2014) In: Working Papers.
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2018Has the Exchange Rate Pass‐Through changed in South Africa? In: South African Journal of Economics.
[Full Text][Citation analysis]		article10
2016Has the Exchange Rate PassThrough changed in South Africa.(2016) In: Working Papers.
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2019The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis In: South African Journal of Economics.
[Full Text][Citation analysis]		article9
2020Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article2
2020Implications of Cheap Oil for Emerging Markets In: CEPR Discussion Papers.
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2020Implications of Cheap Oil for Emerging Markets.(2020) In: CAMA Working Papers.
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2020Implications of Cheap Oil for Emerging Markets.(2020) In: Policy Research Working Paper Series.
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2011Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs In: Indian Economic Review.
[Citation analysis]		article8
2008Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2008) In: Working Papers.
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2023A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling.
[Full Text][Citation analysis]		article1
2007Co-movement between South Africa and the Southern African Development Community: An empirical analysis In: Economic Modelling.
[Full Text][Citation analysis]		article5
2010The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach In: Economic Modelling.
[Full Text][Citation analysis]		article74
2009THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers.
[Citation analysis]
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2011Forecasting the US real house price index: Structural and non-structural models with and without fundamentals In: Economic Modelling.
[Full Text][Citation analysis]		article47
2010Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2010) In: Working Papers.
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2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working Papers.
[Citation analysis]
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2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working papers.
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2012Recent French relative export performance: Is there a competitiveness problem? In: Economic Modelling.
[Full Text][Citation analysis]		article0
2013Domestic and foreign sources of volatility spillover to South African asset classes In: Economic Modelling.
[Full Text][Citation analysis]		article38
2013Trade shocks from BRIC to South Africa: A global VAR analysis In: Economic Modelling.
[Full Text][Citation analysis]		article20
2015Monetary policy and heterogeneous inflation expectations in South Africa In: Economic Modelling.
[Full Text][Citation analysis]		article35
2014Monetary Policy and Heterogeneous Inflation Expectations in South Africa.(2014) In: Working Papers.
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2019The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa In: Economic Modelling.
[Full Text][Citation analysis]		article19
2020Monetary policy and systemic risk-taking in the euro area banking sector In: Economic Modelling.
[Full Text][Citation analysis]		article19
2024Do supercycles dominate commodity price movements? In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Euro area banking and monetary policy shocks in the QE era In: Journal of Financial Stability.
[Full Text][Citation analysis]		article9
2011A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting.
[Full Text][Citation analysis]		article31
2009Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics.
[Full Text][Citation analysis]		article22
2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers.
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2011Housing, credit, and real activity cycles: Characteristics and comovement In: Journal of Housing Economics.
[Full Text][Citation analysis]		article46
2017Monetary policy and balance sheets In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article27
2013Monetary Policy and Balance Sheets.(2013) In: IMF Working Papers.
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2023Commodity price shocks: Order within chaos? In: Resources Policy.
[Full Text][Citation analysis]		article7
2021Commodity Price Shocks : Order within Chaos ?.(2021) In: Policy Research Working Paper Series.
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2009The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach In: EcoMod2009.
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2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working Papers.
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