• Oil and the Stock Market Revisited: A mixed functional VAR approach 

      Bjørnland, Hilde C.; Chang, Yoosoon; Cross, Jamie L. (CAMP Working Paper Series;03/2023, Working paper, 2023-03-13)
      This paper proposes a new mixed vector autoregression (MVAR) model to examine the relationship between aggregate time series and functional variables in a multivariate setting. The model facilitates a re examination of the ...