Browsing Centre for Applied Macro- and Petroleum economics (CAMP) by Title
Now showing items 96-98 of 98
(CAMP Working Paper Series;2/2012, Working paper, 2012)We analyze the importance of demand from emerging and developed economies as drivers of the real price of oil over the last two decades. Using a factor-augmented vector autoregressive (FAVAR) model that allows us to ...
(CAMP Working Paper Series;2/2013, Working paper, 2013)In this online appendix we extend the basic model in the paper in several directions, discuss the robustness of the results, and moreover what new mechanisms our extensions implies as compared to the ones in the basic model.
(CAMP Working Paper Series;4/2016, Working paper, 2016)In this paper I construct a daily business cycle index based on quarterly GDP and textual information contained in a daily business newspaper. The newspaper data is decomposed into time series representing newspaper topics ...