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Publications by Alain Kabundi

The Effect of Defense Spending on Us Output: A Factor Augmented Vector Autoregression (Favar) Approach

Defence and Peace Economics

Social Sciences

English

Related publications

Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*

Quarterly Journal of Economics

English

Estimating Point and Density Forecasts for the US Economy With a Factor-Augmented Vector Autoregressive DSGE Model

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

English

Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach

Journal of International Financial Markets, Institutions and Money

English

A Wavelet Approach for Factor-Augmented Forecasting

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey

IMF Staff Papers

English

Estimation of Panel Vector Autoregression in Stata

English

Testing for Rational Bubbles in a Coexplosive Vector Autoregression

Econometrics Journal

English

Historical Decompositions for Nonlinear Vector Autoregression Models

SSRN Electronic Journal

English

The Impact of Credit Supply Shocks and a New FCI Based on a FAVAR Approach

Economic Systems

English