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Applied Economics Letters Volume 16, 2009 - Issue 17
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Original Articles

A structural factor-augmented vector error correction (SFAVEC) model approach: an application to the UK

Gianluca Laganà Department of Law and Economics and CREI, Università Roma Tre, 00154, Roma, ItalyCorrespondence[email protected]
Pages 1751-1756 | Published online: 14 Feb 2008

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Łukasz Goczek & Ivan Skliarov. (2019) What drives the Bitcoin price? A factor augmented error correction mechanism investigation. Applied Economics 51:59, pages 6393-6410.
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Articles from other publishers (7)

Ronald A. Ratti & Joaquin L. Vespignani. (2016) Oil prices and global factor macroeconomic variables. Energy Economics 59, pages 198-212.
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Ronald A. Ratti & Joaquin L. Vespignani. (2015) Commodity prices and BRIC and G3 liquidity: A SFAVEC approach. Journal of Banking & Finance 53, pages 18-33.
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Gianluca Laganà & Pasquale Michael Sgro. (2013) North American trade and US monetary policy. Economic Modelling 30, pages 698-705.
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Gianluca Laganà & Pasquale Michael Sgro. (2011) A factor-augmented VAR approach: The effect of a rise in the US personal income tax rate on the US and Canada. Economic Modelling 28:3, pages 1163-1169.
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Justice Kyei-Mensah. (2022) Global Liquidity and Commodity Prices Uncertainty Using Sfavec Model. SSRN Electronic Journal.
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Ronald A. Ratti & Joaquin Vespignani. (2014) Oil Prices and the Economy: A Global Perspective. SSRN Electronic Journal.
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Ronald A. Ratti. (2014) Commodity Prices and Bric and G3 Liquidity: A SFAVEC Approach. SSRN Electronic Journal.
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