Case report
Open access
Sep 2026
Let the Tree Decide: FABART. A Non-Parametric Factor Model for Nonlinear Oil Shock Transmission
The question of how oil supply news shocks transmit to real activity, financial conditions and regional labor markets is back at the center of the macroeconomic research agenda. To answer this question, we introduce the Factor Bayesian Additive Regression Tree (FABART) model, a nonlinear factor-augmented vector autoreg...
Eoghan O’Neill, S. Velasco
· Documento de trabajo · 0 citations