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Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
16 references·16 citing·32 second hopsampled
Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Are the responses of the U.S. economy asy…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…What is an Oil Shock? (2000)What is an Oil Shock?Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…What happened to the oil price-macroeconomy relationship? (1996)What happened to the oil pric…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Oil price shocks and U.S. economic activity (2019)Oil price shocks and U.S. eco…Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)Renewable energy, oil prices,…Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018)Oil Prices and Stock Markets:…Estimating the real effects of uncertainty shocks at the Zero Lower Bound (2017)Estimating the real effects o…Dynamics of electricity consumption, oil price and economic growth: Global perspective (2017)Dynamics of electricity consu…The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (2016)The Impact of the Shale Oil R…International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks (2016)International crude oil price…The impact of oil shocks on exchange rates: A Markov-switching approach (2015)The impact of oil shocks on e…Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates (2015)Can oil prices forecast excha…The Effects of Oil Price Uncertainty on Global Real Economic Activity (2014)The Effects of Oil Price Unce…Oil Price Shocks: Causes and Consequences (2014)Oil Price Shocks: Causes and …Do oil price increases cause higher food prices? (2014)Do oil price increases cause …OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? (2011)OIL PRICE SHOCKS AND INDUSTRI…NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP (2011)NONLINEARITIES IN THE OIL PRI…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…Does the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil P…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Atheoretical macroeconometrics: A critique (1985)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)Causes and Consequences of the Oil Shock of 2007-08 (2009)What do we learn from the price of crude oil futures? (2010)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 2008The Economic Effects of Energy Price Shocks1,299 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 1996Oil price volatility and the macroeconomy765 cited

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  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • Cited by

    • 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES475 cited
    • 2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis422 cited
    • 2011Does the Fed Respond to Oil Price Shocks?385 cited
    • 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks361 cited
    • 2014Oil Price Shocks: Causes and Consequences353 cited
    • 2014The Effects of Oil Price Uncertainty on Global Real Economic Activity308 cited
    • 2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence297 cited
    • 2011NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP289 cited
    • 2015Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates257 cited
    • 2015The impact of oil shocks on exchange rates: A Markov-switching approach253 cited
    • 2017Dynamics of electricity consumption, oil price and economic growth: Global perspective243 cited
    • 2014Do oil price increases cause higher food prices?233 cited
    • 2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?225 cited
    • 2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices221 cited
    • 2019Oil price shocks and U.S. economic activity206 cited
    • 2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound188 cited