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The Role of Oil Price Shocks in Causing U.S. Recessions
16 references·16 citing·34 second hopsampled
The Role of Oil Price Shocks in Causing U.S. Recessions (2017)The Role of Oil Price Shocks in Causing U…Structural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…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…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)In-Sample or Out-of-Sample Te…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…What is an Oil Shock? (2000)What is an Oil Shock?Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Credit Cycles (1997)Credit CyclesThis is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…The role of China's crude oil futures in world oil futures market and China's financial market (2023)The role of China's crude oil…Oil price uncertainty and audit fees: Evidence from the energy industry (2023)Oil price uncertainty and aud…Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach (2023)Does exchange rate volatility…Oil price uncertainty and corporate cash holdings: Global evidence (2022)Oil price uncertainty and cor…Forecasting crude oil market volatility using variable selection and common factor (2022)Forecasting crude oil market …Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data (2022)Does geopolitical risk matter…Machine learning and oil price point and density forecasting (2021)Machine learning and oil pric…Impulse response analysis for structural dynamic models with nonlinear regressors (2021)Impulse response analysis for…How do geopolitical risks affect oil prices and freight rates? (2021)How do geopolitical risks aff…Cash holdings and oil price uncertainty exposures (2021)Cash holdings and oil price u…Crude oil price analysis and forecasting: A perspective of “new triangle” (2020)Crude oil price analysis and …Bias in Local Projections (2020)Bias in Local ProjectionsVolatility forecasting in commodity markets using macro uncertainty (2019)Volatility forecasting in com…Trade linkages and transmission of oil price fluctuations (2019)Trade linkages and transmissi…Oil Price Pass-through into Core Inflation (2019)Oil Price Pass-through into C…Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models (2017)Forecasting the real prices o…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)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)Atheoretical macroeconometrics: A critique (1985)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)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)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)
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References

  • 1997Credit Cycles5,254 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 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
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 2017Structural Vector Autoregressive Analysis1,057 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited

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  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • Cited by

    • 2022Forecasting crude oil market volatility using variable selection and common factor113 cited
    • 2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data110 cited
    • 2021How do geopolitical risks affect oil prices and freight rates?99 cited
    • 2019Volatility forecasting in commodity markets using macro uncertainty96 cited
    • 2019Oil Price Pass-through into Core Inflation95 cited
    • 2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models89 cited
    • 2020Crude oil price analysis and forecasting: A perspective of “new triangle”82 cited
    • 2023The role of China's crude oil futures in world oil futures market and China's financial market81 cited
    • 2019Trade linkages and transmission of oil price fluctuations73 cited
    • 2021Machine learning and oil price point and density forecasting53 cited
    • 2023Oil price uncertainty and audit fees: Evidence from the energy industry48 cited
    • 2020Bias in Local Projections41 cited
    • 2022Oil price uncertainty and corporate cash holdings: Global evidence41 cited
    • 2021Cash holdings and oil price uncertainty exposures39 cited
    • 2021Impulse response analysis for structural dynamic models with nonlinear regressors34 cited
    • 2023Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach29 cited