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NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP
16 references·16 citing·40 second hopsampled
NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP (2011)NONLINEARITIES IN THE OIL PRICE–OUTPUT RE…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…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…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Forecasting Volatility in Financial Markets: A Review (2003)Forecasting Volatility in Fin…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…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Oil price shocks and U.S. economic activity (2019)Oil price shocks and U.S. eco…Oil price increases and the predictability of equity premium (2019)Oil price increases and the p…Asymmetric effects of oil price uncertainty on corporate investment (2019)Asymmetric effects of oil pri…The impact of oil-market shocks on stock returns in major oil-exporting countries (2018)The impact of oil-market shoc…Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS (2018)Implications of oil prices sh…The Role of Oil Price Shocks in Causing U.S. Recessions (2017)The Role of Oil Price Shocks …Does the volatility of commodity prices reflect macroeconomic uncertainty? (2017)Does the volatility of commod…Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2016)Oil price shocks, policy unce…Oil price shocks and U.S. dollar exchange rates (2016)Oil price shocks and U.S. dol…Asymmetric oil shocks and external balances of major oil exporting and importing countries (2016)Asymmetric oil shocks and ext…The impact of oil shocks on exchange rates: A Markov-switching approach (2015)The impact of oil shocks on e…The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015)The Great Plunge in Oil Price…Asymmetries in the response of economic activity to oil price increases and decreases? (2014)Asymmetries in the response o…Do oil prices predict economic growth? New global evidence (2013)Do oil prices predict economi…Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (2012)Do Oil Prices Help Forecast U…OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 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(2010)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)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 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
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 2008The Economic Effects of Energy Price Shocks1,299 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 1996

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Oil price volatility and the macroeconomy
765 cited

Cited by

  • 2016Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations286 cited
  • 2015The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses276 cited
  • 2015The impact of oil shocks on exchange rates: A Markov-switching approach253 cited
  • 2018The impact of oil-market shocks on stock returns in major oil-exporting countries232 cited
  • 2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?225 cited
  • 2019Oil price shocks and U.S. economic activity206 cited
  • 2017Does the volatility of commodity prices reflect macroeconomic uncertainty?190 cited
  • 2012Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries187 cited
  • 2017The Role of Oil Price Shocks in Causing U.S. Recessions154 cited
  • 2018Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS154 cited
  • 2019Oil price increases and the predictability of equity premium147 cited
  • 2016Asymmetric oil shocks and external balances of major oil exporting and importing countries146 cited
  • 2014Asymmetries in the response of economic activity to oil price increases and decreases?145 cited
  • 2013Do oil prices predict economic growth? New global evidence142 cited
  • 2019Asymmetric effects of oil price uncertainty on corporate investment137 cited
  • 2016Oil price shocks and U.S. dollar exchange rates128 cited