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The role of oil prices and the real exchange rate in Russia's economy—a cointegration approach
2 references·16 citing·51 second hopsampled
The role of oil prices and the real exchange rate in Russia's economy—a cointegration approach (2004)The role of oil prices and the real excha…Real exchange rate dynamics in transition economies (2003)Real exchange rate dynamics i…An econometric model of the Russian Federation (2000)An econometric model of the R…Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies (2023)Oil price shocks and exchange…Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis (2019)Importance of oil shocks and …Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS (2018)Implications of oil prices sh…Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? 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(2013)Is there a homogeneous causal…Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies (2011)Does Euro or Dollar Pegging I…Trade linkages and macroeconomic effects of the price of oil (2009)Trade linkages and macroecono…Equilibrium exchange rates in South Eastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) diseased? (2005)Equilibrium exchange rates in…The Economics of Exhaustible Resources (1931)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Oil price shocks and U.S. dollar exchange rates (2016)The impact of crude oil prices on financial market indicators: copula approach (2016)Asymmetric impact of oil prices on exchange rate and stock prices (2019)Comparative Advantage, Trade, and Payments in a Ricardian Model with a Continuum of Goods (1976)Estimating equilibrium exchange rates (1995)Foundations of International Macroeconomics (1997)Estimating the impact of the Balassa–Samuelson effect on inflation and the real exchange rate during the transition (2002)Explaining the real exchange rate in Kazakhstan, 1996–2003: Is Kazakhstan vulnerable to the Dutch disease? (2005)The J-curve in the emerging economies of Eastern Europe (2008)Oil and the Macroeconomy since World War II (1983)Dynamic Conditional Correlation (2002)Oil prices, exchange rates and emerging stock markets (2011)Macroeconomic effects of oil price shocks in Brazil and in the United States (2012)Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach (2016)Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather (2013)Dynamic linkages among the gold market, US dollar and crude oil market (2017)Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables (2018)Macroeconomics and Reality (1980)What is an Oil Shock? (2000)Influence Oil Price towards Economic Indicators in Russia (2018)Performance assessment of major global cities by DEA and Malmquist index analysis (2019)Oil price and urgency towards economic diversification through effective reforms and policies in Caspian Basin (2020)BOOMING SECTOR AND DUTCH DISEASE ECONOMICS: SURVEY AND CONSOLIDATION * (1984)Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019)Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves (2021)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests (2019)Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach (2023)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy (2020)The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Sentiment in oil markets (2015)Oil Prices and Monetary Policy in Emerging Markets: Structural Shifts in Causal Linkages (2018)The Endogenity of the Optimum Currency Area Criteria (1998)The curse of natural resources (2001)Oil price shocks and trade imbalances (2012)Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries (2013)Asymmetric oil shocks and external balances of major oil exporting and importing countries (2016)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2003Real exchange rate dynamics in transition economies139 cited
  • 2000An econometric model of the Russian Federation35 cited

Cited by

  • 2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis206 cited
  • 2009Trade linkages and macroeconomic effects of the price of oil162 cited
  • 2018Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS154 cited
  • 2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India149 cited
  • 2019Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis134 cited
  • 2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?126 cited
  • 2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate121 cited
  • 2015Global oil glut and sanctions: The impact on Putin’s Russia114 cited
  • 2014A comparative analysis of the dynamic relationship between oil prices and exchange rates111 cited
  • 2013The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework109 cited
  • 2016Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain94 cited

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  • 2016Oil price shocks and exchange rate movements89 cited
  • 2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies79 cited
  • 2015Exploring the oil prices and exchange rates nexus in some African economies79 cited
  • 2011Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies65 cited
  • 2005Equilibrium exchange rates in South Eastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) diseased?63 cited