SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Lags in the response of gasoline prices to changes in crude oil prices: The role of short-term and long-term shocks
16 references·0 citing·46 second hop
Lags in the response of gasoline prices to changes in crude oil prices: The role of short-term and long-term shocks (2005)Lags in the response of gasoline prices t…Rockets and feathers revisited: an international comparison on European gasoline markets (2003)Rockets and feathers revisite…Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets (2002)Sticky Prices, Inventories, a…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Dynamics of Commodity Spo…What is an Oil Shock? (2000)What is an Oil Shock?Testing for asymmetric pricing in the Canadian retail gasoline market (2000)Testing for asymmetric pricin…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…Prices Rise Faster than They Fall (2000)Prices Rise Faster than They …Asking about prices: a new approach to understanding price stickiness (1999)Asking about prices: a new ap…Asking about Prices: A New Approach to Understanding Price Stickiness (1998)Asking about Prices: A New Ap…Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets (1996)Sticky Prices, Inventories, a…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes (1991)Rockets and feathers: the asy…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…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)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures (2004)Forecasting volatility of crude oil markets (2008)The Econometrics of Financial Markets (2012)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Estimation of a Change Point in Multiple Regression Models (1997)Chapter 8 Growth Econometrics (2005)The economics of poverty traps and persistent poverty: An asset-based approach (2006)Remittances, financial development, and growth (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Theory of Industrial Organization (1988)Energy prices and aggregate economic activity: an interpretative survey (2002)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Rational-expectations econometric analysis of changes in regime (1988)International Asset Allocation With Regime Shifts (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The federal funds rate and the channels of monetary transmission (1989)Instability of return prediction models (2006)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Near-Rational Wage and Price Setting and the Long-Run Phillips Curve (2000)Optimal monetary policy in a currency area (2003)Asymmetric Price Transmission: A Survey (2004)New Evidence on Asymmetric Gasoline Price Responses (2003)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 2000Prices Rise Faster than They Fall962 cited
  • 2002Regime Switches in Interest Rates854 cited
  • 1999Asking about prices: a new approach to understanding price stickiness625 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 1991Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes577 cited
  • 1998Asking about Prices: A New Approach to Understanding Price Stickiness409 cited
  • 2003Rockets and feathers revisited: an international comparison on European gasoline markets216 cited
  • 2000Testing for asymmetric pricing in the Canadian retail gasoline market188 cited
  • 2002Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

182 cited
  • 1996Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets179 cited
  • Cited by

    No citing works inside the corpus for this window.