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Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?
16 references·16 citing·41 second hopsampled
Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate? (2002)Oil Price Shocks and the U.S. Economy: Wh…Sectoral job creation and destruction responses to oil price changes (2001)Sectoral job creation and des…What is an Oil Shock? (2000)What is an Oil Shock?Models of Energy Use: Putty-Putty Versus Putty-Clay (1999)Models of Energy Use: Putty-P…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 …The Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…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…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Nonlinear Dynamic Structures (1993)Nonlinear Dynamic StructuresOil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …A Neoclassical Model of Unemployment and the Business Cycle (1988)A Neoclassical Model of Unemp…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Oil price shocks and U.S. economic activity (2019)Oil price shocks and U.S. eco…Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member Countries (2018)Asymmetric Impacts of Oil Pri…The Role of Oil Price Shocks in Causing U.S. Recessions (2017)The Role of Oil Price Shocks …Oil prices and financial stress: A volatility spillover analysis (2015)Oil prices and financial stre…Interdependence of oil prices and stock market indices: A copula approach (2014)Interdependence of oil prices…Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables (2013)Nonlinear analysis among crud…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? (2011)OIL PRICE SHOCKS AND INDUSTRI…Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth in Nigeria: An Empirical Investigation (2009)Impact of Oil Price Shock and…The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries (2008)The asymmetric effects of oil…Oil shock and economic growth in Japan: A nonlinear approach (2008)Oil shock and economic growth…Large Oil Shocks and the US Economy: Infrequent Incidents with Large Effects (2008)Large Oil Shocks and the US E…Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle (2008)Assessing the impact of oil p…A Real Options Approach to Evaluating New Nuclear Power Plants (2006)A Real Options Approach to Ev…Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases (2005)Oil price volatility and the …Exploiting the oil–GDP effect to support renewables deployment (2005)Exploiting the oil–GDP effect…Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? 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(2007)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 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)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)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)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)Interpreting the macroeconomic time series facts (1992)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)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)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 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
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 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
  • 2001Sectoral job creation and destruction responses to oil price changes650 cited
  • 1988A Neoclassical Model of Unemployment and the Business Cycle554 cited
  • 1993Nonlinear Dynamic Structures437 cited
  • 1999

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Models of Energy Use: Putty-Putty Versus Putty-Clay
325 cited

Cited by

  • 2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?225 cited
  • 2015Oil prices and financial stress: A volatility spillover analysis221 cited
  • 2008The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries213 cited
  • 2019Oil price shocks and U.S. economic activity206 cited
  • 2005Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases194 cited
  • 2013Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables188 cited
  • 2012Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries187 cited
  • 2008Oil shock and economic growth in Japan: A nonlinear approach185 cited
  • 2008Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle180 cited
  • 2009Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth in Nigeria: An Empirical Investigation168 cited
  • 2005Exploiting the oil–GDP effect to support renewables deployment162 cited
  • 2014Interdependence of oil prices and stock market indices: A copula approach155 cited
  • 2017The Role of Oil Price Shocks in Causing U.S. Recessions154 cited
  • 2006A Real Options Approach to Evaluating New Nuclear Power Plants125 cited
  • 2018Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member Countries116 cited
  • 2008Large Oil Shocks and the US Economy: Infrequent Incidents with Large Effects102 cited