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Oil Prices, Terms of Trade Shocks, and Macroeconomic Fluctuations in Saudi Arabia
9 references·3 citing·43 second hop
Oil Prices, Terms of Trade Shocks, and Macroeconomic Fluctuations in Saudi Arabia (2003)Oil Prices, Terms of Trade Shocks, and Ma…Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Macroeconomic effects of terms-of-trade shocks: the case of oil-exporting countries (1995)Macroeconomic effects of term…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…A vector autoregressive model of the Saudi Arabian economy (1995)A vector autoregressive model…OPEC Behaviour Under Falling Prices: Implications For Cartel Stability (1990)OPEC Behaviour Under Falling …Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note (1986)Crude Oil and the Macroeconom…OPEC behavior: a test of alternative hypotheses (1985)OPEC behavior: a test of alte…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Oil rents, diversification and growth: Is there asymmetric dependence? A copula-based inquiry (2021)Oil rents, diversification an…Financial conditions, financial constraints and investment-cash flow sensitivity: evidence from Saudi Arabia (2020)Financial conditions, financi…Oil prices, armed conflict and government revenue in Nigeria (2018)Oil prices, armed conflict an…Gains to Producers from the Cartelization of Exhaustible Resources (1978)Does OPEC Matter? An Econometric Analysis of Oil Prices (2004)Modelling the world oil market: Assessment of a quarterly econometric model (2005)Oil and the Great Moderation (2009)Atheoretical macroeconometrics: A critique (1985)Alternative Explanations of the Money-Income Correlation (1986)NONLINEAR BUBBLES IN CHINESE STOCK MARKETS IN THE 1990S (2006)Student- t distribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)What is an Oil Shock? (2000)Expected stock returns and volatility (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil Price Uncertainty (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)A Study of Cartel Stability: The Joint Executive Committee, 1880-1886 (1983)Noncooperative Collusion under Imperfect Price Information (1984)A study of cartel stability: the Joint Executive Committee, 1880–1886 (1989)OPEC and other commodity cartels: a comparison (2000)Determinants of OPEC production: Implications for OPEC behavior (2007)Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative? (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)A Survey of Corporate Governance (1997)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries (1994)Oil prices and the rise and fall of the US real exchange rate (1998)Energy prices and aggregate economic activity: an interpretative survey (2002)Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect (1999)The Structural Manifestation of the ‘Dutch Disease’ (2010)The Structural Manifestation of the 'Dutch Disease’: The Case of Oil Exporting Countries (2010)
this work references cited by second hop

References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1996Oil price volatility and the macroeconomy765 cited
  • 1986Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note582 cited
  • 1985OPEC behavior: a test of alternative hypotheses271 cited
  • 1990OPEC Behaviour Under Falling Prices: Implications For Cartel Stability119 cited
  • 1995Macroeconomic effects of terms-of-trade shocks: the case of oil-exporting countries28 cited
  • 1995A vector autoregressive model of the Saudi Arabian economy26 cited

Cited by

  • 2020Financial conditions, financial constraints and investment-cash flow sensitivity: evidence from Saudi Arabia14 cited
  • 2018Oil prices, armed conflict and government revenue in Nigeria11 cited
  • 2021Oil rents, diversification and growth: Is there asymmetric dependence? A copula-based inquiry10 cited

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