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The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
16 references·6 citing·46 second hop
The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach (2010)The asymmetric effects of oil price and m…Does the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil P…Oil Price Uncertainty (2010)Oil Price UncertaintyMerton, Robert C. 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(1991)Testing the Null Hypothesis o…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…On estimating the expected return on the market (1980)On estimating the expected re…The effects of the oil price and oil price volatility on inflation in Turkey (2021)The effects of the oil price …The nonlinear effect of oil price shocks on financial stress: Evidence from China (2020)The nonlinear effect of oil p…Nonlinear unit root and nonlinear causality in natural gas - economic growth nexus: Evidence from Nigeria (2019)Nonlinear unit root and nonli…Interactions between oil and financial markets — Do conditions of financial stress matter? 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References

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561 cited
  • 2011Does the Fed Respond to Oil Price Shocks?385 cited
  • Cited by

    • 2021The effects of the oil price and oil price volatility on inflation in Turkey81 cited
    • 2013Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective72 cited
    • 2013Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests70 cited
    • 2015Interactions between oil and financial markets — Do conditions of financial stress matter?63 cited
    • 2020The nonlinear effect of oil price shocks on financial stress: Evidence from China62 cited
    • 2019Nonlinear unit root and nonlinear causality in natural gas - economic growth nexus: Evidence from Nigeria61 cited