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The effects of oil price shocks on output and inflation in China
16 references·16 citing·37 second hopsampled
The effects of oil price shocks on output and inflation in China (2014)The effects of oil price shocks on output…Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis (2008)The New Area-Wide Model of th…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008)A Comparison of the Effects o…Evaluating an estimated new Keynesian small open economy model (2007)Evaluating an estimated new K…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Do oil price shocks matter? Evidence for some European countries (2003)Do oil price shocks matter? E…Oil price shocks, stock market, economic activity and employment in Greece (2001)Oil price shocks, stock marke…Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…What is an Oil Shock? (2000)What is an Oil Shock?The role of energy in real business cycle models (1992)The role of energy in real bu…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…The connectedness in the world petroleum futures markets using a Quantile VAR approach (2021)The connectedness in the worl…The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model (2021)The asymmetric impacts of oil…Oil shocks and stock market volatility: New evidence (2021)Oil shocks and stock market v…Influence of oil prices on inflation in South Asia: Some new evidence (2021)Influence of oil prices on in…Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches (2020)Visiting the effects of oil p…The pass-through effects of oil price shocks on China's inflation: A time-varying analysis (2020)The pass-through effects of o…Analyzing time-varying volatility spillovers between the crude oil markets using a new method (2020)Analyzing time-varying volati…The impact of energy price uncertainty on macroeconomic variables (2019)The impact of energy price un…Time-varying effects of oil supply and demand shocks on China's macro-economy (2018)Time-varying effects of oil s…Crude oil price shocks, monetary policy, and China's economy (2018)Crude oil price shocks, monet…Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member Countries (2018)Asymmetric Impacts of Oil Pri…Modelling oil price-inflation nexus: The role of asymmetries (2017)Modelling oil price-inflation…Dynamic relationship of oil price shocks and country risks (2017)Dynamic relationship of oil p…The relationship between global oil price shocks and China's output: A time-varying analysis (2016)The relationship between glob…Free cash flows and overinvestment: Further evidence from Chinese energy firms (2016)Free cash flows and overinves…An empirical analysis of the relationship between oil prices and the Chinese macro-economy (2016)An empirical analysis of the …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 IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)This is what happened to the oil price-macroeconomy relationship (1996)What do we learn from the price of crude oil futures? (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Statistical inference in vector autoregressions with possibly integrated processes (1995)Efficient Tests for an Autoregressive Unit Root (1996)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (2017)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Causes and Consequences of the Oil Shock of 2007-08 (2009)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2008The Economic Effects of Energy Price Shocks1,299 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2001Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative551 cited
  • 2003Do oil price shocks matter? Evidence for some European countries466 cited
  • 1992The role of energy in real business cycle models454 cited
  • 2008A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries394 cited
  • 2007Evaluating an estimated new Keynesian small open economy model

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379 cited
  • 2008The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis373 cited
  • Cited by

    • 2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method206 cited
    • 2017Modelling oil price-inflation nexus: The role of asymmetries200 cited
    • 2020The pass-through effects of oil price shocks on China's inflation: A time-varying analysis148 cited
    • 2017Dynamic relationship of oil price shocks and country risks143 cited
    • 2018Crude oil price shocks, monetary policy, and China's economy139 cited
    • 2019The impact of energy price uncertainty on macroeconomic variables123 cited
    • 2018Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member Countries116 cited
    • 2021The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model105 cited
    • 2018Time-varying effects of oil supply and demand shocks on China's macro-economy102 cited
    • 2016The relationship between global oil price shocks and China's output: A time-varying analysis101 cited
    • 2016An empirical analysis of the relationship between oil prices and the Chinese macro-economy95 cited
    • 2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches89 cited
    • 2021The connectedness in the world petroleum futures markets using a Quantile VAR approach88 cited
    • 2021Influence of oil prices on inflation in South Asia: Some new evidence87 cited
    • 2021Oil shocks and stock market volatility: New evidence84 cited
    • 2016Free cash flows and overinvestment: Further evidence from Chinese energy firms82 cited