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Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers
13 references·2 citing·44 second hop
Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers (2013)Asymmetric adjustment between oil prices …Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models (2010)Oil prices and exchange rates…The turning black tide: energy prices and the Canadian dollar (2008)The turning black tide: energ…Long‐run purchasing power parity with asymmetric adjustment: evidence from nine major oil‐exporting countries (2008)Long‐run purchasing power par…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Modern History of Exchang…Oil prices and exchange rates: Norwegian evidence (2004)Oil prices and exchange rates…Classifying exchange rate regimes: Deeds vs. words (2004)Classifying exchange rate reg…Fear of Floating (2002)Fear of FloatingCointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Fear of Floating (2000)Fear of FloatingOil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…BOOMING SECTOR AND DUTCH DISEASE ECONOMICS: SURVEY AND CONSOLIDATION * (1984)BOOMING SECTOR AND DUTCH DISE…Oil Prices and Exchange Rates (1983)Oil Prices and Exchange RatesExchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…Implications of oil price shocks on net oil-importing African countries (2019)Implications of oil price sho…Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries (2018)Revisiting the effects of oil…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Dynamics of oil price, precious metal prices, and exchange rate (2009)Modelling oil price and exchange rate co-movements (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)The Current Account and Macroeconomic Adjustment in the 1970s (1981)Oil price fluctuations and U.S. dollar exchange rates (2009)The Impact of Oil Price Shocks on the Economic Growth of Selected MENA1 Countries (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Empirical exchange rate models of the seventies (1983)Statistical analysis of cointegration vectors (1988)Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble (2016)The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)Booming Sector and De-Industrialisation in a Small Open Economy (1982)Agricultural productivity, comparative advantage, and economic growth (1992)Natural resources, education, and economic development (2001)Premature deindustrialization (2015)Testing for Common Trends (1988)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Hidden Cointegration (2002)Asymmetric Price Transmission: A Survey (2004)Oil prices and economic activity: An asymmetric cointegration approach (2006)The monetary dynamics of hyperinflation (1956)Currency crashes in emerging markets: An empirical treatment (1996)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)From Financial Crash to Debt Crisis (2011)The Quarterly Journal of Economics (2024)The Mirage of Fixed Exchange Rates (1995)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2011)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)A Theory of Optimum Currency Areas (1961)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Stories of the Twentieth Century for the Twenty-First (2012)Rules, discretion and reputation in a model of monetary policy (1983)Intertemporal asset pricing (1990)Oil prices, exchange rates and emerging stock markets (2011)Predictive regressions with time-varying coefficients (2012)
this work references cited by second hop

References

  • 2000Fear of Floating2,063 cited
  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 1984BOOMING SECTOR AND DUTCH DISEASE ECONOMICS: SURVEY AND CONSOLIDATION *1,852 cited
  • 2002Fear of Floating1,675 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 2004Classifying exchange rate regimes: Deeds vs. words812 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 1983Oil Prices and Exchange Rates468 cited
  • 1983Exchange Rates and International Macroeconomics311 cited
  • 2004Oil prices and exchange rates: Norwegian evidence224 cited
  • 2008The turning black tide: energy prices and the Canadian dollar109 cited
  • 2010Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models75 cited
  • 2008Long‐run purchasing power parity with asymmetric adjustment: evidence from nine major oil‐exporting countries15 cited

Cited by

  • 2019Implications of oil price shocks on net oil-importing African countries66 cited
  • 2018Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries

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64 cited