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Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices
16 references·16 citing·38 second hopsampled
Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices (2007)Dynamic cyclical comovements of oil price…Oil and the Macroeconomy (2008)Oil and the MacroeconomyEvidence on the nature and extent of the relationship between oil prices and equity values in the UK (2005)Evidence on the nature and ex…Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Oil Shocks and Aggregate Macr…Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Oil Price Shocks and the Macr…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Energy prices and aggregate economic activity: an interpretative survey (2002)Energy prices and aggregate e…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Sectoral job creation and destruction responses to oil price changes (2001)Sectoral job creation and des…The Band Pass Filter (1999)The Band Pass FilterOil price shocks and stock market activity (1999)Oil price shocks and stock ma…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Unemployment Equilibria and Input Prices: Theory and Evidence from the United States (1998)Unemployment Equilibria and I…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Oil and the Stock Markets (1996)Oil and the Stock MarketsStylized facts of business cycles in the G7 from a real business cycles perspective (1994)Stylized facts of business cy…The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach (2020)The linkages between oil mark…The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach (2020)The asymmetric oil price and …The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US (2020)The asymmetric impact of oil …Oil price uncertainty and unemployment (2019)Oil price uncertainty and une…A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia (2018)A Multiple and Partial Wavele…Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain (2016)Response pattern of stock ret…The impact of global oil price shocks on the Lebanese stock market (2013)The impact of global oil pric…Clean energy industries and rare earth materials: Economic and financial issues (2013)Clean energy industries and r…Cross dynamics of oil-stock interactions: A redundant wavelet analysis (2012)Cross dynamics of oil-stock i…Volatility Spillover from Oil to Food and Agricultural Raw Material Markets (2011)Volatility Spillover from Oil…The Role of Macroeconomic Variables on Stock Market Index in China and India (2011)The Role of Macroeconomic Var…Explaining crude oil prices using fundamental measures (2011)Explaining crude oil prices u…Volatility spillover from world oil spot markets to aggregate and electricity stock index returns in Turkey (2010)Volatility spillover from wor…Relationship between oil prices, interest rate, and unemployment: Evidence from an emerging market (2010)Relationship between oil pric…Oil price cycles and wavelets (2010)Oil price cycles and waveletsIdentifying the oil price–macroeconomy relationship: An empirical mode decomposition analysis of US data (2009)Identifying the oil price–mac…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)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)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)This is what happened to the oil price-macroeconomy relationship (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Do structural oil-market shocks affect stock prices? (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)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)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Oil and the Macroeconomy since World War II (1983)Energy shocks and financial markets (1996)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Role of Monetary Policy (1995)What is an Oil Shock? (2000)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)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)Job Creation and Job Destruction in the Theory of Unemployment (1994)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil Price Uncertainty (2010)
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1999The Band Pass Filter1,909 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment733 cited
  • 2001Sectoral job creation and destruction responses to oil price changes650 cited
  • 2002Energy prices and aggregate economic activity: an interpretative survey587 cited
  • 2004Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996494 cited
  • 2005Evidence on the nature and extent of the relationship between oil prices and equity values in the UK460 cited
  • 2008Oil and the Macroeconomy319 cited
  • 1994Stylized facts of business cycles in the G7 from a real business cycles perspective

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293 cited
  • 1998Unemployment Equilibria and Input Prices: Theory and Evidence from the United States247 cited
  • Cited by

    • 2010Relationship between oil prices, interest rate, and unemployment: Evidence from an emerging market170 cited
    • 2011The Role of Macroeconomic Variables on Stock Market Index in China and India150 cited
    • 2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach141 cited
    • 2011Explaining crude oil prices using fundamental measures131 cited
    • 2018A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia124 cited
    • 2013Clean energy industries and rare earth materials: Economic and financial issues118 cited
    • 2019Oil price uncertainty and unemployment108 cited
    • 2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis103 cited
    • 2020The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US100 cited
    • 2016Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain94 cited
    • 2010Oil price cycles and wavelets85 cited
    • 2009Identifying the oil price–macroeconomy relationship: An empirical mode decomposition analysis of US data77 cited
    • 2010Volatility spillover from world oil spot markets to aggregate and electricity stock index returns in Turkey76 cited
    • 2011Volatility Spillover from Oil to Food and Agricultural Raw Material Markets72 cited
    • 2013The impact of global oil price shocks on the Lebanese stock market71 cited
    • 2020The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach65 cited