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The role of oil price shocks on China's real exchange rate
16 references·16 citing·42 second hopsampled
The role of oil price shocks on China's real exchange rate (2006)The role of oil price shocks on China's r…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…What is an Oil Shock? (2000)What is an Oil Shock?Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…Topics in Structural VAR Econometrics (1997)Topics in Structural VAR Econ…What happened to the oil price-macroeconomy relationship? (1996)What happened to the oil pric…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…A Theory of Exchange Rate Determination (1980)A Theory of Exchange Rate Det…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)The relationship between oil …Asymmetric effect of oil price on economic growth: Panel analysis of low-income oil-importing countries (2020)Asymmetric effect of oil pric…OIL PRICE PREDICTORS: MACHINE LEARNING APPROACH (2019)OIL PRICE PREDICTORS: MACHINE…Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets (2019)Financial cointegration and s…Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019)Does the U.S. economic policy…The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis (2018)The effects of oil price shoc…A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets (2017)A wavelet analysis of mean an…Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble (2016)Between the hammer and the an…Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India (2015)Nonlinear causality between c…The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia (2013)The impact of oil price shock…Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)Oil and US dollar exchange ra…Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate (2013)Modeling returns and volatili…A wavelet decomposition approach to crude oil price and exchange rate dependence (2013)A wavelet decomposition appro…Oil prices and effective dollar exchange rates (2012)Oil prices and effective doll…Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility (2010)Examining crude oil price – E…Understanding the oil price-exchange rate nexus for the Fiji islands (2008)Understanding the oil price-e…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Irreversibility, Uncertainty, and Cyclical Investment (1980)Macroeconomics and Reality (1980)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Do structural oil-market shocks affect stock prices? (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1997Topics in Structural VAR Econometrics589 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate

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563 cited
  • 1980A Theory of Exchange Rate Determination404 cited
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    • 2013A wavelet decomposition approach to crude oil price and exchange rate dependence254 cited
    • 2010Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility230 cited
    • 2016Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble222 cited
    • 2020The relationship between oil prices and exchange rates: Revisiting theory and evidence218 cited
    • 2013Oil and US dollar exchange rate dependence: A detrended cross-correlation approach208 cited
    • 2013The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia199 cited
    • 2008Understanding the oil price-exchange rate nexus for the Fiji islands196 cited
    • 2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets196 cited
    • 2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies178 cited
    • 2012Oil prices and effective dollar exchange rates154 cited
    • 2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India149 cited
    • 2020Asymmetric effect of oil price on economic growth: Panel analysis of low-income oil-importing countries145 cited
    • 2018The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis137 cited
    • 2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate121 cited
    • 2019OIL PRICE PREDICTORS: MACHINE LEARNING APPROACH116 cited
    • 2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets113 cited