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The relationship between oil price shocks and China’s macro-economy: An empirical analysis
16 references·16 citing·35 second hopsampled
The relationship between oil price shocks and China’s macro-economy: An empirical analysis (2010)The relationship between oil price shocks…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesOil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Oil Shocks and Aggregate Macr…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…What is an Oil Shock? (2000)What is an Oil Shock?Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…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 …Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Sectoral Shifts and Cyclical Unemployment (1982)Sectoral Shifts and Cyclical …Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The pass-through effects of oil price shocks on China's inflation: A time-varying analysis (2020)The pass-through effects of o…Asymmetric effect of oil price on economic growth: Panel analysis of low-income oil-importing countries (2020)Asymmetric effect of oil pric…Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests (2019)Visiting effects of crude oil…Energy and Food Security: Linkages through Price Volatility (2019)Energy and Food Security: Lin…The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis (2018)The effects of oil price shoc…Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS (2018)Implications of oil prices sh…Crude oil price shocks, monetary policy, and China's economy (2018)Crude oil price shocks, monet…Energy price, regulatory price distortion and economic growth: A case study of China (2017)Energy price, regulatory pric…Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model (2017)Asymmetric Impact of Oil Pric…The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis (2016)The effects of oil price shoc…Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)Impacts of OPEC's political r…The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015)The Great Plunge in Oil Price…Oil shocks, policy uncertainty and stock returns in China (2015)Oil shocks, policy uncertaint…Macroeconomic impacts of oil price shocks in Asian economies (2015)Macroeconomic impacts of oil …The effects of oil price shocks on output and inflation in China (2014)The effects of oil price shoc…Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries (2013)Financial and monetary policy…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Output Fluctuations in the United States: What Has Changed since the Early 1980's?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)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Econometric policy evaluation: A critique (1976)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)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)Oil prices, US stock return, and the dependence between their quantiles (2015)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 1982Sectoral Shifts and Cyclical Unemployment1,135 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 2004

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Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment
733 cited

Cited by

  • 2019Energy and Food Security: Linkages through Price Volatility306 cited
  • 2015The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses276 cited
  • 2016The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis222 cited
  • 2014The effects of oil price shocks on output and inflation in China216 cited
  • 2015Macroeconomic impacts of oil price shocks in Asian economies187 cited
  • 2013Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries162 cited
  • 2016Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models155 cited
  • 2018Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS154 cited
  • 2017Energy price, regulatory price distortion and economic growth: A case study of China152 cited
  • 2020The pass-through effects of oil price shocks on China's inflation: A time-varying analysis148 cited
  • 2020Asymmetric effect of oil price on economic growth: Panel analysis of low-income oil-importing countries145 cited
  • 2018Crude oil price shocks, monetary policy, and China's economy139 cited
  • 2018The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis137 cited
  • 2017Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model130 cited
  • 2015Oil shocks, policy uncertainty and stock returns in China128 cited
  • 2019Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests114 cited