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Oil price volatility and the macroeconomy
11 references·16 citing·49 second hop
Oil price volatility and the macroeconomy (1996)Oil price volatility and the macroeconomyOil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…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…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Expected stock returns and volatility (1987)Expected stock returns and vo…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Sectoral Shifts and Cyclical Unemployment (1982)Sectoral Shifts and Cyclical …On estimating the expected return on the market (1980)On estimating the expected re…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Dynamic spillovers of oil pri…Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Time-Varying Effects of Oil S…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Are the responses of the U.S.…Oil Price Uncertainty (2010)Oil Price UncertaintyForecasting volatility of crude oil markets (2008)Forecasting volatility of cru…Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil prices, inflation and int…Oil prices and economic activity: An asymmetric cointegration approach (2006)Oil prices and economic activ…Modeling and forecasting petroleum futures volatility (2006)Modeling and forecasting petr…Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil prices, economic activity…Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Oil Price Shocks and the Macr…Do oil price shocks matter? Evidence for some European countries (2003)Do oil price shocks matter? E…On the dynamic effects of oil price shocks: a study using industry level data (2002)On the dynamic effects of oil…Energy prices and aggregate economic activity: an interpretative survey (2002)Energy prices and aggregate e…Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries (1994)Macroeconomic Responses to Oi…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Policy Uncertainty and Corporate Investment (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)What is an Oil Shock? 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this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1980On estimating the expected return on the market2,818 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 1982Sectoral Shifts and Cyclical Unemployment1,135 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited

Cited by

  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2004Oil prices, economic activity and inflation: evidence for some Asian countries691 cited
  • 2010Oil Price Uncertainty655 cited
  • 2007Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries

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650 cited
  • 1994Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries590 cited
  • 2002Energy prices and aggregate economic activity: an interpretative survey587 cited
  • 2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases?576 cited
  • 2002On the dynamic effects of oil price shocks: a study using industry level data561 cited
  • 2013Time-Varying Effects of Oil Supply Shocks on the US Economy530 cited
  • 2004Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996494 cited
  • 2006Modeling and forecasting petroleum futures volatility479 cited
  • 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES475 cited
  • 2003Do oil price shocks matter? Evidence for some European countries466 cited
  • 2014Dynamic spillovers of oil price shocks and economic policy uncertainty435 cited
  • 2006Oil prices and economic activity: An asymmetric cointegration approach401 cited
  • 2008Forecasting volatility of crude oil markets367 cited