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Does the Fed Respond to Oil Price Shocks?
16 references·16 citing·28 second hopsampled
Does the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil Price Shocks?Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…How sensitive are consumer expenditures to retail energy prices? (2009)How sensitive are consumer ex…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Oil 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…Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Bootstrapping autoregressions…What is an Oil Shock? (2000)What is an Oil Shock?Forecasting inflation (1999)Forecasting inflationChapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23 (2022)The impact of rising oil pric…Oil price shocks and U.S. economic activity (2019)Oil price shocks and U.S. eco…Crude oil price shocks, monetary policy, and China's economy (2018)Crude oil price shocks, monet…The Role of Oil Price Shocks in Causing U.S. Recessions (2017)The Role of Oil Price Shocks …The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015)The Great Plunge in Oil Price…How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis? (2015)How do U.S. stock returns res…Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections (2015)Conditional forecasts and sce…Oil Price Shocks: Causes and Consequences (2014)Oil Price Shocks: Causes and …Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil price shocks and stock ma…Oil price shocks and agricultural commodity prices (2014)Oil price shocks and agricult…Asymmetries in the response of economic activity to oil price increases and decreases? (2014)Asymmetries in the response o…The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data (2013)The Effects of Oil Price Shoc…Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013)Oil and stock returns: Eviden…The Impact of Monetary Policy Shocks on Commodity Prices (2012)The Impact of Monetary Policy…NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP (2011)NONLINEARITIES IN THE OIL PRI…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Econometric policy evaluation: A critique (1976)Atheoretical macroeconometrics: A critique (1985)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Determining the Number of Factors in Approximate Factor Models (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (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)Oil prices, US stock return, and the dependence between their quantiles (2015)Causes and Consequences of the Oil Shock of 2007-08 (2009)What do we learn from the price of crude oil futures? (2010)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 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
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2008The Economic Effects of Energy Price Shocks1,299 cited
  • 1999Forecasting inflation1,273 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • 2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment733 cited
  • 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

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631 cited
  • 2009How sensitive are consumer expenditures to retail energy prices?580 cited
  • Cited by

    • 2011Modelling oil price and exchange rate co-movements378 cited
    • 2014Oil Price Shocks: Causes and Consequences353 cited
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    • 2012The Impact of Monetary Policy Shocks on Commodity Prices314 cited
    • 2011NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP289 cited
    • 2015The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses276 cited
    • 2014Oil price shocks and agricultural commodity prices251 cited
    • 2019Oil price shocks and U.S. economic activity206 cited
    • 2013The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data186 cited
    • 2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment172 cited
    • 2022The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23171 cited
    • 2015How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?159 cited
    • 2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections156 cited
    • 2017The Role of Oil Price Shocks in Causing U.S. Recessions154 cited
    • 2014Asymmetries in the response of economic activity to oil price increases and decreases?145 cited
    • 2018Crude oil price shocks, monetary policy, and China's economy139 cited