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OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
16 references·16 citing·31 second hopsampled
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” (2009)OIL PRICE SHOCKS, SYSTEMATIC MONETARY POL…Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …Has Monetary Policy Become More Effective? (2006)Has Monetary Policy Become Mo…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…What is an Oil Shock? (2000)What is an Oil Shock?Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…Chapter 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…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model (2022)Revisiting the relationship b…Oil price shocks and U.S. economic activity (2019)Oil price shocks and U.S. eco…The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico (2018)The relationship between oil …The Effect of Oil Supply Shocks on U.S. Economic Activity: What Have We Learned? (2018)The Effect of Oil Supply Shoc…Oil supply shocks and the U.S. economy: An estimated DSGE model (2018)Oil supply shocks and the U.S…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 …On the nonlinear relation between crude oil and gold (2017)On the nonlinear relation bet…Oil price shocks and China's stock market (2017)Oil price shocks and China's …Predicting the oil prices: Do technical indicators help? (2016)Predicting the oil prices: Do…Asymmetries in the response of economic activity to oil price increases and decreases? (2014)Asymmetries in the response o…Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables (2013)Nonlinear analysis among crud…Role of oil price shocks on macroeconomic activities: An SVAR approach to the Malaysian economy and monetary responses (2011)Role of oil price shocks on m…Oil, Automobiles, and the U.S. Economy: How Much Have Things Really Changed? (2011)Oil, Automobiles, and the U.S…OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? (2011)OIL PRICE SHOCKS AND INDUSTRI…Oil and the Great Moderation (2009)Oil and the Great ModerationMacroeconomics 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 Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)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)Econometric policy evaluation: A critique (1976)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)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)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)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Why Has U.S. Inflation Become Harder to Forecast? (2007)Credit Spreads and Business Cycle Fluctuations (2012)
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References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 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
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 2006Has Monetary Policy Become More Effective?

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768 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz744 cited
  • Cited by

    • 2009Oil and the Great Moderation228 cited
    • 2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?225 cited
    • 2019Oil price shocks and U.S. economic activity206 cited
    • 2013Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables188 cited
    • 2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico174 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
    • 2016Predicting the oil prices: Do technical indicators help?138 cited
    • 2017On the nonlinear relation between crude oil and gold126 cited
    • 2017Oil price shocks and China's stock market113 cited
    • 2018Oil supply shocks and the U.S. economy: An estimated DSGE model113 cited
    • 2018The Effect of Oil Supply Shocks on U.S. Economic Activity: What Have We Learned?111 cited
    • 2022Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model109 cited
    • 2011Role of oil price shocks on macroeconomic activities: An SVAR approach to the Malaysian economy and monetary responses107 cited
    • 2011Oil, Automobiles, and the U.S. Economy: How Much Have Things Really Changed?105 cited