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Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries
16 references·16 citing·43 second hopsampled
Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries (2004)Oil Price Shocks and Real GDP Growth: Emp…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…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 price volatility and the macroeconomy (1996)Oil price volatility and the …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries (1994)Macroeconomic Responses to Oi…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…The role of energy in real business cycle models (1992)The role of energy in real bu…Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes (1991)Rockets and feathers: the asy…A Neoclassical Model of Unemployment and the Business Cycle (1988)A Neoclassical Model of Unemp…Testing for the Effects of Oil-Price Rises using Vector Autoregressions (1984)Testing for the Effects of Oi…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 RealityVolatility transmission across international markets amid COVID 19 pandemic (2021)Volatility transmission acros…The World is Not Enough! Small Open Economies and Regional Dependence (2013)The World is Not Enough! Smal…OIL PRICE VOLATILITY AND ITS CONSEQUENCES ON THE GROWTH OF THE NIGERIAN ECONOMY: AN EXAMINATION (1970-2010) (2013)OIL PRICE VOLATILITY AND ITS …Oil price asymmetric effects: Answering the puzzle in international stock markets (2013)Oil price asymmetric effects:…An Estimation of the Impact of Oil Shocks on Crude Oil Exporting Economies and Their Trade Partners (2013)An Estimation of the Impact o…Markups and oil prices in Canada (2012)Markups and oil prices in Can…Macroeconomic effects of oil price shocks in Brazil and in the United States (2012)Macroeconomic effects of oil …Assessing the impacts of oil price fluctuations on stock returns in emerging markets (2012)Assessing the impacts of oil …The relationship between oil revenues and economic growth, using threshold methods (the case of Iran) (2010)The relationship between oil …Nonlinearities and the Macroeconomic Effects of Oil Prices (2010)Nonlinearities and the Macroe…Trade linkages and macroeconomic effects of the price of oil (2009)Trade linkages and macroecono…Understanding the Impact of the External Dimension on the Euro Area: Trade, Capital Flows and Other International Macroeconomic Linkages (2007)Understanding the Impact of t…The sources of macroeconomic fluctuations in oil exporting countries: A comparative study (2006)The sources of macroeconomic …The Economic Costs of the Iraq War: An Appraisal Three Years After the Beginning of the Conflict (2006)The Economic Costs of the Ira…Oil price fluctuations and the Nigerian economy (2005)Oil price fluctuations and th…Exploiting the oil–GDP effect to support renewables deployment (2005)Exploiting the oil–GDP effect…Irreversibility, Uncertainty, and Cyclical Investment (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)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)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)What is an Oil Shock? (2000)Micro-Economic Foundations of Employment and Inflation Theory. (1972)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Unanticipated Money Growth and Unemployment in the United States (1976)Noise (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The cyclical behavior of equilibrium unemployment and vacancies revisited (2008)Expected stock returns and volatility (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil Price Uncertainty (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)The Economic Effects of Energy Price Shocks (2008)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Relationships between oil price shocks and stock market: An empirical analysis from China (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 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
  • 1996Oil price volatility and the macroeconomy765 cited
  • 1984Testing for the Effects of Oil-Price Rises using Vector Autoregressions707 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 1994Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries590 cited
  • 1991Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes577 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 1988A Neoclassical Model of Unemployment and the Business Cycle554 cited

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  • 1992The role of energy in real business cycle models454 cited
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    • 2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets167 cited
    • 2006The sources of macroeconomic fluctuations in oil exporting countries: A comparative study164 cited
    • 2005Exploiting the oil–GDP effect to support renewables deployment162 cited
    • 2009Trade linkages and macroeconomic effects of the price of oil162 cited
    • 2005Oil price fluctuations and the Nigerian economy110 cited
    • 2013Oil price asymmetric effects: Answering the puzzle in international stock markets109 cited
    • 2012Macroeconomic effects of oil price shocks in Brazil and in the United States101 cited
    • 2013An Estimation of the Impact of Oil Shocks on Crude Oil Exporting Economies and Their Trade Partners89 cited
    • 2013OIL PRICE VOLATILITY AND ITS CONSEQUENCES ON THE GROWTH OF THE NIGERIAN ECONOMY: AN EXAMINATION (1970-2010)87 cited
    • 2010Nonlinearities and the Macroeconomic Effects of Oil Prices82 cited
    • 2006The Economic Costs of the Iraq War: An Appraisal Three Years After the Beginning of the Conflict79 cited
    • 2007Understanding the Impact of the External Dimension on the Euro Area: Trade, Capital Flows and Other International Macroeconomic Linkages52 cited
    • 2021Volatility transmission across international markets amid COVID 19 pandemic29 cited
    • 2010The relationship between oil revenues and economic growth, using threshold methods (the case of Iran)23 cited
    • 2013The World is Not Enough! Small Open Economies and Regional Dependence17 cited
    • 2012Markups and oil prices in Canada15 cited