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The Asymmetric Effects of Oil Shocks on an Oil-exporting Economy
15 references·1 citing·40 second hop
The Asymmetric Effects of Oil Shocks on an Oil-exporting Economy (2010)The Asymmetric Effects of Oil Shocks on a…Allocative Disturbances and Specific Capital in Real Business Cycle Theories (2016)Allocative Disturbances and S…Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks (2009)Pitfalls in Estimating Asymme…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Fiscal Policy and Economic Cycles in Oil-Exporting Countries (2008)Fiscal Policy and Economic Cy…Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)Oil price shocks and real GDP…Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries (2004)Oil Price Shocks and Real GDP…A Small Scale Macroeconomic Model for Venezuela (2004)A Small Scale Macroeconomic M…Do oil price shocks matter? Evidence for some European countries (2003)Do oil price shocks matter? E…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…What is an Oil Shock? (2000)What is an Oil Shock?Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Oil Price Shocks and the Dispersion Hypothesis (1986)Oil Price Shocks and the Disp…Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure (2016)Modelling oil and gas stock r…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Exploring the international linkages of the euro area: a global VAR analysis (2007)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Weak and strong cross‐section dependence and estimation of large panels (2011)Sectoral Shifts and Cyclical Unemployment (1982)Exchange Rates and Oil Prices (1998)Energy Shocks and Financial Markets: Nonlinear Linkages (2001)On the influence of oil prices on economic activity and other macroeconomic and financial variables* (2008)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)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)This is what happened to the oil price-macroeconomy relationship (1996)What do we learn from the price of crude oil futures? (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)What happened to the oil price-macroeconomy relationship? (1996)Testing for a Unit Root in Time Series Regression (1988)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Oil price shocks and their short- and long-term effects on the Chinese economy (2010)OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS (2012)Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Macroeconomics and Reality (1980)Efficient Tests for an Autoregressive Unit Root (1996)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Crude oil and stock markets: Stability, instability, and bubbles (2009)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

  • 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
  • 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
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 2005Oil price shocks and real GDP growth: empirical evidence for some OECD countries843 cited
  • 2002Has the Business Cycle Changed and Why?561 cited
  • 2003Do oil price shocks matter? Evidence for some European countries466 cited
  • 1986Oil Price Shocks and the Dispersion Hypothesis310 cited
  • 2004Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries209 cited
  • 2016Allocative Disturbances and Specific Capital in Real Business Cycle Theories115 cited
  • 2008Fiscal Policy and Economic Cycles in Oil-Exporting Countries77 cited
  • 2009Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks67 cited
  • 2004A Small Scale Macroeconomic Model for Venezuela

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