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An empirical analysis of the relationship between oil prices and the Chinese macro-economy
16 references·3 citing·38 second hop
An empirical analysis of the relationship between oil prices and the Chinese macro-economy (2016)An empirical analysis of the relationship…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesTesting for short- and long-run causality: A frequency-domain approach (2005)Testing for short- and long-r…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…What is an Oil Shock? (2000)What is an Oil Shock?The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note (1986)Crude Oil and the Macroeconom…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…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Macroeconomics and Reality (1980)Macroeconomics and RealityInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The effects of the oil price and oil price volatility on inflation in Turkey (2021)The effects of the oil price …The connectedness in the world petroleum futures markets using a Quantile VAR approach (2021)The connectedness in the worl…Oil shocks, competition, and corporate investment: Evidence from China (2020)Oil shocks, competition, and …Output Fluctuations in the United States: What Has Changed since the Early 1980's?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)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)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)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)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
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  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
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  • 2008Understanding Crude Oil Prices1,270 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2005Testing for short- and long-run causality: A frequency-domain approach945 cited
  • 1996Making wald tests work for cointegrated VAR systems900 cited
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707 cited
  • 1986Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note582 cited
  • Cited by

    • 2021The connectedness in the world petroleum futures markets using a Quantile VAR approach88 cited
    • 2020Oil shocks, competition, and corporate investment: Evidence from China82 cited
    • 2021The effects of the oil price and oil price volatility on inflation in Turkey81 cited