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The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis
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The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis (2016)The role of monetary transmission channel…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…News shocks and business cycles (2011)News shocks and business cycl…Oil price shocks and their short- and long-term effects on the Chinese economy (2010)Oil price shocks and their sh…Modelling the impact of oil prices on Vietnam’s stock prices (2009)Modelling the impact of oil p…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil prices, inflation and int…Do oil price shocks matter? Evidence for some European countries (2003)Do oil price shocks matter? E…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The Role of the Exchange Rate in Monetary-Policy Rules (2001)The Role of the Exchange Rate…Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…The Monetary Transmission Mechanism: An Empirical Framework (1995)The Monetary Transmission Mec…Symposium on the Monetary Transmission Mechanism (1995)Symposium on the Monetary Tra…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)Interpreting the macroeconomic time series facts (1992)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (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)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)The Debt-Deflation Theory of Great Depressions (1933)A General Equilibrium Approach To Monetary Theory (1969)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Inflation targeting as a monetary policy rule (1999)Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data (2002)Income distribution, credit and fiscal policies in an agent-based Keynesian model (2013)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Statistical analysis of cointegration vectors (1988)Statistical inference in vector autoregressions with possibly integrated processes (1995)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Discretion versus policy rules in practice (1993)The Channels of Monetary Transmission: Lessons for Monetary Policy (1996)How Has the Monetary Transmission Mechanism Evolved Over Time? (2010)How to Understand High Food Prices (2010)American Economic Review (2019)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Crude oil and stock markets: Stability, instability, and bubbles (2009)Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010)Residual-based tests for cointegration in models with regime shifts (1996)The Quarterly Journal of Economics (2024)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)
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References

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  • 2003Do oil price shocks matter? Evidence for some European countries466 cited
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401 cited
  • 2009Modelling the impact of oil prices on Vietnam’s stock prices385 cited
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