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Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model
16 references·16 citing·42 second hopsampled
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model (2019)Oil prices and economic policy uncertaint…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades (2016)Economic policy uncertainty a…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Common correlated effects est…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyThe Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …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 prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil prices, inflation and int…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Consistent model and moment s…What is an Oil Shock? (2000)What is an Oil Shock?Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Rank Correlation Methods. (1971)Rank Correlation Methods.Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty (2023)Dynamic dependence and causal…Towards a circular economy: Implications for emission reduction and environmental sustainability (2022)Towards a circular economy: I…HOW DOES ECONOMIC POLICY UNCERTAINTY AFFECT GREEN INNOVATION? (2022)HOW DOES ECONOMIC POLICY UNCE…Transport infrastructure and CO2 emissions in the OECD over the long run (2021)Transport infrastructure and …Policy uncertainty and renewable energy: Exploring the implications for global energy transitions, energy security, and environmental risk management (2021)Policy uncertainty and renewa…Nexus between economic policy uncertainty, renewable & non-renewable energy and carbon emissions: Contextual evidence in carbon neutrality dream of USA (2021)Nexus between economic policy…News-based equity market uncertainty and crude oil volatility (2021)News-based equity market unce…How does trade policy uncertainty affect agriculture commodity prices? (2021)How does trade policy uncerta…Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence (2021)Heterogeneous effects of econ…Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)Does crude oil price stimulat…Uncertainty Due to Infectious Diseases and Energy Market Volatility (2020)Uncertainty Due to Infectious…The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains (2020)The impact of US economic pol…Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective (2020)Oil prices and economic polic…Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling (2020)Income inequality and CO2 emi…Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis (2020)Economic policy uncertainty, …Coronavirus and Oil Price Crash (2020)Coronavirus and Oil Price Cra…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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Testing for unit roots in heterogeneous panels (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)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)Oil prices, US stock return, and the dependence between their quantiles (2015)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Public debt and growth: Heterogeneity and non-linearity (2015)A reinvestigation of EKC model by ecological footprint measurement for high, middle and low income countries (2018)The dynamic impact of natural resources, technological innovations and economic growth on ecological footprint: An advanced panel data estimation (2020)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)Policy Uncertainty and Corporate Investment (2015)Really Uncertain Business Cycles (2018)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Managing Delphi Surveys Using Nonparametric Statistical Techniques* (1997)Measuring Acute Poverty in the Developing World: Robustness and Scope of the Multidimensional Poverty Index (2014)Selective review of offline change point detection methods (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 2009The Impact of Uncertainty Shocks5,941 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
  • 2015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors2,526 cited
  • 1971Rank Correlation Methods.2,438 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 2001Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models981 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 2007Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries

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650 cited
  • 2016Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades583 cited
  • Cited by

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    • 2022Towards a circular economy: Implications for emission reduction and environmental sustainability181 cited
    • 2021Does crude oil price stimulate economic policy uncertainty in BRICS?177 cited
    • 2020Uncertainty Due to Infectious Diseases and Energy Market Volatility160 cited
    • 2021Nexus between economic policy uncertainty, renewable & non-renewable energy and carbon emissions: Contextual evidence in carbon neutrality dream of USA150 cited
    • 2021Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence140 cited
    • 2020Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective138 cited
    • 2021Transport infrastructure and CO2 emissions in the OECD over the long run137 cited
    • 2022HOW DOES ECONOMIC POLICY UNCERTAINTY AFFECT GREEN INNOVATION?135 cited
    • 2021How does trade policy uncertainty affect agriculture commodity prices?133 cited
    • 2020Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling131 cited
    • 2021Policy uncertainty and renewable energy: Exploring the implications for global energy transitions, energy security, and environmental risk management127 cited
    • 2020The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains120 cited
    • 2023Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty114 cited
    • 2021News-based equity market uncertainty and crude oil volatility107 cited