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The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model
16 references·2 citing·41 second hop
The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model (2021)The asymmetric impacts of oil price and s…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between 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 …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…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Sectoral job creation and destruction responses to oil price changes (2001)Sectoral job creation and des…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …What is an Oil Shock? (2000)What is an Oil Shock?Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …A test for independence based on the correlation dimension (1996)A test for independence based…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach (2023)Geopolitical risks, oil price…Asymmetric reactions of stock prices and industrial output to exchange rate shocks: Multiple threshold nonlinear autoregressive distributed lag framework (2023)Asymmetric reactions of stock…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)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)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)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)Statistical analysis of cointegration vectors (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)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)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)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited

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  • 2007Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries650 cited
  • 2001Sectoral job creation and destruction responses to oil price changes650 cited
  • Cited by

    • 2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach105 cited
    • 2023Asymmetric reactions of stock prices and industrial output to exchange rate shocks: Multiple threshold nonlinear autoregressive distributed lag framework13 cited