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Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation
16 references·0 citing·32 second hop
Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation (2022)Energy shocks in the Euro area: Disentang…Overreaction in Macroeconomic Expectations (2020)Overreaction in Macroeconomic…Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Structural Interpretation of …Inflation Expectations and Firm Decisions: New Causal Evidence* (2019)Inflation Expectations and Fi…The Formation of Expectations, Inflation, and the Phillips Curve (2018)The Formation of Expectations…Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (2015)Sign Restrictions, Structural…Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Is the Phillips Curve Alive a…Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve (2014)Empirical Evidence on Inflati…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Investor Flows and the 2008 B…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET (2012)THE ROLE OF TIME‐VARYING PRIC…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…A Methodological Note on the Estimation of Time Series (1981)A Methodological Note on the …What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)The Economic Effects of Energy Price Shocks (2008)Staggered prices in a utility-maximizing framework (1983)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Credit Spreads and Business Cycle Fluctuations (2012)How Do Firms Form Their Expectations? New Survey Evidence (2018)Monetary Policy Communications and Their Effects on Household Inflation Expectations (2022)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? (2000)Oil prices, US stock return, and the dependence between their quantiles (2015)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)Oil and the Macroeconomy since World War II (1983)US Monetary Policy and the Global Financial Cycle (2015)U.S. Monetary Policy and the Global Financial Cycle (2020)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Biases in Dynamic Models with Fixed Effects (1981)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples (2022)Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples (2022)Business News and Business Cycles (2024)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)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)The Role of Monetary Policy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Information Uncertainty and Stock Returns (2006)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)A Model of Financialization of Commodities (2016)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,471 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • 2015Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation749 cited
  • 2001Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative644 cited
  • 2013Investor Flows and the 2008 Boom/Bust in Oil Prices616 cited
  • 2020Overreaction in Macroeconomic Expectations610 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS543 cited
  • 2018The Formation of Expectations, Inflation, and the Phillips Curve416 cited
  • 2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information413 cited
  • 2019Inflation Expectations and Firm Decisions: New Causal Evidence*404 cited
  • 2012THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET

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404 cited
  • 2014Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve370 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited
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