Are the macroeconomic effects of oil price shock symmetric? : a Factor-Augmented Vector Autoregressive approach
Year of publication: |
2014
|
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Authors: | An, Lian ; Jin, Xiaoze ; Ren, Xiaomei |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 217-228
|
Subject: | Asymmetry | Oil fluctuation | Factor Augmented Vector Autoregression | Real economic activity | Ölpreis | Oil price | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Schock | Shock | Konjunktur | Business cycle | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bruttoinlandsprodukt | Gross domestic product |
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