Dynamic spillovers of oil price shocks and economic policy uncertainty
Nikolaos Antonakakis; Ioannis Chatziantoniou; George Filis
| Year of publication: |
2014
|
|---|---|
| Authors: | Antonakakis, Nikolaos ; Chatziantoniou, Ioannis ; Filis, George |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 433-447
|
| Subject: | Economic Policy Uncertainty | Oil price shock | Spillover index | Structural vector autoregression | Variance decomposition | Impulse response function | Politische Instabilität | Political instability | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Welt | World | 1997-2013 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010457145