Dynamic spillovers of oil price shocks and policy uncertainty
Nikolaos Antonakakis; Ioannis Chatziantoniou; George Filis
| Year of publication: |
2014
|
|---|---|
| Authors: | Antonakakis, Nikolaos ; Chatziantoniou, Ioannis ; Filis, George |
| Publisher: |
Wien : Wirtschaftsuniv., Dep. of Economics |
| Subject: | 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 |
freely available
| Extent: | Online-Ressource (PDF-Datei: 28 S.) graph. Darst. |
|---|---|
| Series: | Department of Economics working paper. - Wien : Dep. of Economics, ZDB-ID 2476768-2. - Vol. 166 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E31 - Price Level; Inflation; Deflation ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General ; Q41 - Demand and Supply ; Q43 - Energy and the Macroeconomy ; Q48 - Government Policy |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010360804