Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
Year of publication: |
2014-02
|
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Authors: | Antonakakis, Nikolaos ; Chatziantoniou, Ioannis ; Filis, George |
Institutions: | Vienna University of Economics and Business, Department of Economics |
Subject: | Policy uncertainty | Oil price shock | Spillover index | Structural Vector Autoregression | Variance Decomposition | Impulse Response Function |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | PDF Document |
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: |
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Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos, (2014)
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Dynamic spillovers of oil price shocks and economic policy uncertainty
Antonakakis, Nikolaos, (2014)
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