dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric … rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the …

activity to a financial uncertainty shock during the great recession. We replicate this evidence with an estimated DSGE … real activity of an uncertainty shock under different Taylor rules estimated with normal times vs. great recession data … (the latter associated with a stronger response to output). We find that the uncertainty shock-induced output loss …

an uncertainty shock. We find a significantly stronger response of real activity in recessions. Counterfactual …

Oil market VAR models have become the standard tool for understanding the evolution of the real price of oil and its … mainstream economists to understand the differences between alternative oil market models, let alone the basis for the sometimes … is on the econometric foundations of the analysis of oil market models with special attention to the identifying …

pass-through the cost shock fully on their export prices. Their production, exports and employment fall. A consequence of …

This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on …