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The role of time-varying price elasticities in accounting for volatility changes in the crude oil market

Baumeister, Christiane; Peersman, Gert - In: Journal of applied econometrics 28 (2013) 7, pp. 1087-1109

Persistent link: https://www.econbiz.de/10010351083

THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET

Baumeister, Christiane; Peersman, Gert - In: Journal of Applied Econometrics 28 (2013) 7, pp. 1087-1109

Persistent link: https://www.econbiz.de/10011006424

What caused the early millennium slowdown? : Evidence based on vector autoregressions

Peersman, Gert - In: Journal of applied econometrics 20 (2005) 2, pp. 185-207

Persistent link: https://www.econbiz.de/10002729083

Inside the crystal ball : new approaches to predicting the gasoline price at the pump

Baumeister, Christiane; Killian, Lutz; Lee, Thomas - In: Journal of applied econometrics 32 (2017) 2, pp. 275-295

Persistent link: https://www.econbiz.de/10011689781

Private debt overhang and the government spending multiplier : Evidence for the United States

Bernardini, Marco; Peersman, Gert - In: Journal of Applied Econometrics 33 (2018) 4, pp. 485-508

Persistent link: https://www.econbiz.de/10012082766

The early millennium slowdown : replicating the Peersman (2005) results

Grant, Angelia L. - In: Journal of applied econometrics 32 (2017) 1, pp. 224-232

Persistent link: https://www.econbiz.de/10011703253

What caused the early millennium slowdown? Evidence based on vector autoregressions

Peersman, Gert - In: Journal of applied econometrics 20 (2005) 2, pp. 185-208

Persistent link: https://www.econbiz.de/10006960270

What caused the early millennium slowdown? Evidence based on vector autoregressions

Peersman, Gert - In: Journal of Applied Econometrics 20 (2005) 2, pp. 185-207

This paper uses a simple VAR for the USA and Euro area to analyse the underlying shocks of the early millennium slowdown, i.e. supply, demand, monetary policy and oil price shocks. The results of two identification strategies are compared. One is based on traditional zero restrictions and, as an...

Persistent link: https://www.econbiz.de/10005582440