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World Crude Oil Markets : Monetary Policy and the Recent Oil Shock
Krichene, Noureddine - 2014
This paper examines the relationship between monetary policy and oil prices within a world oil demand and supply model … rates is a two-way relationship that depends on the type of oil shock. During a supply shock, rising oil prices caused … interest rates to increase; whereas during a demand shock, falling interest rates caused oil prices to rise. Record low …
Persistent link: https://www.econbiz.de/10012752300
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World Crude Oil Markets : Monetary Policy and the Recent Oil Shock
Krichene, Noureddine - 2006
This paper examines the relationship between monetary policy and oil prices within a world oil demand and supply model … rates is a two-way relationship that depends on the type of oil shock. During a supply shock, rising oil prices caused … interest rates to increase; whereas during a demand shock, falling interest rates caused oil prices to rise. Record low …
Persistent link: https://www.econbiz.de/10014400520
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World Crude Oil Markets : Monetary Policy and the Recent Oil Shock
Krichene, Noureddine - 2006
Intro -- Content -- I. INTRODUCTION -- II. OIL PRICE VOLATILITY -- III. THE DEMAND AND SUPPLY OF CRUDE OIL -- IV. ROLE OF MONETARY POLICY IN THE OIL MARKETS -- V. SOLUTION OF THE SEM -- VI. CONCLUSIONS -- APPENDIX -- REFERENCES.
Persistent link: https://www.econbiz.de/10012690972
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Essays on modeling fiscal and monetary policy in a DSGE framework
Fornero, Jorge - 2009
Persistent link: https://www.econbiz.de/10009503211
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Narrative sign restrictions for SVARs
Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - 2016
We identify structural vector autoregressions using narrative sign restrictions. Narrative sign restrictions constrain the structural shocks and the historical decomposition around key historical events, ensuring that they agree with the established narrative account of these episodes. Using...
Persistent link: https://www.econbiz.de/10011570683
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Oil price shocks and macroeconomic dynamics in an oil-exporting emerging economy : a New Keynesian DSGE approach
Oladunni, Sunday - In: CBN journal of applied statistics 11 (2020) 1, pp. 1-34
a new Keynesian dynamic stochastic general equilibrium (DSGE) model to study how an oil price shock impact macroeconomic … aggregates in an oil-rich emerging economy. We consider a positive oil price shock to uncover the extent to which oil price … oil price shock, reveal evidence of Dutch disease and the operation of the Harrod-Balassa-Samuelson effect. We find a …
Persistent link: https://www.econbiz.de/10012297450
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Transmission of United States monetary policy shocks to oil exporting countries : a vector error correction approach to Mundellian trilemma
Burakov, Dmitry - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 14-22
Persistent link: https://www.econbiz.de/10011749850
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Essays on macroeconomics
Belviso, Francesco - 2006
Persistent link: https://www.econbiz.de/10003908088
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Monetary policy trade-offs with a dominant oil producer
Nakov, Anton; Pescatori, Andrea - In: Journal of money, credit and banking : JMCB 42 (2010) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10003922496
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Endogenous wage indexation and aggregate shocks
Carrillo, Julio A.; Peersman, Gert; Wauters, Joris - 2014
Empirical and institutional evidence finds considerable time variation in the degree of wage indexation to past inflation, a finding that is at odds with the assumption of constant indexation parameters in most New-Keynesian DSGE models. We build a DSGE model with endogenous wage indexation in...
Persistent link: https://www.econbiz.de/10010358269