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How do oil price changes affect inflation in Central and Eastern European countries? : a wavelet-based Markov switching approach

Živkov, Dejan; Đurašković, Jasmina; Manić, Slavica - In: Baltic journal of economics 19 (2019) 1, pp. 84-104

This paper investigates how oil price changes affect consumer price inflation in eleven Central and Eastern European countries. We use a wavelet-based Markov switching approach in order to distinguish between the effects at different time horizons. We find that the transmission of oil price...

Persistent link: https://www.econbiz.de/10012010275

Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction

Bruna, Karel; Quang Van Tran - In: Energy economics 128 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10015066551

Estimating the effects of global oil market shocks on Australian merchandise trade

Sotoudeh, M-Ali; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 50 (2016), pp. 74-84

Persistent link: https://www.econbiz.de/10011485448

Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach

Forhad, Abdur Rahman; Alam, Md Rafayet - In: Applied economics 54 (2022) 10, pp. 1199-1211

Persistent link: https://www.econbiz.de/10012875135

Measuring the effects of oil price and Euro-area shocks on CEECs business cycles

Cavallo, Antonella; Ribba, Antonio - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 1, pp. 74-96

Persistent link: https://www.econbiz.de/10011965889

Modelling dynamic relationships between energy prices and inflation in Euro area using wavelets

Alqaralleh, Huthaifa; Canepa, Alessandra - 2024

Persistent link: https://www.econbiz.de/10015324792

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Oil prices and economic activity : evidence for G-7 economies based on a wavelet approach

Redin, Dulce; Rodriguez, Ignacio; Cuñado Eizaguirre, Juncal - In: Applied economics letters 25 (2018) 5, pp. 305-308

Persistent link: https://www.econbiz.de/10011854488

Large time-varying parameter VARs : a non-parametric approach

Kapetanios, George; Marcellino, Massimiliano; Venditti, … - 2017

Persistent link: https://www.econbiz.de/10011959996

Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach

Thuy Tien Ho; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1127-1149

Persistent link: https://www.econbiz.de/10014337182

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