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Oil demand shocks reconsidered : a cointegrated vector autoregression

Kolodzeij, Marek; Kaufmann, Robert Kurt - In: Energy economics 41 (2014), pp. 33-40

Persistent link: https://www.econbiz.de/10010374627

Could the bubble in U.S. house prices have been detected in real time?

Benati, Luca - 2017

I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...

Persistent link: https://www.econbiz.de/10011824294

Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies

Yunus, Nafeesa - In: International review of finance : the official journal … 23 (2023) 2, pp. 393-436

Persistent link: https://www.econbiz.de/10014326307

The relative importance of symmetric and asymmetric shocks : the case of United Kingdom and euro area

Peersman, Gert - 2007

Persistent link: https://www.econbiz.de/10003511397

The dynamic adjustments of stock prices to inflation disturbances

Valcarcel, Victor J. - In: Journal of economics & business 64 (2012) 2, pp. 117-144

Persistent link: https://www.econbiz.de/10009551813

The effects of oil supply and demand shocks on U.S. consumer Sentiment

Güntner, Jochen; Linsbauer, Katharina - 2016

.S. households' expectations about current and future economic conditions - responds to structural oil supply and demand shocks. We … supply shocks have little effect on the ICS, other oil demand shocks such as a precautionary demand shock, for example, have … a statistically significant negative impact over a two-year horizon. The effect of aggregate demand shocks associated …

Persistent link: https://www.econbiz.de/10011576162