Narrow search
Showing 1 - 10 of 2,728
Cover Image
Oil and the Macroeconomy : A Quantitative Structural Analysis
Lippi, Francesco - 2009
persistent effect on GDP …
Persistent link: https://www.econbiz.de/10013160261
Cover Image
Transitory and Permanent Shocks in the Global Market for Crude Oil
Rebei, Nooman - 2020
This paper documents the determinants of real oil price in the global market based on SVAR model embedding transitory and permanent shocks on oil demand and supply as well as speculative disturbances. We find evidence of significant differences in the propagation mechanisms of transitory versus...
Persistent link: https://www.econbiz.de/10012836533
Cover Image
Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area
Turco, Enrico; Bazzana, Davide; Rizzati, Massimiliano; … - 2022
increase in fossil fuel price would lead to a sharp growth in price inflation and a severe contraction in real GDP, followed by … GDP losses at relatively low public costs, especially if coupled with an extra-profit tax on energy firms. Energy …
Persistent link: https://www.econbiz.de/10013383241
Cover Image
The Dynamic Impact of Macro Shocks on Insurance Premiums
Guo, Feng - 2009
We develop a model that investigates the relation between insurance premiums and macroeconomic variables, including oil price, interest rate, aggregate supply, and aggregate demand. We then use a multivariate structural vector error correction model to distinguish the effects arising from...
Persistent link: https://www.econbiz.de/10013159212
Cover Image
The importance of supply and demand for oil prices : evidence from non-Gaussianity
Braun, Robin - In: Quantitative economics : QE ; journal of the … 14 (2023) 4, pp. 1163-1198
When quantifying the importance of supply and demand for oil price fluctuations, a wide range of estimates have been reported. Models identified via a sharp upper bound on the short-run price elasticity of supply find supply shocks to be minor drivers. In turn, when replacing the upper bound...
Persistent link: https://www.econbiz.de/10014496492
Cover Image
Bad Breaks in Real GDP and Employment : Exploring the Persistence of Aggregate Demand Shocks in the United States
Hartman, Harrison C. - 2024
HYPOTHESIS TESTS -- CHAPTER 5: HYPOTHESIS TESTING WITH REAL GDP: SOMEWHAT MIXED RESULTS -- CHAPTER 6: DERIVED DEMAND FOR LABOR … impact a nation’s ability to recover from negative aggregate demand shocks. Spanning total real GDP, per capita real GDP, and … demand on real GDP and employment levels in the long run. Hartman studies modern macroeconomic theories related to economic …
Persistent link: https://www.econbiz.de/10014544841
Cover Image
The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia
Almalki, Abdullah Mohammed; Ul Hassan, Mehboob; Md … - In: Applied economics 54 (2022) 54, pp. 6216-6233
Persistent link: https://www.econbiz.de/10013411362
Cover Image
The effects of oil price movement on Nigerian macroeconomic variables : evidence from linear near and nonlinear ARDL modelling
Oyelami, Lukman Oyeyinka - In: Iranian economic review : journal of University of Tehran 22 (2018) 4, pp. 908-933
Persistent link: https://www.econbiz.de/10012152384
Cover Image
Effects of monetary policy shocks on UK regional activity : a constrained MFVAR approach
Mandalinci, Zeyyad - 2015
This paper examines the effects of monetary policy shocks on UK regional economic growth and dispersion in a novel Constrained Mixed Frequency Vector Autoregressive framework. Compared to a standard MFVAR, the model partially accounts for missing quarterly observations for regional growth by...
Persistent link: https://www.econbiz.de/10011372798
Cover Image
Time Variation in Macro-Financial Linkages
Prieto, Esteban - 2016
We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian … to GDP growth fluctuates from about 20 percent in normal times to 50 percent during the global financial crisis. (ii) The …
Persistent link: https://www.econbiz.de/10012988788