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Are the macroeconomic effects of oil price shock symmetric? : a Factor-Augmented Vector Autoregressive approach
An, Lian; Jin, Xiaoze; Ren, Xiaomei - In: Energy economics 45 (2014), pp. 217-228
Persistent link: https://www.econbiz.de/10010505399
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Uncertainty and sign-dependent effects of oil market shocks
Bao Hoang Nguyen; Okimoto, Tatsuyoshi; Trung Duc Tran - 2019
Persistent link: https://www.econbiz.de/10012223673
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Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis; Krymova, Ekaterina; Polbin, Andrej - In: Economic modelling 101 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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Asymmetric spillover and quantile linkage between the United States and ASEAN+6 stock returns under uncertainty
Surachai Chancharat; Nongnit Chancharat - In: Journal of open innovation : technology, market, and … 10 (2024) 3, pp. 1-13
transmitters and shock receivers. Eventually, the top three nations in which return volatilities are actively transmitted to other …
Persistent link: https://www.econbiz.de/10015071478
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Does speculation matters for wheat price shocks?
Çinar, Gökhan; Hushmat, Adnan; Uzmay, Ayşe - In: Theoretical economics letters 5 (2015) 4, pp. 522-530
Persistent link: https://www.econbiz.de/10011439379
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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Narrative sign restrictions for SVARs
Antolin-Diaz, Juan; Rubio-Ramírez, Juan Francisco - 2016
Persistent link: https://www.econbiz.de/10011550991
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Oil prices and the dynamics of output and real exchange rate
Meenagh, David; Minford, Patrick; Oyekola, Olayinka - 2015
We examine the role of oil price shocks in effecting changes both at the aggregate and sectoral levels using an estimated dynamic stochastic equilibrium open economy model. Our main finding is that energy price shocks are not able directly to generate the magnitude of the economic downturn...
Persistent link: https://www.econbiz.de/10011471615
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Oil inflows and housing market fluctuations in an oil-exporting country : evidence from Iran
Khiabani, Nasser - In: Journal of housing economics 30 (2015), pp. 59-76
Persistent link: https://www.econbiz.de/10011565825
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A simple test of exogeneity for recursively structured VAR models
Huh, Hyeon-seung - In: Applied economics 37 (2005) 20, pp. 2307-2313
Persistent link: https://www.econbiz.de/10003221489