In this work, we test the price sensitivity of sector indices to changes in the oil price over the period 2001 to 2021 … of the explanatory variables and show a non-linear relationship between the prices of oil and sector indices. Furthermore …, the results show that fluctuations in oil prices do not have a statistically significant impact on West African sectoral …

have responded to oil price changes caused by oil-market specific demand shocks. Third, in explaining the inflation surge …We use a vector autoregressive model with block exogeneity to study the macroeconomic effects of oil price fluctuations … allows us to focus on the effects of oil shocks while avoiding unnecessary, and often ad hoc and unrealistic, assumptions on …

The objective of this study was to shed new light on the non-linear effects of inflation and the inflation thresholds … countries in order to see if there are any differences in the empirical linkage between inflation and long-term growth. For the … full sample of African countries, the empirical evidence showed that inflation hampered growth if it exceeds 11.1 percent …

We examine the effect of inflation variability and economic growth using annual historical data on both developing and … inflation variability by the five-year coefficient of variation of inflation, we obtain the following results: (1) For … developing countries, there is significant evidence to suggest that when the rate of inflation exceeds 10% inflation variability …

According to the macro-econometric literature, the impact of exogenous oil price shocks on Inflation have greatly … volatility bottomed, most of the volatility of headline inflation should thus be explained by changes in the spread between … estimation of the model using prices of oil futures contracts and inflation breakeven rates from which we can in particular …

An exogenous oil price shock raises inflation and contracts output, similar to a negative productivity shock. In the … standard New Keynesian model, however, this does not generate a tradeoff between inflation and output gap volatility: under a … result, in the face of oil sector shocks, stabilizing inflation does not automatically stabilize the distance of output from …

The objective of this study was to shed new light on the non-linear effects of inflation and the inflation thresholds … countries in order to see if there are any differences in the empirical linkage between inflation and long-term growth. For the … full sample of African countries, the empirical evidence showed that inflation hampered growth if it exceeds 11.1 percent …

This study utilized both single-regime GARCH and double-regime GARCH models to investigate oil price volatility … crisis (GFC), and COVID-19, covering the period from Q2-1995 to Q4-2023. Additionally, the impact of crude oil price … volatility on these factors was examined. The empirical results confirmed the presence of the leverage effect and identified …