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How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia
Polbin, Andrej; Skrobotov, Anton; Zubarev, Andrej - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 15, pp. 3732-3745
Persistent link: https://www.econbiz.de/10012423687
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Re-examining oil price-stock market returns nexus in Nigeria using a two-stage Markov regime switching approach
Raifu, Isiaka Akande; Oshota, Sebil Olalekan - In: International journal of energy sector management 17 (2023) 3, pp. 489-509
Persistent link: https://www.econbiz.de/10014317791
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Identifying shocks via time-varying volatility
Lewis, Daniel J. - 2018
An n-variable structural vector auto-regression (SVAR) can be identified (up to shock order) from the evolution of the … process. I propose a new identification argument that identifies the SVAR up to shock orderings using the autocovariance … structure of second moments of the residuals implied by an arbitrary stochastic process for the shock variances. These higher …
Persistent link: https://www.econbiz.de/10011926201
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Oil price shocks and China's economy : reactions of the monetary policy to oil price shocks
Kim, Won Joong; Hammoudeh, Shawkat; Hyun, Jun Seog; … - In: Energy economics 62 (2017), pp. 61-69
Persistent link: https://www.econbiz.de/10011748036
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Oil price shocks and macroeconomic performance of the Nigerian economy : a structural VAR approach
Alenoghena, Raymond Osi - In: Facta Universitatis / University of Niš : the … 17 (2020) 4, pp. 299-316
Persistent link: https://www.econbiz.de/10012593217
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Oil price shocks and monetary policy in a data-rich environment
Aastveit, Knut Are - 2013
Persistent link: https://www.econbiz.de/10009729720
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Oil Price Shocks and Monetary Policy in a Data-Rich Environment
Aastveit, Knut Are - 2013
This paper examines the impact of different types of oil price shocks on the U.S. economy, using a factor-augmented VAR (FAVAR) approach. The results indicate that when examining the effects of oil price shocks, it is important to account for the interaction between the oil market and the...
Persistent link: https://www.econbiz.de/10013081472
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Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika; Compton, Ryan A.; Giedeman, Daniel C. - In: Economic modelling 108 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
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What is the role of perceived oil price shocks in inflation expectations?
An, Zidong; Sheng, Xuguang; Zheng, Xinye - In: Energy economics 126 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014483444
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The economic impact of the US unconventional monetary policy, global commodity shocks, and oil price shocks on ASEAN 3
Rifa'i, Khamdan - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 616-624
Persistent link: https://www.econbiz.de/10014384613