Similar Search Results

Time-varying effects of oil supply shocks on the US economy

Baumeister, Christiane; Peersman, Gert - In: American economic journal : a journal of the American … 5 (2013) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10010236010

The role of time-varying price elasticities in accounting for volatility changes in the crude oil market

Baumeister, Christiane; Peersman, Gert - In: Journal of applied econometrics 28 (2013) 7, pp. 1087-1109

Persistent link: https://www.econbiz.de/10010351083

THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET

Baumeister, Christiane; Peersman, Gert - In: Journal of Applied Econometrics 28 (2013) 7, pp. 1087-1109

Persistent link: https://www.econbiz.de/10011006424

The Economic Consequences of Oil Shocks: Differences across Countries and Time

Baumeister, Christiane; Peersman, Gert; Robays, Ine Van - Reserve Bank of Australia

Persistent link: https://www.econbiz.de/10008499700

Time-Varying Effects of Oil Supply Shocks on the US Economy

Baumeister, Christiane; Peersman, Gert - In: American Economic Journal: Macroeconomics 5 (2013) 4, pp. 1-28

Using time-varying BVARs, we find a substantial decline in the shortrun price elasticity of oil demand since the mid-1980s. This finding helps explain why an oil production shortfall of the same magnitude is associated with a stronger response of oil prices and more severe macroeconomic...

Persistent link: https://www.econbiz.de/10010697242