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Changes in the oil price-inflation pass-through
Valcarcel, Victor J.; Wohar, Mark E. - In: Journal of Economics and Business 68 (2013) C, pp. 24-42
We estimate a Bayesian structural vector autoregression that allows for time-varying parameters and stochastic volatility in the errors to account for the effects of various aggregate shocks on the real price of oil. We employ US quarterly data from 1948:Q1 to 2011:Q2. We find that aggregate...
Persistent link: https://www.econbiz.de/10010679308
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The Global Financial Crisis and Its Impact on Trade: The World and the European Emerging Economies
Shelburne, Robert - Economic Commission for Europe (UN-ECE), United Nations - 2010
This paper describes how the global financial crisis of 2007-2010 impacted trade both globally and more specifically for the European emerging economies, which in terms of GDP decline, were the most negatively impacted economies in the world. Just as with GDP, the trade of the European emerging...
Persistent link: https://www.econbiz.de/10010675515
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Cointegration Analysis of Oil Prices and Consumer Price Index in South Africa using STATA Software
Sukati, Mphumuzi - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates the concept of vector autoregression (VAR) and cointegration using a bivariate model of global …
Persistent link: https://www.econbiz.de/10011111988
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Does OPEC influence crude oil prices? : testing for cointegration and causality effect
Kisswani, Khalid M. - In: Journal of economic research 20 (2015) 2, pp. 231-255
Persistent link: https://www.econbiz.de/10011345003
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Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Beckmann, Joscha; Czudaj, Robert - 2013
Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...
Persistent link: https://www.econbiz.de/10009771139
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Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Beckmann, Joscha; Czudaj, Robert - In: Energy economics 40 (2013), pp. 665-678
Persistent link: https://www.econbiz.de/10010354953
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Oil demand shocks reconsidered : a cointegrated vector autoregression
Kolodzeij, Marek; Kaufmann, Robert Kurt - In: Energy economics 41 (2014), pp. 33-40
Persistent link: https://www.econbiz.de/10010374627
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Does OPEC still exist as a cartel? : an empirical investigation
Brémond, Vincent; Hache, Emmanuel; Mignon, Valérie - In: Energy economics 34 (2012) 1, pp. 125-131
Persistent link: https://www.econbiz.de/10009616317
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Does OPEC still exist as a cartel? An empirical investigation
Brémond, Vincent; Hache, Emmanuel; Mignon, Valérie - In: Energy Economics 34 (2012) 1, pp. 125-131
The aim of this paper is to determine if OPEC acts as a cartel by testing whether the production decisions of the … different countries are coordinated and if they have an influence on oil prices. Relying on cointegration and causality tests in … both time series and panel settings, our findings show that the OPEC influence has evolved through time, following the …
Persistent link: https://www.econbiz.de/10010868783
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Does OPEC still exist as a cartel? An empirical investigation
Mignon, Valérie; Brémond, Vincent; Hache, Emmanuel - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2011
The aim of this paper is to determine if OPEC acts as a cartel by testing whether the production decisions of the … different countries are coordinated and if they have an influence on oil prices. Relying on cointegration and causality tests in … both time series and panel settings, our findings show that the OPEC influence has evolved through time, following the …
Persistent link: https://www.econbiz.de/10008838930