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Macroeconomic implications of oil-price shocks to emerging economies : a Markov regime-switching approach
Togonidze, Sophio; Kočenda, Evžen - 2022
We investigate an impact of oil-price shocks on GDP and exchange rate dynamics in resource-heterogeneous economies. We employ a Markov regime-switching version of a vector autoregressive (VAR) model to allow for regime shifts, non-linear effects and timevarying parameters of the VAR process....
Persistent link: https://www.econbiz.de/10013369064
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Macroeconomic effects of oil price shocks on an emerging market economy
Souza, Rodrigo da Silva; Mattos, Leonardo Bornacki de - In: Economic change & restructuring 56 (2023) 2, pp. 803-824
Persistent link: https://www.econbiz.de/10014252317
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External shocks and business cycle fluctuations in oil-exporting small open economies : the case of Nigeria
Oladunni, Sunday - In: CBN journal of applied statistics 10 (2019) 2, pp. 39-71
principal foreign drivers of the Nigerian business cycle. The global demand shock elicits the strongest responses from output … growth and inflation; while oil price shock impacts the terms-of-trade and interest rate the most. The historical … of oil price shock to inflation and interest rate is dominant. Further sensitivity analysis of pre-crisis period of 2008 …
Persistent link: https://www.econbiz.de/10012178167
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Macroeconomic responses of emerging market economies to oil price shocks: Analysis by region and resource profile
Togonidze, Sophio; Koécenda, Evézen - 2020
response of output growth and capital to a positive US interest rate shock is negative and significant in EMs. Our results are …
Persistent link: https://www.econbiz.de/10012389294
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Macroeconomic responses of emerging market economies to oil price shocks: an analysis by region and resource
Togonidze, Sophio; Kočenda, Evžen - 2022
Persistent link: https://www.econbiz.de/10013192390
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Macroeconomic responses of emerging market economies to oil price shocks : an analysis by region and resource profile
Togonidze, Sophio; Kočenda, Evžen - In: Economic systems 46 (2022) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10013431119
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Macroeconomic implications of oil-price shocks to emerging economies: A Markov regime-switching approach
Togonidze, Sophio; Kočenda, Evžen - 2022
We investigate an impact of oil-price shocks on GDP and exchange rate dynamics in resource-heterogeneous economies. We employ a Markov regime-switching version of a vector autoregressive (VAR) model to allow for regime shifts, non-linear effects and timevarying parameters of the VAR process....
Persistent link: https://www.econbiz.de/10014301793
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Identifying oil price shocks with global, developed, and emerging latent real economy activity factors
Djogbenou, Antoine A. - In: Journal of applied econometrics 39 (2024) 1, pp. 128-149
Persistent link: https://www.econbiz.de/10014474444
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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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Global oil price swings : has their effect on Malta changed over time?
Ruisi, Germano - 2023
international to domestic energy prices decreases from 1% to virtually zero in response to a shock rising real oil prices by 10 …
Persistent link: https://www.econbiz.de/10014380679