Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?
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DOI: 10.1016/j.qref.2017.06.005
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- Zhu, Xuehong & Liao, Jianhui & Chen, Ying, 2021. "Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security," Energy Economics, Elsevier, vol. 97(C).
- Chen, Jinyu & Zhu, Xuehong & Li, Hailing, 2020. "The pass-through effects of oil price shocks on China's inflation: A time-varying analysis," Energy Economics, Elsevier, vol. 86(C).
- Alomari, Mohammad & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management," Resources Policy, Elsevier, vol. 79(C).
- Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, vol. 99(C).
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More about this item
Keywords
Consumer prices; Oil prices; Permanent-transitory decomposition; Producer prices;All these keywords.
JEL classification:
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
Statistics
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