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Estimating the effects of the oil-price shock

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  • Preston J. Miller
  • Thomas M. Supel
  • Thomas H. Turner

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  • Preston J. Miller & Thomas M. Supel & Thomas H. Turner, 1980. "Estimating the effects of the oil-price shock," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 4(Win).
    • Handle: RePEc:fip:fedmqr:y:1980:i:win:n:v.4no.1:x:2
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    References listed on IDEAS

    as
    1. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
    2. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    3. Robert E. Lucas & Thomas J. Sargent, 1979. "After Keynesian macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Spr).
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    Cited by:

    1. Javier Pereda, 2011. "Estimación de la tasa natural de interés para Perú: un enfoque financiero," Monetaria, CEMLA, vol. 0(4), pages 429-459, octubre-d.
    2. Clarence W. Nelson, 1988. "Modeling the impact of an energy price shock on interregional income transfer," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 12(Sum), pages 2-17.
    3. Carlos A. Medel Vera, 2011. "¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?," Monetaria, CEMLA, vol. 0(4), pages 591-615, octubre-d.
    4. Daniel Fernández, 2011. "Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial," Monetaria, CEMLA, vol. 0(4), pages 517-589, octubre-d.
    5. Keivan Deravi & Charles E. Hegji, 1992. "The Inflationary Impact Of Oil Price Shocks: A Vector Autoregressive Study," Review of Financial Economics, John Wiley & Sons, vol. 2(1), pages 1-16, September.
    6. Tamara Burdisso & Eduardo Ariel Corso, 2011. "Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo," Monetaria, CEMLA, vol. 0(4), pages 461-515, octubre-d.

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