Oil Shocks and the Macroeconomy: The Role of Price Variability
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DOI: 10.5547/ISSN0195-6574-EJ-Vol16-No4-2
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References listed on IDEAS
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
- Bougerol, Philippe & Picard, Nico, 1992. "Stationarity of Garch processes and of some nonnegative time series," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 115-127.
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Cited by:
- Jiranyakul, Komain, 2025. "Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?," MPRA Paper 123664, University Library of Munich, Germany.
- Qian Shen & Mohammad Sogir Hossain Khandoker & Joti Saha & Rafiqul Bhuyan, 2024. "The Impact of Crude Oil Price Shock: Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, vol. 14(6), pages 257-266, October.
- Jin Shang & Shigeyuki Hamori, 2024. "The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 933-980, December.
- Kou, Mingting & Zhang, Menglin & Yang, Yuanqi & Shao, Hanqing, 2024. "Energy finance research: What happens beneath the literature?," International Review of Financial Analysis, Elsevier, vol. 95(PB).
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Keywords
Oil shocks; oil prices; VAR; GARCH; US; GNP;All these keywords.
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