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Oil Shocks and Monetary Policy in an Estimated DSGE Model for a Small Open Economy
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- Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012.
"Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
- Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012. "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper 42484, University Library of Munich, Germany.
- Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," SBP Working Paper Series 65, State Bank of Pakistan, Research Department.
- Paula Andrea Beltrán-Saavedra, 2015.
"Precio del petróleo y el ajuste de las tasas de interés en las economías emergentes,"
Borradores de Economia
13619, Banco de la Republica.
- Paula Andrea Beltrán-Saavedra, 2015. "Precio del petróleo y el ajuste de las tasas de interés en las economías emergentes," Borradores de Economia 901, Banco de la Republica de Colombia.
- Schoder,Christian, 2021. "Regime-Dependent Environmental Tax Multipliers : Evidence from 75 Countries," Policy Research Working Paper Series 9640, The World Bank.
- Jalali-Naini, Ahmad Reza & Naderian, Mohammad Amin, 2020. "Financial vulnerability, fiscal procyclicality and inflation targeting in developing commodity exporting economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 84-97.
- José de Gregorio, 2012. "Commodity Prices, Monetary Policy and Inflation," Working Papers wp359, University of Chile, Department of Economics.
- FrIrina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2020.
"A case for leaning against the wind in a commodity-exporting economy,"
International Economics, CEPII research center, issue 164, pages 86-114.
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
- Gubler, Matthias & Hertweck, Matthias S., 2013.
"Commodity price shocks and the business cycle: Structural evidence for the U.S,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
- Gubler, Matthias & Hertweck, Matthias Sebastian, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers 2011/05, Faculty of Business and Economics - University of Basel.
- Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
- Matthias Gubler & Matthias S. Hertweck, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Paper Series of the Department of Economics, University of Konstanz 2011-03, Department of Economics, University of Konstanz.
- Ginn, William & Pourroy, Marc, 2022.
"The contribution of food subsidy policy to monetary policy in India,"
Economic Modelling, Elsevier, vol. 113(C).
- William Ginn & Marc Pourroy, 2022. "The Contribution of Food Subsidy Policy to Monetary Policy in India," Post-Print hal-02944209, HAL.
- Rodrigo Caputo & Felipe Liendo, 2005. "Monetary Policy, Exchange Rate and Inflation Inertia in Chile: a Structural Approach," Working Papers Central Bank of Chile 352, Central Bank of Chile.
- Ginn, William & Pourroy, Marc, 2020.
"Should a central bank react to food inflation? Evidence from an estimated model for Chile,"
Economic Modelling, Elsevier, vol. 90(C), pages 221-234.
- William Ginn & Marc Pourroy, 2020. "Should a central bank react to food inflation? Evidence from an estimated model for Chile," Post-Print hal-03579680, HAL.
- Jean-Pierre Allegret & Mohamed Tahar Benkhodja, 2015. "External Shocks and Monetary Policy in an Oil Exporting Economy," Post-Print hal-01385986, HAL.
- Rubaszek, Michał, 2021.
"Forecasting crude oil prices with DSGE models,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 531-546.
- Michał Rubaszek, 2019. "Forecasting crude oil prices with DSGE models," GRU Working Paper Series GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Črt Lenarčič, 2018.
"Oil Shocks and the Excise Duty Tax in a DSGE Model Setting,"
Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 21(2), pages 49-69, November.
- Lenarčič, Črt, 2018. "Oil shocks and the excise duty tax in a DSGE model setting," MPRA Paper 109982, University Library of Munich, Germany.
- Arnoud Stevens, 2015. "Optimal monetary policy response to endogenous oil price fluctuations," Working Paper Research 277, National Bank of Belgium.
- Li, Qiming & Cheng, Ke & Yang, Xiaoguang, 2017. "Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain," Applied Energy, Elsevier, vol. 185(P2), pages 1821-1831.
- Allegret, Jean Pierre & Benkhodja, Mohamed Tahar, 2015. "External shocks and monetary policy in an oil exporting economy (Algeria)," Journal of Policy Modeling, Elsevier, vol. 37(4), pages 652-667.
- Eliana González & Miguel I. Gómez & Luis F. Melo & José Luis Torres, 2006.
"Forecasting Food Price Inflation in Developing Countries with Inflation Targeting Regimes: the Colombian Case,"
Borradores de Economia
2735, Banco de la Republica.
- Eliana Gómez & Miguel I. Gómez & Luis F.Melo & José Luis Torres, 2006. "Forecasting Food Price Inflation in Developing Countries with Inflation Targeting Regimes: the Colombian Case," Borradores de Economia 409, Banco de la Republica de Colombia.
- Shantayanan Devarajan & Yazid Dissou & Delfin S. Go & Sherman Robinson, 2017.
"Budget Rules and Resource Booms and Busts: A Dynamic Stochastic General Equilibrium Analysis,"
The World Bank Economic Review, World Bank, vol. 31(1), pages 71-96.
- Sherman Robinson & Shantayanan Devarajan , Yazid Dissou , Delfin S. Go, 2015. "Budget Rules and Resource Booms and Busts: A Dynamic Stochastic General Equilibrium Analysis," EcoMod2015 8420, EcoMod.
- Huseynov, Salman & Ahmadov, Vugar, 2014. "Azərbaycan üzrə DSÜT modeli: qiymətləndirmə və proqnozlaşdırma [A DSGE model for Azerbaijan: estimation and forecasting]," MPRA Paper 78123, University Library of Munich, Germany.
- Jemio Hurtado, Valeria, 2020. "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper 102374, University Library of Munich, Germany, revised 14 Jul 2020.
- Gan-Ochir Doojav & Munkhbayar Gantumur, 2023.
"An estimated model of a commodity-exporting economy for the integrated policy framework: evidence from Mongolia,"
International Economics and Economic Policy, Springer, vol. 20(4), pages 651-708, October.
- Gan-Ochir Doojav & Munkhbayar Gantumur, 2023. "An Estimated Model of a Commodity-Exporting Economy for the Integrated Policy Framework: Evidence from Mongolia," IHEID Working Papers 05-2023, Economics Section, The Graduate Institute of International Studies.
- Omotosho, Babatunde S. & Yang, Bo, 2024. "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Hove, Seedwell & Touna Mama, Albert & Tchana Tchana, Fulbert, 2015.
"Monetary policy and commodity terms of trade shocks in emerging market economies,"
Economic Modelling, Elsevier, vol. 49(C), pages 53-71.
- Albert Touna-Mama & Fulbert Tchana Tchana & Seedwell Hove, 2012. "Monetary policy and commodity terms of trade shocks in emerging market economies," Working Papers 307, Economic Research Southern Africa.
- Zoundi, Zakaria, 2024. "Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy," Economic Modelling, Elsevier, vol. 139(C).
- Chiara Peroni, 2012.
"Testing linearity in term structures,"
Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 651-666, April.
- Peroni, Chiara, 2009. "Testing Linearity in Term Structures," MPRA Paper 16471, University Library of Munich, Germany.
- Chiara PERONI, 2010. "Testing Linearity in Term Structures," EcoMod2010 259600130, EcoMod.
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
- Roman E. Romero, 2008. "Monetary Policy in Oil-Producing Economies," Working Papers 1053, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Rodrigo Caputo G. & Marco Núñez N, 2008. "Equilibrium Real Exchange Rate in Chile: Alternative Approaches," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(2), pages 59-77, August.
- William Ginn & Marc Pourroy, 2022. "The Contribution of Food Subsidy Policy to Monetary Policy in India," Working Papers hal-02944209, HAL.
- Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011.
"The impact of oil price changes on Spanish and euro area consumer price inflation,"
Economic Modelling, Elsevier, vol. 28(1), pages 422-431.
- Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011. "The impact of oil price changes on Spanish and euro area consumer price inflation," Economic Modelling, Elsevier, vol. 28(1-2), pages 422-431, January.
- Luis J. Álvarez & Samuel Hurtado & Isabel Sánchez & Carlos Thomas, 2009. "The impact of oil price changes on Spanish and euro area consumer price inflation," Occasional Papers 0904, Banco de España.
- Omotosho, Babatunde S., 2020. "Oil price shocks, fuel subsidies and macroeconomic (in)stability in Nigeria," MPRA Paper 105464, University Library of Munich, Germany.
- Jalali Naini, Ahmad Reza & Naderian, Mohammad Amin, 2017. "Financial Vulnerability and Stabilization Policy in Commodity Exporting Emerging Economies," MPRA Paper 84481, University Library of Munich, Germany.
- Faraji , Maryam & Zahra , Afshari, 2014. "Oil Price Shocks and Economic Fluctuations in Iran as a Small Open Oil Exporting Economy," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(2), pages 87-117, October.
- Yugang He & Moongi Lee, 2022. "Macroeconomic Effects of Energy Price: New Insight from Korea?," Mathematics, MDPI, vol. 10(15), pages 1-14, July.
- AfDB AfDB, 2007. "Working Paper 93 - The Impact of High Oil Prices on African Economies," Working Paper Series 2226, African Development Bank.
- Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn, 2021. "ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion," Working Paper Series 2530, European Central Bank.
- Hernandez Martinez, Fernando, 2009. "Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor [Oil price shocks and the spanish economy: Coi," MPRA Paper 18056, University Library of Munich, Germany.
- Nicoletta Batini & Eugen Tereanu, 2009. "“What Should Inflation Targeting Countries Do When Oil Prices Rise and Drop Fast?”," IMF Working Papers 2009/101, International Monetary Fund.
- Sungbae An & Heedon Kang, 2011. "Oil Shocks in a DSGE Model for the Korean Economy," NBER Chapters, in: Commodity Prices and Markets, pages 295-321, National Bureau of Economic Research, Inc.
- Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018.
"ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis,"
Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
- Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017. "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series 2045, European Central Bank.
- Omotosho, Babatunde Samson, 2022. "Oil price shocks and monetary policy in resource-rich economies: Does capital matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jin, Hao & Xiong, Chen, 2021.
"Fiscal stress and monetary policy stance in oil-exporting countries,"
Journal of International Money and Finance, Elsevier, vol. 111(C).
- Hao Jin & Chen Xiong, 2020. "Fiscal Stress and Monetary Policy Stance in Oil-Exporting Countries," CAEPR Working Papers 2020-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023. "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, vol. 173(C), pages 343-358.
- Gomez, Miguel I. & Gonzalez, Eliana & Melo, Luis F. & Torres, Jose L., 2006. "Forecasting Food Price Inflation, Challenges for Central Banks in Developing Countries using an Inflation Targeting Framework: the Case of Colombia," 2006 Annual meeting, July 23-26, Long Beach, CA 21181, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- AfDB AfDB, 2007. "Working Paper 93 - The Impact of High Oil Prices on African Economies," Working Paper Series 2306, African Development Bank.
- Devarajan, Shantayanan & Dissou, Yazid & Go, Delfin S. & Robinson, Sherman, 2014.
"Budget rules and resource booms : a dynamic stochastic general equilibrium analysis,"
Policy Research Working Paper Series
6984, The World Bank.
- Devarajan, Shantayanan & Dissou, Yazid & Go, Delfin S. & Robinson, Sherman, 2014. "Budget rules and resource booms: A dynamic stochastic general equilibrium analysis," Conference papers 332455, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2021. "Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications," School of Economics Discussion Papers 0321, School of Economics, University of Surrey.
- Jean-Pierre Allegret & Mohamed Tahar Benkhodja, 2011.
"External Shocks and Monetary Policy in a Small Open Oil Exporting Economy,"
Working Papers
hal-04140941, HAL.
- Jean-Pierre Allegret & Mohamed Tahar Benkhodja, 2012. "External shocks and monetary policy in a small open oil exporting economy," Post-Print halshs-00697114, HAL.
- Jean Pierre Allegret & Mohamed Tahar Benkhodja, 2011. "External Shocks and Monetary Policy in a Small Open Oil Exporting Economy," EconomiX Working Papers 2011-39, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Mohamed Tahar Benkhodja, 2012. "External shocks and monetary policy in a small open oil exporting economy," Post-Print hal-01411705, HAL.
- Eric Amoo Bondzie & Giovanni Di Bartolomeo & Gabriel Obed Fosu, 2014.
"Oil Price Fluctuations and it Impact on Economic Growth: A Dsge Approach,"
International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(2), pages 217-242, February.
- Di Bartolomeo, Giovanni & Bondzie, Eric Amoo & Fosu, Gabriel Obed, 2014. "Oil Price fluctuations and it impact on Economic Growth: A DSGE approach," MPRA Paper 69231, University Library of Munich, Germany.
- Nicoletta Batini & Eugen Tereanu, 2010. "Inflation targeting during asset and commodity price booms," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 26(1), pages 15-35, Spring.
- Asghar Shahmoradi & Ali Tayebnia & Hossein Kavand, 2011. "Business Cycle Features in the Iranian Economy," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 16(1), pages 74-93, winter.
- Rahul Anand & Purva Khera, 2016. "Macroeconomic Impact of Product and Labor Market Reforms on Informality and Unemployment in India," IMF Working Papers 2016/047, International Monetary Fund.
- Wildauer, Rafael & Kohler, Karsten & Aboobaker, Adam & Guschanski, Alexander, 2023.
"Energy price shocks, conflict inflation, and income distribution in a three-sector model,"
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- Javier García-Cicco, 2010. "Estimating Models for Monetary Policy Analysis in Emerging Countries," Working Papers Central Bank of Chile 561, Central Bank of Chile.
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- Oladunni, Sunday, 2020. "Oil Price Shocks and Macroeconomic Dynamics in an Oil-Exporting Emerging Economy: A New Keynesian DSGE Approach," MPRA Paper 104551, University Library of Munich, Germany, revised 12 Jun 2020.
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"Oil Shocks and Inflation The Case Of Chile and a Sample of Industrial Countries,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(1), pages 5-36, April.
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- Roman E. Romero, 2008. "Monetary Policy in Oil-Producing Economies," Working Papers 1053, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Arroyo Marioli, Francisco & Becerra, Juan Sebastián & Solorza, Matías, 2022. "The credit channel in chile through the lens of a semi-structural model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
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