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A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns
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Cited by:
- Coletti, Donald & Lalonde, René & Masson, Paul & Muir, Dirk & Snudden, Stephen, 2021.
"Commodities and monetary policy: Implications for inflation and price level targeting,"
Journal of Policy Modeling, Elsevier, vol. 43(5), pages 982-999.
- Donald Coletti & René Lalonde & Paul Masson & Dirk Muir & Stephen Snudden, 2012. "Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting," Staff Working Papers 12-16, Bank of Canada.
- Muhammad Arshad Khan & Ayaz Ahmed, 2011. "Macroeconomic Effects of Global Food and Oil Price Shocks to the Pakistan Economy: A Structural Vector Autoregressive (SVAR) Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 491-511.
- Jihoon Lee & Hong Chong Cho, 2021. "Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea," Sustainability, MDPI, vol. 13(4), pages 1-23, February.
- Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
- 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.
- Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2015. "Euro area, oil and global shocks: An empirical model-based analysis," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 295-314.
- Francesco Lippi & Andrea Nobili, 2012.
"Oil And The Macroeconomy: A Quantitative Structural Analysis,"
Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
- Francesco Lippi & Andrea Nobili, 2009. "Oil and the macroeconomy: a quantitative structural analysis," Temi di discussione (Economic working papers) 704, Bank of Italy, Economic Research and International Relations Area.
- Francesco Lippi & Andrea Nobili, 2010. "Oil and the Macroeconomy: A Quantitative Structural Analysis," EIEF Working Papers Series 1009, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
- Mohammed, Mikidadu, 2018.
"Do Import Tariffs Generate Stagflationary Tendencies?,"
MPRA Paper
95128, University Library of Munich, Germany, revised 09 Apr 2019.
- Mohammed, Mikidadu, 2018. "Do Import Tariffs Generate Stagflationary Tendencies?," EconStor Preprints 201013, ZBW - Leibniz Information Centre for Economics.
- Baas, Timo & Belke, Ansgar, 2017.
"Oil price shocks, monetary policy and current account imbalances within a currency union,"
CEPS Papers
13334, Centre for European Policy Studies.
- Ansgar Belke & Timo Baas, 2019. "Oil price shocks, monetary policy and current account imbalances within a currency union," ROME Working Papers 201903, ROME Network.
- Baas, Timo & Belke, Ansgar H., 2017. "Oil Price Shocks, Monetary Policy and Current Account Imbalances within a Currency Union," IZA Discussion Papers 11252, Institute of Labor Economics (IZA).
- Baas, Timo & Belke, Ansgar, 2017. "Oil price shocks, monetary policy and current account imbalances within a currency union," Ruhr Economic Papers 740, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Baas, Timo & Belke, Ansgar, 2017. "Oil price shocks, monetary policy and current account imbalances within a currency union," GLO Discussion Paper Series 160, Global Labor Organization (GLO).
- Bampinas, Georgios & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2023.
"Oil shocks and investor attention,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 68-81.
- Georgios Bampinas & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "Oil shocks and investor attention," Working Paper series 22-13, Rimini Centre for Economic Analysis.
- Munechika Katayama, 2013.
"Declining Effects of Oil Price Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 977-1016, September.
- Munechika Katayama, 2013. "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 977-1016, September.
- Munechika Katayama, 2009. "Declining Effects of Oil-Price Shocks," Departmental Working Papers 2009-02, Department of Economics, Louisiana State University.
- Francesca Rondina, 2010.
"Policy evaluation and uncertainty about the effects of oil prices on economic activity,"
UFAE and IAE Working Papers
855.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Francesca Rondina, 2010. "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers 522, Barcelona School of Economics.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2015.
"Commodity prices and BRIC and G3 liquidity: A SFAVEC approach,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, Tasmanian School of Business and Economics, revised 09 Jan 2013.
- Dong Kim, 2012.
"What is an oil shock? Panel data evidence,"
Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
- Dong Heon Kim, 2010. "What is an oil shock? Panel data evidence," Discussion Paper Series 1007, Institute of Economic Research, Korea University.
- Joëts, Marc & Mignon, Valérie & Razafindrabe, Tovonony, 2017.
"Does the volatility of commodity prices reflect macroeconomic uncertainty?,"
Energy Economics, Elsevier, vol. 68(C), pages 313-326.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Working Papers hal-04141423, HAL.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print hal-01411696, HAL.
- Tovonony Razafindrabe & Valérie Mignon & Marc Joëts, 2016. "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print hal-01667080, HAL.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2017. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print halshs-01683788, HAL.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print hal-01386096, HAL.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Working Papers 2015-02, CEPII research center.
- M. Joëts & V. Mignon & T. Razafindrabe, 2016. "Does the volatility of commodity prices reflect macroeconomic uncertainty ?," Working papers 607, Banque de France.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," EconomiX Working Papers 2015-7, University of Paris Nanterre, EconomiX.
- Valérie Mignon & Tovonony Razafindrabe & Marc Joëts, 2016. "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print hal-01667085, HAL.
- Rajeev Dhawan & Karsten Jeske, 2008.
"Energy Price Shocks and the Macroeconomy: The Role of Consumer Durables,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1357-1377, October.
- Rajeev Dhawan & Karsten Jeske, 2006. "Energy price shocks and the macroeconomy: the role of consumer durables," FRB Atlanta Working Paper 2006-09, Federal Reserve Bank of Atlanta.
- Sugra Ingilab Humbatova & Natig Qadim-Oglu Hajiyev, 2019. "Oil Factor in Economic Development," Energies, MDPI, vol. 12(8), pages 1-40, April.
- Milani, Fabio, 2009.
"Expectations, learning, and the changing relationship between oil prices and the macroeconomy,"
Energy Economics, Elsevier, vol. 31(6), pages 827-837, November.
- Fabio Milani, 2009. "Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy," Working Papers 080923, University of California-Irvine, Department of Economics.
- Kevin L. Kliesen, 2008.
"Oil and the U.S. macroeconomy: an update and a simple forecasting exercise,"
Review, Federal Reserve Bank of St. Louis, vol. 90(Sep), pages 505-516.
- Kevin L. Kliesen, 2008. "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Working Papers 2008-009, Federal Reserve Bank of St. Louis.
- Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017.
"Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area,"
Working Paper Series
2119, European Central Bank.
- Fédéric Holm-Hadulla & Kirstin Hubrich, 2017. "Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area," Finance and Economics Discussion Series 2017-063, Board of Governors of the Federal Reserve System (U.S.).
- Tarek Ghazouani, 2020. "Energy Price Shocks and Financial Market Integration: Evidence from New Keynesian Model," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(1), pages 13-32, February.
- Jinjarak, Yothin, 2014. "Equity prices and financial globalization," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 49-57.
- Wu, Libo & Li, Jing & Zhang, ZhongXiang, 2013.
"Inflationary effect of oil-price shocks in an imperfect market: A partial transmission input–output analysis,"
Journal of Policy Modeling, Elsevier, vol. 35(2), pages 354-369.
- Libo Wu & Jing Li & ZhongXiang Zhang, 2011. "Inflationary Effect of Oil-Price Shocks in an Imperfect Market: A Partial Transmission Input-output Analysis," Working Papers 2011.29, Fondazione Eni Enrico Mattei.
- Wu, Libo & Li, Jing & Zhang, ZhongXiang, 2011. "Inflationary Effect of Oil-Price Shocks in an Imperfect Market: A Partial Transmission Input-output Analysis," Sustainable Development Papers 102507, Fondazione Eni Enrico Mattei (FEEM).
- Libo Wu & Jing Li & ZhongXiang Zhang, 2011. "Inflationary effect of oil-price shocks in an imperfect market: a partial transmission input-output analysis," Economics Study Area Working Papers 115, East-West Center, Economics Study Area.
- Clausen, Volker & Wohltmann, Hans-Werner, 2011. "Oil Price Shocks and Cyclical Dynamics in an Asymmetric Monetary Union," Ruhr Economic Papers 247, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019. "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, vol. 178(C), pages 234-251.
- 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.
- Trimbur, Thomas M., 2010. "Stochastic level shifts and outliers and the dynamics of oil price movements," International Journal of Forecasting, Elsevier, vol. 26(1), pages 162-179, January.
- 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.
- Aguiar-Conraria, Luís & Azevedo, Nuno & Soares, Maria Joana, 2008. "Using wavelets to decompose the time–frequency effects of monetary policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2863-2878.
- Arianto A. Patunru, 2011. "Comment on "Price Pass-Through, Household Expenditure and Industrial Structure: The Case of Taiwan"," NBER Chapters, in: Commodity Prices and Markets, pages 257-260, National Bureau of Economic Research, Inc.
- 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.
- Bodenstein, Martin & Erceg, Christopher J. & Guerrieri, Luca, 2008.
"Optimal monetary policy with distinct core and headline inflation rates,"
Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 18-33, October.
- Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri, 2008. "Optimal monetary policy with distinct core and headline inflation rates," International Finance Discussion Papers 941, Board of Governors of the Federal Reserve System (U.S.).
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2023.
"Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications,"
The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 392-407, March.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," CIRANO Working Papers 2016s-53, CIRANO.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2020. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," Working Paper Series 2020-33, Federal Reserve Bank of San Francisco.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," International Finance Discussion Papers 1179, Board of Governors of the Federal Reserve System (U.S.).
- Todd E. Clark & Stephen J. Terry, 2010.
"Time Variation in the Inflation Passthrough of Energy Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1419-1433, October.
- Todd E. Clark & Stephen J. Terry, 2010. "Time Variation in the Inflation Passthrough of Energy Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1419-1433, October.
- Todd E. Clark & Stephen J. Terry, 2009. "Time variation in the inflation passthrough of energy prices," Research Working Paper RWP 09-06, Federal Reserve Bank of Kansas City.
- Schwark, Florentine, 2014. "Energy price shocks and medium-term business cycles," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 112-121.
- Carlos Brenes Soto & Manfred Esquivel Monge, 2018. "Asymmetries of the Exchange Rate Pass-through to Domestic Prices in Costa Rica during the Exchange Rate Flexibility Period," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 1-35, january-j.
- Keith Sill, 2006. "Macroeconomic volatility and the equity premium," Working Papers 06-1, Federal Reserve Bank of Philadelphia.
- Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics.
- Anton Nakov & Andrea Pescatori, 2010.
"Oil and the Great Moderation,"
Economic Journal, Royal Economic Society, vol. 120(543), pages 131-156, March.
- Anton Nakov & Andrea Pescatori, 2007. "Oil and the Great Moderation," Working Papers 0735, Banco de España.
- Anton Nakov & Andrea Pescatori, 2007. "Oil and the Great Moderation," Working Papers (Old Series) 0717, Federal Reserve Bank of Cleveland.
- Sylvain Leduc & Keith Sill, 2007.
"Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 595-614, October.
- Sylvain Leduc & Keith Sill, 2003. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," Working Papers 03-22, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers 873, Board of Governors of the Federal Reserve System (U.S.).
- Alan S. Blinder & Jeremy B. Rudd, 2013.
"The Supply-Shock Explanation of the Great Stagflation Revisited,"
NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 119-175,
National Bureau of Economic Research, Inc.
- Alan S. Blinder & Jeremy B. Rudd, 2008. "The Supply-Shock Explanation of the Great Stagflation Revisited," NBER Working Papers 14563, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Jeremy B. Rudd, 2008. "The Supply Shock Explanation of the Great Stagflation Revisited," Working Papers 1097, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Raheem, Ibrahim & Olabisi, Nafisat, 2019. "What is new? The role of asymmetry and breaks in oil price–output growth volatility nexus," MPRA Paper 105361, University Library of Munich, Germany.
- García, Carlos J. & Mejía, Jesisbé, 2018. "Macroeconomic stabilization of primary commodities price cycles in developing economies," Journal of Policy Modeling, Elsevier, vol. 40(5), pages 1050-1066.
- Dissou, Yazid & Karnizova, Lilia, 2016.
"Emissions cap or emissions tax? A multi-sector business cycle analysis,"
Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 169-188.
- Yazid Dissou & Lilia Karnizova, 2012. "Emissions Cap or Emissions Tax? A Multi-sector Business Cycle Analysis," Working Papers 1210E, University of Ottawa, Department of Economics.
- Kasparian, Jérôme, 2009. "Contribution of crude oil price to households' budget: The weight of indirect energy use," Energy Policy, Elsevier, vol. 37(1), pages 111-114, January.
- Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015. "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 108-133.
- Jose de Gregorio & Oscar Landerretche & Christopher Neilson, 2007.
"Another Pass-Through Bites the Dust? Oil Prices and Inflation,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 155-208, January.
- José De Gregorio & Oscar Landerretche & Christopher Neilson, 2007. "Another Pass-Through Bites The Dust? Oil Prices And Inflation," Working Papers wp238, University of Chile, Department of Economics.
- Jose De Gregorio. & Oscar Landerretche. & Christopher Neilson., 2007. "Another Pass-Through Bites the Dust? Oil Prices and Inflation," Working Papers Central Bank of Chile 417, Central Bank of Chile.
- repec:zbw:rwirep:0247 is not listed on IDEAS
- Delpachitra, Sarath & Hou, Keqiang & Cottrell, Simon, 2020. "The impact of oil price shocks in the Canadian economy: A structural investigation on an oil-exporting economy," Energy Economics, Elsevier, vol. 91(C).
- Yazid Dissou, 2007. "Energy Prices and Real Economic Activity in Canada: A Multi-Sector Dynamic General Equilibrium Analysis," Working Papers 0707E, University of Ottawa, Department of Economics.
- Lin, Boqiang & Bai, Rui, 2021. "Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective," Research in International Business and Finance, Elsevier, vol. 56(C).
- Lutz Kilian & Logan T. Lewis, 2011.
"Does the Fed Respond to Oil Price Shocks?,"
Economic Journal, Royal Economic Society, vol. 121(555), pages 1047-1072, September.
- Kilian, Lutz & Lewis, Logan, 2009. "Does the Fed Respond to Oil Price Shocks?," CEPR Discussion Papers 7594, C.E.P.R. Discussion Papers.
- Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015.
"US stock market regimes and oil price shocks,"
Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
- Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
- Logar, Ivana & van den Bergh, Jeroen C.J.M., 2013. "The impact of peak oil on tourism in Spain: An input–output analysis of price, demand and economy-wide effects," Energy, Elsevier, vol. 54(C), pages 155-166.
- Jo, Soojin & Karnizova, Lilia & Reza, Abeer, 2019.
"Industry effects of oil price shocks: A re-examination,"
Energy Economics, Elsevier, vol. 82(C), pages 179-190.
- Soojin Jo & Lilia Karnizova & Abeer Reza, 2017. "Industry Effects of Oil Price Shocks: Re-Examination," Working Papers 1710, Federal Reserve Bank of Dallas.
- Fair, Ray C., 2007.
"Evaluating Inflation Targeting Using a Macroeconometric Model,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-52.
- Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Cowles Foundation Discussion Papers 1570, Cowles Foundation for Research in Economics, Yale University, revised Mar 2007.
- Fair, Ray C., 2007. "Evaluating Inflation Targeting Using a Macroeconometric Model," Economics Discussion Papers 2007-14, Kiel Institute for the World Economy (IfW Kiel).
- Paul Castillo & Carlos Montoro & Vicente Tuesta, 2005.
"Inflation Premium and Oil Price Volatility,"
Working Papers Central Bank of Chile
350, Central Bank of Chile.
- Paul Castillo & Carlos Montoro, 2006. "Inflation Premium and Oil Price Volatility," Computing in Economics and Finance 2006 18, Society for Computational Economics.
- Paul Castillo & Carlos Montoro & Vicente Tuesta, 2005. "Inflation Premium and Oil Price Volatility," Macroeconomics 0512004, University Library of Munich, Germany, revised 05 Jan 2006.
- Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2007. "Inflation premium and oil price volatility," LSE Research Online Documents on Economics 19750, London School of Economics and Political Science, LSE Library.
- Paul Castillo & Carlos Montoro & Vicente Tuesta, 2007. "Inflation Premium and Oil Price Volatility," CEP Discussion Papers dp0782, Centre for Economic Performance, LSE.
- Juan Pablo Medina & Claudio Soto, 2005. "Oil Shocks and Monetary Policy in an Estimated DSGE Model for a Small Open Economy," Working Papers Central Bank of Chile 353, Central Bank of Chile.
- Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Adeabah, David & Sahay, Vinita S., 2024. "Time-varying relationship between international monetary policy and energy markets," Energy Economics, Elsevier, vol. 131(C).
- Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
- Vítor Manuel de Sousa Gabriel & María Mar Miralles-Quirós & José Luis Miralles-Quirós, 2021. "Shades between Black and Green Investment: Balance or Imbalance?," Sustainability, MDPI, vol. 13(9), pages 1-14, April.
- Marcelo Sánchez, 2011. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," International Economics and Economic Policy, Springer, vol. 8(3), pages 247-273, September.
- Das, Debojyoti & Kannadhasan, M., 2020. "The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 563-581.
- Sepehr Ramyar & Farhad Kianfar, 2019. "Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 743-761, February.
- Michael Plante, 2009. "Fiscal and Monetary Policy Responses to Oil Price Shocks in Oil Importing Low Income Countries," CAEPR Working Papers 2009-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2018.
"Is the Discretionary Income Effect of Oil Price Shocks a Hoax?,"
The Energy Journal, , vol. 39(2_suppl), pages 117-137, December.
- Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," Staff Working Papers 17-50, Bank of Canada.
- Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CEPR Discussion Papers 11868, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CESifo Working Paper Series 6369, CESifo.
- Aguiar-Conraria, Luís & Wen, Yi, 2008.
"A Note On Oil Dependence And Economic Instability,"
Macroeconomic Dynamics, Cambridge University Press, vol. 12(5), pages 717-723, November.
- Luis Aguiar-Conraria & Yi Wen, 2007. "A note on oil dependence and economic instability," Working Papers 2006-060, Federal Reserve Bank of St. Louis.
- Chen, Natalie & Graham, Liam & Oswald, Andrew J., 2007.
"Oil Prices, Profits, and Recessions: An Inquiry Using Terrorism as an Instrumental Variable,"
Economic Research Papers
269759, University of Warwick - Department of Economics.
- Oswald, Andrew & Chen, Natalie & Graham, Liam, 2008. "Oil Prices, Profits, and Recessions: An Inquiry Using Terrorism as an Instrumental Variable," CEPR Discussion Papers 6937, C.E.P.R. Discussion Papers.
- Chen, Natalie & Graham, Liam & Oswald, Andrew J, 2007. "Oil Prices, Profits, and Recessions : An Inquiry Using Terrorism as an Instrumental Variable," The Warwick Economics Research Paper Series (TWERPS) 809, University of Warwick, Department of Economics.
- Edelstein, Paul & Kilian, Lutz, 2009. "How sensitive are consumer expenditures to retail energy prices?," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 766-779, September.
- Montoro, Carlos, 2012.
"Oil Shocks And Optimal Monetary Policy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(2), pages 240-277, April.
- Montoro Carlos, 2007. "Oil Shocks and Optimal Monetary Policy," Working Papers 2007-010, Banco Central de Reserva del Perú.
- Carlos Montoro, 2010. "Oil shocks and optimal monetary policy," BIS Working Papers 307, Bank for International Settlements.
- Aguiar-Conraria, Luis & Wen, Yi, 2005.
"Understanding the Impact of Oil Shocks,"
Working Papers
05-01, Cornell University, Center for Analytic Economics.
- Luís Francisco Aguiar-Conraria & Yi Wen, 2005. "Understanding the Impact of Oil Shocks," NIPE Working Papers 2/2005, NIPE - Universidade do Minho.
- M-Ali Sotoudeh & Andrew C. Worthington, 2016. "A comparative analysis of monetary responses to global oil price changes: net oil producing vs. net oil consuming countries," International Economics and Economic Policy, Springer, vol. 13(4), pages 623-640, October.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
- Pieschacón, Anamaría, 2012. "The value of fiscal discipline for oil-exporting countries," Journal of Monetary Economics, Elsevier, vol. 59(3), pages 250-268.
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