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Oil Shocks and Optimal Monetary Policy
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Cited by:
- Lee, Chi-Chuan & Lee, Chien-Chiang & Ning, Shao-Lin, 2017. "Dynamic relationship of oil price shocks and country risks," Energy Economics, Elsevier, vol. 66(C), pages 571-581.
- Martin Geiger & Johann Scharler, 2018. "How do consumers interpret the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Working Papers 2018-13, Faculty of Economics and Statistics, Universität Innsbruck.
- Benigno, Pierpaolo & Woodford, Michael, 2012.
"Linear-quadratic approximation of optimal policy problems,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
- Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc.
- Woodford, Michael & Benigno, Pierpaolo, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
- Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick, 2024.
"Energy prices and household heterogeneity: Monetary policy in a Gas-TANK,"
Journal of Monetary Economics, Elsevier, vol. 147(S).
- Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick, 2022. "Energy Prices and Household Heterogeneity: Monetary Policy in a Gas-TANK," MPRA Paper 118543, University Library of Munich, Germany, revised Dec 2022.
- Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick, 2023. "Energy prices and household heterogeneity: monetary policy in a Gas-TANK," Bank of England working papers 1041, Bank of England.
- Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick, 2022. "Energy Prices and Household Heterogeneity: Monetary Policy in a Gas-TANK," MPRA Paper 115975, University Library of Munich, Germany, revised Dec 2022.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
- Kang, Wensheng & Ratti, Ronald A., 2013.
"Structural oil price shocks and policy uncertainty,"
Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
- Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," MPRA Paper 49007, University Library of Munich, Germany.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2016.
"Food Prices and Inflation Targeting in Emerging Economies,"
International Economics, CEPII research center, issue 146, pages 108-140.
- Pourroy, Marc & Carton, Benjamin & Coulibaly, Dramane, 2016. "Food prices and inflation targeting in emerging economies," International Economics, Elsevier, vol. 146(C), pages 108-140.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00768906, HAL.
- Benjamin Carton & Dramane Coulibaly & Marc Pourroy, 2016. "Food prices and inflation targeting in emerging economies," Post-Print hal-01386045, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Post-Print halshs-00768906, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," Working Papers hal-04141226, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Working Papers 2012-33, CEPII research center.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," EconomiX Working Papers 2013-7, University of Paris Nanterre, EconomiX.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Documents de travail du Centre d'Economie de la Sorbonne 12087, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2020.
"Inflation, oil price volatility and monetary policy,"
Journal of Macroeconomics, Elsevier, vol. 66(C).
- Castillo, Paul & Montoro, Carlos & Tuesta, Vicente., 2010. "Inflation, Oil Price Volatility and Monetary Policy," Working Papers 2010-002, Banco Central de Reserva del Perú.
- 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 & Vicente Tuesta, 2007. "Inflation Premium and Oil Price Volatility," CEP Discussion Papers dp0782, Centre for Economic Performance, LSE.
- 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, 2006. "Inflation Premium and Oil Price Volatility," Computing in Economics and Finance 2006 18, Society for Computational Economics.
- Andrea Ferrero & Martin Seneca, 2019.
"Notes on the Underground: Monetary Policy in Resource‐Rich Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 953-976, June.
- Andrea Ferrero & Martin Seneca, 2015. "Notes on the Underground: Monetary Policy in Resource-Rich Economies," Working Paper 2015/02, Norges Bank.
- Ferrero, Andrea & Seneca, Martin, 2018. "Notes on the Underground: Monetary Policy in Resource-Rich Economies," CEPR Discussion Papers 13108, C.E.P.R. Discussion Papers.
- Snudden, Stephen, 2016.
"Cyclical fiscal rules for oil-exporting countries,"
Economic Modelling, Elsevier, vol. 59(C), pages 473-483.
- Stephen Snudden, 2013. "Cyclical Fiscal Rules for Oil-Exporting Countries," IMF Working Papers 2013/229, International Monetary Fund.
- Gong, Mengqi & You, Zhe & Wang, Longle & Ruan, Dapeng, 2024. "Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices," Journal of Asian Economics, Elsevier, vol. 90(C).
- Jean‐Marc Natal, 2012.
"Monetary Policy Response to Oil Price Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 53-101, February.
- Jean-Marc Natal, 2012. "Monetary Policy Response to Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 53-101, February.
- Jean-Marc Natal, 2009. "Monetary policy response to oil price shocks," Working Paper Series 2009-16, Federal Reserve Bank of San Francisco.
- Jean-Marc Natal, 2010. "Monerary Policy Response to Oil Price Shocks," Working Papers 2010-15, Swiss National Bank.
- Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018.
"Oil price shocks and uncertainty: How stable is their relationship over time?,"
Economic Modelling, Elsevier, vol. 72(C), pages 42-53.
- Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018. "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," MPRA Paper 96271, University Library of Munich, Germany.
- Stavros Degiannakis & George Filis & Sofia Panagiotakopoulou, 2018. "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," BAFES Working Papers BAFES13, Department of Accounting, Finance & Economic, Bournemouth University.
- Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
- Lee, Chi-Chuan & Lee, Chien-Chiang, 2019. "Oil price shocks and Chinese banking performance: Do country risks matter?," Energy Economics, Elsevier, vol. 77(C), pages 46-53.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2017.
"Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production,"
Energy Economics, Elsevier, vol. 66(C), pages 536-546.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production," Globalization Institute Working Papers 295, Federal Reserve Bank of Dallas.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," CAMA Working Papers 2017-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Working Papers 2017-02, University of Tasmania, Tasmanian School of Business and Economics.
- 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.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014.
"Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty,"
Department of Economics Working Papers
wuwp166, Vienna University of Economics and Business, Department of Economics.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Paper Series 166, WU Vienna University of Economics and Business.
- Shang, Yuping & Ma, Xiaowei & Bhatia, Meena & Alofaysan, Hind & Walsh, Steven T., 2024. "Unveiling the enigma: Exploring how uncertain crude oil prices shape investment expenditure and efficiency in Chinese enterprises," Energy Economics, Elsevier, vol. 132(C).
- Kang, Wensheng & Ratti, Ronald A., 2013.
"Oil shocks, policy uncertainty and stock market return,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 305-318.
- Kang, Wensheng & Ratti, Ronald A., 2013. "Oil shocks, policy uncertainty and stock market return," MPRA Paper 49008, University Library of Munich, Germany.
- Andrew Filardo & Jacopo Lombardi & Carlos Montoro, 2018.
"Monetary policy spillovers, global commodity prices and cooperation,"
BIS Working Papers
696, Bank for International Settlements.
- Filardo, Andrew & Lombardi, Marco & Montoro, Carlos & Ferrari, Massimo, 2018. "Monetary policy spillovers, global commodity prices and cooperation," Working Papers 2018-002, Banco Central de Reserva del Perú.
- Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014. "Causal Link between Oil Price and Uncertainty in India," Working Papers 201467, University of Pretoria, Department of Economics.
- Rehman, Mobeen Ur, 2018. "Do oil shocks predict economic policy uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 498(C), pages 123-136.
- Yunqing Wang & Qigui Zhu, 2015. "Energy price shocks, monetary policy and China's economic fluctuations," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 29(1), pages 126-141, May.
- Dash, Saumya Ranjan & Maitra, Debasish, 2021. "Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 397-420.
- Michael Plante, 2008. "Oil Price Shocks and Exchange Rate Management: The Implications of Consumer Durables for the Small Open Economy," CAEPR Working Papers 2008-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Annicchiarico, Barbara & Di Dio, Fabio & Diluiso, Francesca, 2024.
"Climate actions, market beliefs, and monetary policy,"
Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 176-208.
- Annicciarico, Barbara & Di Dio, Fabio & Dilusio, Francesca, 2022. "Climate Actions, Market Beliefs, and Monetary Policy," Working Papers 2022-14, Joint Research Centre, European Commission.
- Barbara Annicchiarico & Fabio Di Dio & Francesca Diluiso, 2022. "Climate Actions, Market Beliefs and Monetary Policy," CEIS Research Paper 535, Tor Vergata University, CEIS, revised 25 Mar 2022.
- Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020. "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, vol. 137(C).
- Arnoud Stevens, 2015. "Optimal monetary policy response to endogenous oil price fluctuations," Working Paper Research 277, National Bank of Belgium.
- 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.
- Geiger, Martin & Scharler, Johann, 2019. "How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Shen, Yifan & Shi, Xunpeng & Zeng, Ting, 2017. "Global Uncertainty, Macroeconomic Activity and Commodity Price," MPRA Paper 90089, University Library of Munich, Germany, revised 17 Nov 2018.
- Clemens, Marius & Röger, Werner, 2024. "What is the difference between fossil fuel embargo and price shocks?," Energy Economics, Elsevier, vol. 132(C).
- 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.
- Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012.
"Monetary Policy Responses to Oil Price Fluctuations,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(4), pages 470-504, December.
- Kilian, Lutz & Bodenstein, Martin & Guerrieri, Luca, 2012. "Monetary policy responses to oil price fluctuations," CEPR Discussion Papers 8928, C.E.P.R. Discussion Papers.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
- Dirk Bleich & Ralf Fendel & Jan-Christoph Rülke, 2012. "Monetary policy and oil price expectations," Applied Economics Letters, Taylor & Francis Journals, vol. 19(10), pages 969-973, July.
- Liu, Jing-Yu & Lin, Shih-Mo & Xia, Yan & Fan, Ying & Wu, Jie, 2015. "A financial CGE model analysis: Oil price shocks and monetary policy responses in China," Economic Modelling, Elsevier, vol. 51(C), pages 534-543.
- T.V.S.Ramamohan Rao, 2011. "Contemporary Relevance and Ongoing Controversies Related to the CES Production Function," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(2), pages 36-57, July.
- Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016. "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers 201652, University of Pretoria, Department of Economics.