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The Economic Effects of Energy Price Shocks

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Author Info
Lutz Kilian

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Abstract

Large fluctuations in energy prices have been a distinguishing characteristic of the U.S. economy since the 1970s. Turmoil in the Middle East, rising energy prices in the United States, and evidence of global warming recently have reignited interest in the link between energy prices and economic performance. This paper addresses a number of the key issues in this debate: What are energy price shocks and where do they come from? How responsive is energy demand to changes in energy prices? How do consumer’s expenditure patterns evolve in response to energy price shocks? How do energy price shocks affect U.S. real output, inflation, and stock prices? Why do energy price increases seem to cause recessions but energy price decreases do not seem to cause expansions? Why has there been a surge in the price of oil in recent years? Why has this new energy price shock not caused a recession so far? Have the effects of energy price shocks waned since the 1980s and, if so, why? As the paper demonstrates, it is critical to account for the endogeneity of energy prices and to differentiate between the effects of demand and supply shocks in energy markets when answering these questions.

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Publisher Info
Article provided by American Economic Association in its journal Journal of Economic Literature.

Volume (Year): 46 (2008)
Issue (Month): 4 (December)
Pages: 871-909
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Handle: RePEc:aea:jeclit:v:46:y:2008:i:4:p:871-909

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  1. Daron Acemoglu & Amy Finkelstein & Matthew J. Notowidigdo, 2009. "Income and Health Spending: Evidence from Oil Price Shocks," NBER Working Papers 14744, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Alquist, Ron & Kilian, Lutz, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. M. Ayhan Kose & Stijn Claessens & Marco Terrones, 2008. "What Happens During Recessions, Crunches, and Busts?," IMF Working Papers 08/274, International Monetary Fund. [Downloadable!]
    Other versions:
  4. G. Peersman & I. Van Robays, 2009. "Oil and the Euro Area Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/582, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  5. Chen, Natalie & Graham, Liam & Oswald, Andrew, 2008. "Oil Prices, Profits, and Recessions: An Inquiry Using Terrorism as an Instrumental Variable," CEPR Discussion Papers 6937, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  6. Lippi, Francesco & Nobili, Andrea, 2008. "Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions," CEPR Discussion Papers 6830, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  7. Rajeev Dhawan & Karsten Jeske & Pedro Silos, . "Productivity, Energy Prices and the Great Moderation: A New Link," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. [Downloadable!] (restricted)
    Other versions:
  8. 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. [Downloadable!] (restricted)
    Other versions:
  9. C. Baumeister & G. Peersman, 2008. "Time-Varying Effects of Oil Supply Shocks on the US Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/515, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  10. repec:bep:maccon:v:7:y:2007:i:1:p:1607-1607 is not listed on IDEAS
  11. Hicks, Bruce & Kilian, Lutz, 2009. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers 7265, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  12. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN. [Downloadable!]
  13. Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  14. Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Lucas W. Davis & Lutz Kilian, 2009. "Estimating the Effect of a Gasoline Tax on Carbon Emissions," NBER Working Papers 14685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  16. Deren Unalmis, Ibrahim Unalmis and Derya Filiz Unsal, 2008. "Oil Price Shocks, Macroeconomics Stability and Welfare in a Small Open Economy," Discussion Papers 08/13, Department of Economics, University of York. [Downloadable!]
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