The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States
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- Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers 202302, University of Pretoria, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
oil shocks; expected macroeconomic skewness; US economy; local projection model; impulse response functions;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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