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Citations for "Oil and the Great Moderation"

by Anton Nakov & Andrea Pescatori

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  1. Fabio Canova & Tobias Menz, 2011. "Does Money Matter in Shaping Domestic Business Cycles? An International Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43(4), pages 577-607, 06.
  2. Guglielmo Maria Caporale & Marinko Skare, 2011. "Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel," Discussion Papers of DIW Berlin 1138, DIW Berlin, German Institute for Economic Research.
  3. Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 45(2-3), pages 449-463, 03.
  4. Yilmazkuday, Hakan, 2014. "Gasoline prices, transport costs, and the U.S. business cycles," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 45(C), pages 165-179.
  5. 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.
  6. A. Malliaris & Mary Malliaris, 2013. "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 40(1), pages 1-14, January.
  7. Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2010. "Productivity, Energy Prices and the Great Moderation: A New Link," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 715-724, July.
  8. Munechika Katayama, 2013. "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 45(6), pages 977-1016, 09.
  9. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
  10. Vipin Arora & Pedro Gomis-Porqueras, 2011. "Oil Price Dynamics in a Real Business Cycle Model," CAMA Working Papers 2011-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Martin Bodenstein & Luca Guerrieri, 2011. "Oil efficiency, demand, and prices: a tale of ups and downs," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1031, Board of Governors of the Federal Reserve System (U.S.).
  12. Marc Gronwald, 2009. "Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses," CESifo Working Paper Series 2702, CESifo Group Munich.
  13. Finn E. Kydland & Fei Mao & William T. Gavin, 2011. "Monetary Policy, the Tax Code, and Energy Price Shocks," 2011 Meeting Papers 1160, Society for Economic Dynamics.
  14. Stefan Schubert & Stephen Turnovsky, 2011. "The Impact of Energy Prices on Growth and Welfare in a Developing Open Economy," Open Economies Review, Springer, Springer, vol. 22(3), pages 365-386, July.
  15. Ummad Mazhar & Cheick Kader M'baye, 2014. "Does Forecasts Transparency Affect Macroeconomic Volatility in Developing Countries ? Evidence From Quasi-Natural Experiments," Working Papers, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure 1410, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  16. Milani, Fabio, 2009. "Expectations, learning, and the changing relationship between oil prices and the macroeconomy," Energy Economics, Elsevier, Elsevier, vol. 31(6), pages 827-837, November.
  17. 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, Elsevier, vol. 28(1-2), pages 422-431, January.
  18. Luís Aguiar-Conraria & Yi Wen, 2011. "OPEC’s oil exporting strategy and macroeconomic (in)stability," Working Papers, Federal Reserve Bank of St. Louis 2011-013, Federal Reserve Bank of St. Louis.
  19. Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(11), pages 4615-4626.
  20. Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2012. "Euro area and global oil shocks: an empirical model-based analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 873, Bank of Italy, Economic Research and International Relations Area.
  21. Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores, 2011. "The impact of oil shocks on the Spanish economy," Energy Economics, Elsevier, Elsevier, vol. 33(6), pages 1070-1081.
  22. 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 Scien, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(2), pages 217-242, February.
  23. Marc Gronwald, 2009. "Zur empirischen Analyse des Ölpreises – ein Überblick über aktuelle Forschungsergebnisse," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(01), pages 16-19, 01.
  24. Fabio Canova & Tobias Menz, 2010. "Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices)," Working Papers 516, Barcelona Graduate School of Economics.
  25. Martin Fukac, 2011. "Have rising oil prices become a greater threat to price stability?," Economic Review, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, issue Q IV, pages 27-53.
  26. Fakhraddin Maroofi & Parviz Kafchehi, 2012. "The Influence of Oil Prices on an Oil-Importing Developing Economy," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 66-82, October.