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Citations for "Oil and the Macroeconomy: A Markov State-Switching Approach" by Raymond, Jennie E & Rich, Robert W
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Oleg Korenok & Bruce Mizrach & Stan Radchenko, 2004.
"The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics ,"
Departmental Working Papers
200405, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Patrick Vanhoudt, 1999.
"Did the European unification induce economic growth? In search of scale effects and persistent changes ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(2), pages 193-220, June.
[Downloadable!] (restricted)
Other versions: Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"Forecasting economic and financial time-series with non-linear models ,"
Departmental Working Papers
200309, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Oreste Napolitano, 2006.
"Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric? ,"
Discussion Papers
1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!]
Other versions: Oleg Korenok & Stanislav Radchenko, 2006.
"The role of permanent and transitory components in business cycle volatility moderation ,"
Empirical Economics ,
Springer, vol. 31(1), pages 217-241, March.
[Downloadable!] (restricted)
Other versions: Spyros Andreopoulos, 2006.
"The real interest rate, the real oil price, and US unemployment revisited ,"
Bristol Economics Discussion Papers
06/592, Department of Economics, University of Bristol, UK.
[Downloadable!]
Stephen P.A. Brown & David B. Oppedahl & Mine K. Yücel, 1996.
"Oil prices and aggregate economic activity: a study of eight OECD countries ,"
Working Papers
96-13, Federal Reserve Bank of Dallas.
[Downloadable!]
Juan Carlos Cuestas & Paulo Jose Regis, 2008.
"Nonlinearities and the order of integration of oil prices ,"
Working Papers
2008/15, Nottingham Trent University, Nottingham Business School, Economics Division.
[Downloadable!]
Stanislav Radchenko, 2004.
"Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices ,"
Microeconomics
0406001, EconWPA.
[Downloadable!]
Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2007.
"Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy ,"
NIPE Working Papers
16/2007, NIPE - Universidade do Minho.
[Downloadable!]
Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005.
"The effect of oil price on industrial production and on stock returns ,"
ThE Papers
05/18, Department of Economic Theory and Economic History of the University of Granada..
[Downloadable!]
Qin Xiao & Randolph Gee Kwang Tan, 2006.
"Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul ,"
Economic Growth centre Working Paper Series
0602, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
[Downloadable!]
Mark J. Holmes & Maghrebi Nabil, 2002.
"Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(4), pages 121-139, December.
[Downloadable!] (restricted)
Andrew F. Haughwout & Robert P. Inman & Steven Craig & Thomas Luce, 2003.
"Local Revenue Hills: Evidence from Four U.S. Cities ,"
NBER Working Papers
9686, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Andrew Haughwout & Robert Inman & Steven G. Craig & Thomas Luce, 2000.
"Local Revenue Hills: Evidence from Four U. S. Cities ,"
PIER Working Paper Archive
03-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2003.
[Downloadable!] Andrew Haughwout & Robert Inman & Steven Craig & Thomas Luce, 2004.
"Local Revenue Hills: Evidence from Four U.S. Cities ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(2), pages 570-585, 06.
[Downloadable!] (restricted) Matteo Manera & Alessandro Cologni, 2006.
"The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries ,"
Working Papers
2006.29, Fondazione Eni Enrico Mattei.
[Downloadable!]
Rebeca Jiménez-Rodríguez, 2004.
"Oil Price Shocks: Testing for Non-linearity ,"
CSEF Working Papers
115, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Charles Nelson & Jeremy Piger & Eric Zivot, 1999.
"Unit Root Tests in the Presence of Markov Regime-Switching ,"
Working Papers
0040, University of Washington, Department of Economics.
[Downloadable!]
Other versions: Shan Chen & Margaret Insley, 2008.
"Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem ,"
Working Papers
08003, University of Waterloo, Department of Economics.
[Downloadable!]
Muellbauer, John & Nunziata, Luca, 2001.
"Credit, the Stock Market and Oil: Forecasting US GDP ,"
CEPR Discussion Papers
2906, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Charles R. Nelson & Jeremy Piger & Eric Zivot, 2000.
"Markov regime-switching and unit root tests ,"
International Finance Discussion Papers
683, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001.
"Markov regime switching and unit root tests ,"
Working Papers
2001-013, Federal Reserve Bank of St. Louis.
[Downloadable!] Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001.
"Markov Regime Switching and Unit-Root Tests ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 19(4), pages 404-15, October.
Marc D. Weidenmier & Joseph H. Davis & Roger Aliaga-Diaz, 2008.
"Is Sugar Sweeter at the Pump? The Macroeconomic Impact of Brazil's Alternative Energy Program ,"
NBER Working Papers
14362, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Sylvain Leduc & Keith Sill, 2001.
"A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns ,"
Working Papers
01-9, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions:
Leduc, Sylvain & Sill, Keith, 2004.
"A quantitative analysis of oil-price shocks, systematic monetary policy, and economic downturns ,"
Journal of Monetary Economics ,
Elsevier, vol. 51(4), pages 781-808, May.
[Downloadable!] (restricted) Sylwia Nowak, 2008.
"How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks? ,"
CAMA Working Papers
2008-38, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
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This page was last updated on 2010-1-3.
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