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Citations for "What is an Oil Shock?"

by James D. Hamilton

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  1. Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the Price of Oil," Working Papers, Bank of Canada 11-15, Bank of Canada.
  2. Rizvi, Aun & Masih, Mansur, 2014. "Oil price shocks and GCC capital markets: who drives whom?," MPRA Paper 56993, University Library of Munich, Germany.
  3. Rosmy Jean Louis & Faruk Balli & Mohamed Osman, 2012. "On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors?," International Economics and Economic Policy, Springer, vol. 9(1), pages 83-110, March.
  4. David R. Stockman, 2006. "Oil Shocks and Macroeconomic Activity: A Putty-Clay Perspective," Working Papers, University of Delaware, Department of Economics 06-15, University of Delaware, Department of Economics.
  5. Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc.
  6. L. Alan Winters & Shahid Yusuf, 2007. "Dancing with the Giants: China, India, and the Global Economy," World Bank Publications, The World Bank, number 6632, August.
  7. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(1), pages 76-86.
  8. Zhuo Li & Hui Zhao, 2011. "Not all demand oil shocks are alike: disentangling demand oil shocks in the crude oil market," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, Emerald Group Publishing, vol. 4(1), pages 28-44, February.
  9. Alwyn Young, 2013. "Structural transformation, the mismeasurement of productivity growth and the cost disease of services," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 54247, London School of Economics and Political Science, LSE Library.
  10. Naohisa Hirakata & Nao Sudo, 2009. "Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis," IMES Discussion Paper Series 09-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
  11. Necibi, Thameur & Issaoui, Fakhri, 2013. "The impact of oil prices on economic activity in administrated price structure: the case of Tunisia," MPRA Paper 50420, University Library of Munich, Germany.
  12. Rangan Gupta & Mampho P. Modise, 2013. "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers 201318, University of Pretoria, Department of Economics.
  13. Malik, Farooq & Hammoudeh, Shawkat, 2007. "Shock and volatility transmission in the oil, US and Gulf equity markets," International Review of Economics & Finance, Elsevier, Elsevier, vol. 16(3), pages 357-368.
  14. Maravalle, Alessandro, 2012. "The role of the trade channel in the propagation of oil supply shocks," Energy Economics, Elsevier, Elsevier, vol. 34(6), pages 2135-2147.
  15. Feng Guo & Hung-Gay Fung & Ying Huang, 2009. "The Dynamic Impact of Macro Shocks on Insurance Premiums," Journal of Financial Services Research, Springer, Springer, vol. 35(3), pages 225-244, June.
  16. Zied Ftiti & Khaled Guesmi & Frédéric Teulon & Slim Chouachi, 2014. "Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries," Working Papers, Department of Research, Ipag Business School 2014-421, Department of Research, Ipag Business School.
  17. Chin Wen Cheong & Ng Sew Lai & Nurul Afidah Mohmad Yusof & Khor Chia Ying, 2012. "Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis," Journal of Quantitative Economics, The Indian Econometric Society, The Indian Econometric Society, vol. 10(1), pages 70-84, January.
  18. Andrea Nobili & Stefano Neri, 2006. "The transmission of monetary policy shocks from the US to the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 606, Bank of Italy, Economic Research and International Relations Area.
  19. Hayat, Aziz & Narayan, Paresh Kumar, 2010. "The oil stock fluctuations in the United States," Applied Energy, Elsevier, Elsevier, vol. 87(1), pages 178-184, January.
  20. John C Bluedorn & Jörg Decressin & Marco Terrones, 2013. "Do Asset Price Drops Foreshadow Recessions?," IMF Working Papers 13/203, International Monetary Fund.
  21. Gaetano Antinolfi & David S. Kaplan, 2007. "Inflation and Establishment Turnover," Eastern Economic Journal, Eastern Economic Association, vol. 33(3), pages 317-341, Summer.
  22. Peretto, Pietro F., 2009. "Energy taxes and endogenous technological change," Journal of Environmental Economics and Management, Elsevier, vol. 57(3), pages 269-283, May.
  23. Gerald Carlino & Robert DeFina & Keith Sill, 2011. "The long and large decline in state employment growth volatility," Working Papers 11-16, Federal Reserve Bank of Philadelphia.
  24. Atsushi Inoue & Lutz Kilian & Fatma Burcu Kiraz, 2009. "Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 41(7), pages 1331-1363, October.
  25. Robalo, Pedro Brito & Salvado, João Cotter, 2008. "Oil price shocks and the Portuguese economy since the 1970s," FEUNL Working Paper Series wp529, Universidade Nova de Lisboa, Faculdade de Economia.
  26. Imran Shah, 2012. "Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies," Bristol Economics Discussion Papers 12/626, Department of Economics, University of Bristol, UK.
  27. Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
  28. Mohanty, Sunil K. & Nandha, Mohan & Turkistani, Abdullah Q. & Alaitani, Muhammed Y., 2011. "Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries," Global Finance Journal, Elsevier, vol. 22(1), pages 42-55.
  29. Stanislav Radchenko, 2004. "Lags in the response of gasoline prices to changes in crude oil," Econometrics, EconWPA 0406001, EconWPA.
  30. Jbir, Rafik & Zouari-Ghorbel, Sonia, 2009. "Recent oil price shock and Tunisian economy," Energy Policy, Elsevier, Elsevier, vol. 37(3), pages 1041-1051, March.
  31. Mohanty, Sunil & Nandha, Mohan & Bota, Gabor, 2010. "Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors," Emerging Markets Review, Elsevier, Elsevier, vol. 11(4), pages 358-372, December.
  32. Schubert, Stefan F. & Turnovsky, Stephen J., 2011. "The impact of oil prices on an oil-importing developing economy," Journal of Development Economics, Elsevier, Elsevier, vol. 94(1), pages 18-29, January.
  33. Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012. "Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2481-2489.
  34. Chen, Natalie & Graham, Liam & Oswald, Andrew J, 2007. "Oil Prices, Profits, and Recessions : An Inquiry Using Terrorism as an Instrumental Variable," The Warwick Economics Research Paper Series (TWERPS) 809, University of Warwick, Department of Economics.
  35. Chai, Jian & Guo, Ju-E. & Meng, Lei & Wang, Shou-Yang, 2011. "Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model," Energy Policy, Elsevier, Elsevier, vol. 39(12), pages 8022-8036.
  36. Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 873, Board of Governors of the Federal Reserve System (U.S.).
  37. Eliphas Ndou & Nombulelo Gumata & Mthuli Ncube & Eric Olson, 2013. "Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa," Working Paper Series, African Development Bank 992, African Development Bank.
  38. Fang, Chung-Rou & You, Shih-Yi, 2014. "The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia," International Review of Economics & Finance, Elsevier, Elsevier, vol. 29(C), pages 330-338.
  39. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012. "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, Elsevier, vol. 34(1), pages 227-240.
  40. Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014. "Wavelet-based evidence of the impact of oil prices on stock returns," International Review of Economics & Finance, Elsevier, Elsevier, vol. 29(C), pages 145-176.
  41. Apergis, Nicholas & Miller, Stephen M., 2009. "Do structural oil-market shocks affect stock prices?," Energy Economics, Elsevier, Elsevier, vol. 31(4), pages 569-575, July.
  42. 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.
  43. Xavier Labandeira & Baltazar Manzano, 2012. "Some Economic Aspects of Energy Security," European Research Studies Journal, European Research Studies Journal, vol. 0(Special I), pages 47-64.
  44. Lutz Kilian & Clara Vega, 2011. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 660-671, May.
  45. 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.).
  46. Katsuya Ito, 2012. "The impact of oil price volatility on the macroeconomy in Russia," The Annals of Regional Science, Springer, Springer, vol. 48(3), pages 695-702, June.
  47. Thai-Ha Le & Youngho Chang, 2011. "Oil And Gold: Correlation Or Causation?," Working Papers 22, Development and Policies Research Center (DEPOCEN), Vietnam.
  48. Gerald Carlino & Robert Inman, 2013. "Local deficits and local jobs: can U.S. statess stabilize their own economies?," Working Papers 13-11, Federal Reserve Bank of Philadelphia.
  49. Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, Springer, vol. 43(1), pages 121-143, August.
  50. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economics Papers from University Paris Dauphine 123456789/6970, Paris Dauphine University.
  51. Koop, Gary & Potter, Simon, 2010. "A flexible approach to parametric inference in nonlinear and time varying time series models," Journal of Econometrics, Elsevier, Elsevier, vol. 159(1), pages 134-150, November.
  52. Kilian, Lutz, 2006. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5994, C.E.P.R. Discussion Papers.
  53. Tonn, Victor Lux & Li, H.C. & McCarthy, Joseph, 2010. "Wavelet domain correlation between the futures prices of natural gas and oil," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 50(4), pages 408-414, November.
  54. John Fernald & Bharat Trehan, 2005. "Why hasn't the jump in oil prices led to a recession?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue nov18.
  55. Francesca Rondina, 2010. "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers 522, Barcelona Graduate School of Economics.
  56. Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers, Fondazione Eni Enrico Mattei 2012.28, Fondazione Eni Enrico Mattei.
  57. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers, Southern Methodist University, Department of Economics 0901, Southern Methodist University, Department of Economics.
  58. Somayeh Mardaneh, 2012. "How Do Oil Shocks A¤ect the Structural Stability of Hybrid New Keynesian Phillips Curve?," Discussion Papers in Economics 12/20, Department of Economics, University of Leicester.
  59. 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.
  60. Engemann, Kristie & Owyang, Michael T. & Wall, Howard J., 2011. "Where is an oil shock?," MPRA Paper 31383, University Library of Munich, Germany.
  61. Lutz Kilian & Alessandro Rebucci & Nikola Spatafora, 2007. "Oil Shocks and External Balances," Working Papers, Research Seminar in International Economics, University of Michigan 562, Research Seminar in International Economics, University of Michigan.
  62. Ayres, Robert U. & van den Bergh, Jeroen C.J.M. & Lindenberger, Dietmar & Warr, Benjamin, 2013. "The underestimated contribution of energy to economic growth," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 27(C), pages 79-88.
  63. Michael T. Owyang, 2002. "Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR," Working Papers, Federal Reserve Bank of St. Louis 2002-018, Federal Reserve Bank of St. Louis.
  64. 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, Fondazione Eni Enrico Mattei 2006.29, Fondazione Eni Enrico Mattei.
  65. Peter M. Summers, 2005. "What caused the Great Moderation? : some cross-country evidence," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-32.
  66. Ramprasad Bhar & Girijasankar Mallik, 2013. "Inflation uncertainty, growth uncertainty, oil prices, and output growth in the UK," Empirical Economics, Springer, Springer, vol. 45(3), pages 1333-1350, December.
  67. Askari, Hossein & Krichene, Noureddine, 2010. "The impact of monetary policy on oil process parameters and market expectations," Global Finance Journal, Elsevier, vol. 21(2), pages 186-200.
  68. Aguiar-Conraria, Luis & Wen, Yi, 2005. "Understanding the Impact of Oil Shocks," Working Papers, Cornell University, Center for Analytic Economics 05-01, Cornell University, Center for Analytic Economics.
  69. Luís Aguiar-Conraria & Maria Soares, 2011. "Oil and the macroeconomy: using wavelets to analyze old issues," Empirical Economics, Springer, Springer, vol. 40(3), pages 645-655, May.
  70. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009. "US Industry-Level Returns and Oil Prices," MPRA Paper 15670, University Library of Munich, Germany.
  71. Edelstein Paul & Kilian Lutz, 2007. "The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses about the Transmission of Energy Price Shocks," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 7(1), pages 1-41, November.
  72. Ali Ahmed, Huson Joher & Wadud, I.K.M. Mokhtarul, 2011. "Role of oil price shocks on macroeconomic activities: An SVAR approach to the Malaysian economy and monetary responses," Energy Policy, Elsevier, Elsevier, vol. 39(12), pages 8062-8069.
  73. José Gallardo & Arturo Vásquez & Luis Bendezú, 2005. "La Problemática de los Precios de los Combustibles," Working Papers, OSINERGMIN, Oficina de Estudios Economicos 11, OSINERGMIN, Oficina de Estudios Economicos.
  74. Barnes, Michelle L. & Olivei, Giovanni P., 2013. "The Michigan Surveys of Consumers and consumer spending," Public Policy Brief, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston.
  75. Kilian, Lutz & Vigfusson, Robert J., 2011. "Nonlinearities in the Oil Price-Output Relationship," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8174, C.E.P.R. Discussion Papers.
  76. Trimbur, Thomas M., 2010. "Stochastic level shifts and outliers and the dynamics of oil price movements," International Journal of Forecasting, Elsevier, Elsevier, vol. 26(1), pages 162-179, January.
  77. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Working Papers, Bank of Canada 04-5, Bank of Canada.
  78. Barsky, Robert & Kilian, Lutz, 2004. "Oil and the Macroeconomy Since the 1970s," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4496, C.E.P.R. Discussion Papers.
  79. Virjinia Jeliazkova, 2010. "Effects of the Dynamics of the Oil Price – Theoretical and Empirical Bases," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 127-165.
  80. Juncal Cunado & Fernando Pérez de Gracia, 2004. "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 06/04, School of Economics and Business Administration, University of Navarra.
  81. Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007. "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, Elsevier, vol. 23(4), pages 569-585.
  82. Sofía B. Ramos & Helena Veiga, 2009. "Risk factors in oil and gas industry returns: international evidence," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws096920, Universidad Carlos III, Departamento de Estadística y Econometría.
  83. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Okun’s macroscope and the changing cyclicality of underlying margins of adjustment," Working Paper Series, Federal Reserve Bank of San Francisco 2013-32, Federal Reserve Bank of San Francisco.
  84. Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
  85. James D. Hamilton, 2009. "Causes and Consequences of the Oil Shock of 2007-08," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 215-283.
  86. Xavier Gabaix, 2005. "The Granular Origins of Aggregate Fluctuations," 2005 Meeting Papers, Society for Economic Dynamics 470, Society for Economic Dynamics.
  87. Abbassi, Abdessalem & Tamini, Lota D. & Gervais, Jean-Philippe, 2011. "Do inventories have an impact on price transmission? Evidence from the Canadian chicken industry," MPRA Paper 30868, University Library of Munich, Germany.
  88. Lorde, Troy & Jackman, Mahalia & Thomas, Chrystol, 2009. "The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and Tobago," Energy Policy, Elsevier, Elsevier, vol. 37(7), pages 2708-2716, July.
  89. G. Peersman & I. Van Robays & -, 2009. "Cross-Country Differences in the Effects of Oil Shocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 09/629, Ghent University, Faculty of Economics and Business Administration.
  90. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, Elsevier, vol. 31(3), pages 492-502, May.
  91. Laurent Ferrara & Clément Marsilli, 2012. "Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession," EconomiX Working Papers 2012-19, University of Paris West - Nanterre la Défense, EconomiX.
  92. Brown, Stephen P.A. & Huntington, Hillard G., 2013. "Assessing the U.S. oil security premium," Energy Economics, Elsevier, Elsevier, vol. 38(C), pages 118-127.
  93. El Anshasy, Amany A. & Bradley, Michael D., 2012. "Oil prices and the fiscal policy response in oil-exporting countries," Journal of Policy Modeling, Elsevier, Elsevier, vol. 34(5), pages 605-620.
  94. Alfredo Pereira & Rui Pereira, 2013. "Fossil fuel prices and the economic and budgetary challenges of a small energy-importing economy: the case of Portugal," Portuguese Economic Journal, Springer, Springer, vol. 12(3), pages 181-214, December.
  95. Katsuya Ito, 2010. "The Impact of Oil Price Volatility on Macroeconomic Activity in Russia," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2013), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 9, pages 1-21, July.
  96. Lin, Boqiang & Wesseh, Presley K. & Appiah, Michael Owusu, 2014. "Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness," Energy Economics, Elsevier, Elsevier, vol. 42(C), pages 172-182.
  97. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Working Papers, Department of Research, Ipag Business School 2014-299, Department of Research, Ipag Business School.
  98. Jean-Pierre Allegret & Cécile Couharde & Dramane Coulibaly & Valérie Mignon, 2013. "Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development," EconomiX Working Papers 2013-29, University of Paris West - Nanterre la Défense, EconomiX.
  99. Christiane Baumeister & Gert Peersman, 2012. "Time-Varying Effects of Oil Supply Shocks on the U.S. Economy," Working Papers, Bank of Canada 12-2, Bank of Canada.
  100. Alomar, Ibrahim, 2006. "النمو الاقتصادي العالمي وأثره في اقتصاديات النفط خلال الفترة 1980-2005
    [World Economic Growth and its Effect on Economic of Energy during 1980-20
    ," MPRA Paper 18979, University Library of Munich, Germany.
  101. Alom, Fardous, 2011. "Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model," 2011 Conference, August 25-26, 2011, Nelson, New Zealand, New Zealand Agricultural and Resource Economics Society 115346, New Zealand Agricultural and Resource Economics Society.
  102. Marc Gronwald, 2009. "Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses," CESifo Working Paper Series 2702, CESifo Group Munich.
  103. Kai Carstensen & Steffen Elstner & Georg Paula, 2011. "How Strongly Did the 2007/08 Oil Price Hike Contribute to the Subsequent Recession?," CESifo Working Paper Series 3357, CESifo Group Munich.
  104. Russell Smyth, 2012. "Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production," Development Research Unit Working Paper Series, Monash University, Department of Economics 04-12, Monash University, Department of Economics.
  105. Toshitaka Sekine, 2009. "Another look at global disinflation," BIS Working Papers 283, Bank for International Settlements.
  106. C. Baumeister & G. Peersman & I. Van Robays & -, 2009. "The Economic Consequences of Oil Shocks: Differences Across Countries and Time," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 09/630, Ghent University, Faculty of Economics and Business Administration.
  107. Aguiar-Conraria, Luís & Wen, Yi, 2008. "A Note On Oil Dependence And Economic Instability," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 12(05), pages 717-723, November.
  108. Aktas, Erkan & Özenç, Çiğdem & Arıca, Feyza, 2010. "The Impact of Oil Prices in Turkey on Macroeconomics," MPRA Paper 8658, University Library of Munich, Germany, revised 15 Jun 2010.
  109. Lutz Kilian, 2006. "Understanding the effects of exogenous oil supply shocks," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 7(2), pages 21-27, 07.
  110. Svetlana Maslyuk & Russell Smyth, 2007. "Non-Linear Unit Root Properties of Crude Oil Production," Development Research Unit Working Paper Series, Monash University, Department of Economics 39-07, Monash University, Department of Economics.
  111. Kilian, Lutz & Park, Cheolbeom, 2007. "The Impact of Oil Price Shocks on the U.S. Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6166, C.E.P.R. Discussion Papers.
  112. Clements, Michael P & Harvey, David I, 2006. "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS) 774, University of Warwick, Department of Economics.
  113. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," EconomiX Working Papers 2012-24, University of Paris West - Nanterre la Défense, EconomiX.
  114. Kandemir Kocaaslan, Ozge, 2013. "The causal link between energy and output growth: Evidence from Markov switching Granger causality," Energy Policy, Elsevier, Elsevier, vol. 63(C), pages 1196-1206.
  115. Rania Jammazi & Duc Khuong Nguyen, 2014. "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers, Department of Research, Ipag Business School 2014-080, Department of Research, Ipag Business School.
  116. Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  117. Joao Tovar Jalles, 2009. "Do Oil Prices Matter? The Case of a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 65-87, May.
  118. Oleg Korenok & Bruce Mizrach, 2004. "The Microeconomics of Macroeconomic Asymmetries: Sectoral Driving Forces and Firm Level Characteristics," Computing in Economics and Finance 2004, Society for Computational Economics 266, Society for Computational Economics.
  119. Chuku, Chuku & Effiong, Ekpeno & Sam, Ndifreke, 2010. "Oil price distortions and their short- and long-run impacts on the Nigerian economy," MPRA Paper 24434, University Library of Munich, Germany.
  120. Lutz Kilian & Robert Vigfusson, 2009. "Pitfalls in estimating asymmetric effects of energy price shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 970, Board of Governors of the Federal Reserve System (U.S.).
  121. Prasad, Arti & Narayan, Paresh Kumar & Narayan, Jashwini, 2007. "Exploring the oil price and real GDP nexus for a small island economy, the Fiji Islands," Energy Policy, Elsevier, Elsevier, vol. 35(12), pages 6506-6513, December.
  122. Martin Bodenstein & Christopher J. Erceg & Luca Guerrieri, 2007. "Oil shocks and external adjustment," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 897, Board of Governors of the Federal Reserve System (U.S.).
  123. Jürgen Janger & Karin Wagner, 2004. "Sectoral Specialization in Austria and in the EU-15," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 37–54.
  124. Olson, Eric & Enders, Walter & Wohar, Mark E., 2012. "An empirical investigation of the Taylor curve," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(2), pages 380-390.
  125. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007. "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 632, Bank of Italy, Economic Research and International Relations Area.
  126. Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  127. Marc Joëts, 2013. "Energy price transmissions during extreme movements," Working Papers, Department of Research, Ipag Business School 2013-028, Department of Research, Ipag Business School.
  128. Ashima Goyal & Arjun Singh, 2006. "Through a glass darkly: Deciphering the impact of oil price shocks," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2006-012, Indira Gandhi Institute of Development Research, Mumbai, India.
  129. Paula, Georg, 2011. "Three Empirical Essays in Economics Using Firm Level Panel Data," Munich Dissertations in Economics 13839, University of Munich, Department of Economics.
  130. repec:ipg:wpaper:31 is not listed on IDEAS
  131. 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.
  132. J. Isaac Miller & Ronald Ratti, 2008. "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers, Department of Economics, University of Missouri 0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
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