Crude-oil price volatility and agricultural employment in the USA
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Pierce, David A. & Haugh, Larry D., 1979. "The characterization of instantaneous causality : A comment," Journal of Econometrics, Elsevier, vol. 10(2), pages 257-259, June.
- Loungani, Prakash, 1986. "Oil Price Shocks and the Dispersion Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 536-539, August.
- Darby, Michael R, 1982.
"The Price of Oil and World Inflation and Recession,"
American Economic Review,
American Economic Association, vol. 72(4), pages 738-751, September.
- Michael R. Darby, 1981. "The Price of Oil and World Inflation and Recession," UCLA Economics Working Papers 228, UCLA Department of Economics.
- Geweke, John, 1984. "Inference and causality in economic time series models," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144 Elsevier.
- Johnson, Cheryl D., 1990. "A Historical Look at Farm Income," Statistical Bulletin 154702, United States Department of Agriculture, Economic Research Service.
- Hamilton, James D, 1988. "A Neoclassical Model of Unemployment and the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 96(3), pages 593-617, June.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
- Hamilton, James D, 1983. "Oil and the Macroeconomy since World War II," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 228-248, April.
- Pierce, David A., 1975. "Forecasting in dynamic models with stochastic regressors," Journal of Econometrics, Elsevier, vol. 3(4), pages 349-374, November.
- Lilien, David M, 1982. "Sectoral Shifts and Cyclical Unemployment," Journal of Political Economy, University of Chicago Press, vol. 90(4), pages 777-793, August.
- Geweke, John & Meese, Richard & Dent, Warren, 1983. "Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence," Journal of Econometrics, Elsevier, vol. 21(2), pages 161-194, February.
- Gisser, Micha & Goodwin, Thomas H, 1986. "Crude Oil and the Macroeconomy: Tests of Some Popular Notions: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(1), pages 95-103, February.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Sawa, Takamitsu, 1978. "Information Criteria for Discriminating among Alternative Regression Models," Econometrica, Econometric Society, vol. 46(6), pages 1273-1291, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, vol. 137(C), pages 256-264.
- Zhang, Chuanguo & Chen, Xiaoqing, 2011. "The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model," Energy, Elsevier, vol. 36(11), pages 6627-6633.
- repec:use:tkiwps:11 is not listed on IDEAS
- Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming, 2016.
"Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models,"
Elsevier, vol. 57(C), pages 42-49.
- Hao Chen & Hua Liao & Bao-Jun Tang & Yi-Ming Wei, 2016. "Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models," CEEP-BIT Working Papers 96, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Li, Qiming & Cheng, Ke & Yang, Xiaoguang, 2017. "Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain," Applied Energy, Elsevier, vol. 185(P2), pages 1821-1831.
- Soytas, Ugur & Oran, Adil, 2011. "Volatility spillover from world oil spot markets to aggregate and electricity stock index returns in Turkey," Applied Energy, Elsevier, vol. 88(1), pages 354-360, January.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:54:y:1996:i:4:p:355-373. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.