Changes in the oil price-inflation pass-through
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DOI: 10.1016/j.jeconbus.2013.03.001
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More about this item
Keywords
Oil prices; The Great Moderation; Stochastic volatility; Long-run restrictions; Sign restrictions; Markov Chain Monte Carlo; Structural vector autoregressions;JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
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