Macroeconomic effects of precautionary demand for oil
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- Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2015. "Macroeconomic Effects of Precautionary Demand for Oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 968-986, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015.
"The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses,"
Koç University-TUSIAD Economic Research Forum Working Papers
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- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The great plunge in oil prices: causes, consequences, and policy responses," CAMA Working Papers 2015-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
- Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017. "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
- repec:eee:jbfina:v:84:y:2017:i:c:p:53-67 is not listed on IDEAS
More about this item
Keywordsvector autoregression; oil shock; futures; news;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-20 (All new papers)
- NEP-ENE-2013-07-20 (Energy Economics)
- NEP-MAC-2013-07-20 (Macroeconomics)
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