Oil price shocks and volatility do predict stock market regimes
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References listed on IDEAS
- Tagkalakis, Athanasios O., 2013.
"Audits and tax offenders: Recent evidence from Greece,"
Elsevier, vol. 118(3), pages 519-522.
- Athanasios O. Tagkalakis, 2013. "Audits and tax offenders: recent evidence from Greece," Working Papers 152, Bank of Greece.
- Olivier J. Blanchard & Daniel Leigh, 2013.
"Growth Forecast Errors and Fiscal Multipliers,"
American Economic Review,
American Economic Association, vol. 103(3), pages 117-120, May.
- Olivier J. Blanchard & Daniel Leigh, 2013. "Growth Forecast Errors and Fiscal Multipliers," NBER Working Papers 18779, National Bureau of Economic Research, Inc.
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- Cemile Sancak & Jing Xing & Ricardo Velloso, 2010. "Tax Revenue Response to the Business Cycle," IMF Working Papers 10/71, International Monetary Fund.
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More about this item
KeywordsDecomposition of shocks; oil price shocks; oil price volatility; regime switching; stock market volatility; US stock market;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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