Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area
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- Morana, Claudio, 2017. "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, vol. 64(C), pages 82-96.
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Paper series 16-02, Rimini Centre for Economic Analysis.
- Claudio, Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 330, University of Milano-Bicocca, Department of Economics, revised 24 Feb 2016.
- Morana, Claudio, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," ESP: Energy Scenarios and Policy 232925, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," CeRP Working Papers 158, Center for Research on Pensions and Welfare Policies, Turin (Italy).
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Citations
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Cited by:
- Moses Tule & Afees A. Salisu & Charles Chimeke, 2018. "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers 040, Centre for Econometric and Allied Research, University of Ibadan.
- repec:eee:ecmode:v:72:y:2018:i:c:p:223-236 is not listed on IDEAS
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- repec:ebl:ecbull:eb-17-00609 is not listed on IDEAS
- Lorusso, Marco & Pieroni, Luca, 2018.
"Causes and consequences of oil price shocks on the UK economy,"
Economic Modelling,
Elsevier, vol. 72(C), pages 223-236.
- Marco Lorusso & Luca Pieroni, 2015. "Causes and Consequences of Oil Price Shocks on the UK Economy," CEERP Working Paper Series 002, Centre for Energy Economics Research and Policy, Heriot-Watt University, revised Nov 2015.
- Salisu, Afees A. & Isah, Kazeem O., 2018.
"Predicting US inflation: Evidence from a new approach,"
Economic Modelling,
Elsevier, vol. 71(C), pages 134-158.
- Afees A. Salisu & Kazeem Isah, 2017. "Predicting US Inflation: Evidence from a New Approach," Working Papers 039, Centre for Econometric and Allied Research, University of Ibadan.
More about this item
Keywords
Oil Price Shocks; Oil Price-macroeconomy Relationship; Risk Factors; Semiparametric Dynamic Conditional Correlation Model; Time-varying Parameter Models;JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2016-05-21 (All new papers)
- NEP-EEC-2016-05-21 (European Economics)
- NEP-ENE-2016-05-21 (Energy Economics)
- NEP-MAC-2016-05-21 (Macroeconomics)
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