Oil Price Shocks and Economic Growth: The Volatility Link
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- Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
- Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
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More about this item
KeywordsBayes factors; predictive likelihoods; nonlinear dynamics; density forecast;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- 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
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-03-05 (All new papers)
- NEP-ENE-2018-03-05 (Energy Economics)
- NEP-FOR-2018-03-05 (Forecasting)
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