The Effects of Uncertainty about Oil Prices in G-7
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More about this item
KeywordsOil; Volatility; Vector autoregression; Multivariate GARCH-in-Mean VAR.;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-24 (All new papers)
- NEP-BEC-2010-04-24 (Business Economics)
- NEP-ENE-2010-04-24 (Energy Economics)
- NEP-MAC-2010-04-24 (Macroeconomics)
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