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Citations for "Time-Varying Effects of Oil Supply Shocks on the U.S. Economy"

by Christiane Baumeister & Gert Peersman

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  1. Selien De Schryder & Gert Peersman, 2013. "The U.S. Dollar Exchange Rate and the Demand for Oil," CESifo Working Paper Series 4126, CESifo Group Munich.
  2. Jean-Pierre Allegret & Valérie Mignon & Audrey Sallenave, 2014. "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Working Papers 2014-01, CEPII research center.
  3. Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  4. Güntner, Jochen H.F., 2014. "How do oil producers respond to oil demand shocks?," Energy Economics, Elsevier, vol. 44(C), pages 1-13.
  5. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2012. "What drives oil prices? Emerging versus developed economies," Working Papers 0007, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  6. Arratibel, Olga & Michaelis, Henrike, 2013. "The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR," Discussion Papers in Economics 21088, University of Munich, Department of Economics.
  7. Berg, Tim Oliver, 2011. "Technology news and the U.S. economy: Time variation and structural changes," MPRA Paper 35361, University Library of Munich, Germany.
  8. Michal Franta & Roman Horvath & Marek Rusnak, 2011. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers 2011/13, Czech National Bank, Research Department.
  9. Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng, 2015. "Forecasting the real prices of crude oil under economic and statistical constraints," Energy Economics, Elsevier, vol. 51(C), pages 599-608.
  10. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper 59760, University Library of Munich, Germany.
  11. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
  12. Klaus Liebscher, 2008. "Opening Remarks," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  13. Zhang, Bing & Li, Xiao-Ming & He, Fei, 2014. "Testing the evolution of crude oil market efficiency: Data have the conn," Energy Policy, Elsevier, vol. 68(C), pages 39-52.
  14. Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "Time-varying effect of oil market shocks on the stock market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages S150-S163.
  15. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
  16. Michal Franta & Jan Libich & Petr Stehlík, 2012. "Tracking Monetary-Fiscal Interactions across Time and Space," CAMA Working Papers 2012-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Dietrich Domanski & Alexandra Heath, 2008. "Financial investors and commodity markets," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  18. Kilian, Lutz & Murphy, Daniel P, 2010. "The Role of Inventories and Speculative Trading in the Global Market for Crude Oil," CEPR Discussion Papers 7753, C.E.P.R. Discussion Papers.
  19. Joris de Wind, 2014. "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper 271, CPB Netherlands Bureau for Economic Policy Analysis.
  20. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
  21. Claudio Morana, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Working Papers 2012.07, Fondazione Eni Enrico Mattei.
  22. Irma Rosenberg, 2008. "Monetary policy and commodity and energy prices," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  23. Lutz Kilian & Daniel P. Murphy, 2012. "Why Agnostic Sign Restrictions Are Not Enough: Understanding The Dynamics Of Oil Market Var Models," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1166-1188, October.
  24. Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
  25. C. Baumeister & G. Peersman & I. Van Robays & -, 2009. "The Economic Consequences of Oil Shocks: Differences Across Countries and Time," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/630, Ghent University, Faculty of Economics and Business Administration.
  26. Vasily Astrov, 2008. "The Russian Oil Fund(s): past performance and policy options," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  27. G. Peersman & I. Van Robays, 2009. "Oil and the Euro Area Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/582, Ghent University, Faculty of Economics and Business Administration.
  28. Hilde C. Bjørnland, 2008. "Oil Price Shocks and Stock Market Booms in an Oil Exporting Country," Working Paper 2008/16, Norges Bank.
  29. Vipin ARORA, 2016. "Consumer Credit, Oil Prices, and the U.S. Economy," Turkish Economic Review, KSP Journals, vol. 3(1), pages 122-142, March.
  30. Christian Dreger & Malte Rieth & David Pothier, 2015. "Is Globalization Reducing the Ability of Central Banks to Control Inflation? In-Depth Analysis," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 106, number pbk106, November.
  31. M. J. Lombardi & I. Van Robays, 2011. "Do Financial Investors Destabilize the Oil Price?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/760, Ghent University, Faculty of Economics and Business Administration.
  32. Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
  33. Degiannakis, Stavros & Filis, George, 2016. "Forecasting oil price realized volatility: A new approach," MPRA Paper 69105, University Library of Munich, Germany.
  34. Francesco Lippi & Andrea Nobili, 2009. "Oil and the macroeconomy: a quantitative structural analysis," Temi di discussione (Economic working papers) 704, Bank of Italy, Economic Research and International Relations Area.
  35. Luís Aguiar-Conraria & Maria Soares, 2011. "Oil and the macroeconomy: using wavelets to analyze old issues," Empirical Economics, Springer, vol. 40(3), pages 645-655, May.
  36. Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARs," Working Papers ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
  37. Frank Smets, 2008. "How should monetary policy take commodity and energy prices into account?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  38. Melolinna, Marko, 2012. "Macroeconomic shocks in an oil market var," Working Paper Series 1432, European Central Bank.
  39. Kilian, Lutz, 2014. "Oil Price Shocks: Causes and Consequences," CEPR Discussion Papers 9823, C.E.P.R. Discussion Papers.
  40. B. Hofmann & G. Peersman & R. Straub, 2010. "Time Variation in U.S. Wage Dynamics," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/691, Ghent University, Faculty of Economics and Business Administration.
  41. Marianna Riggi & Fabrizio Venditti, 2015. "The time varying effect of oil price shocks on euro-area exports," Temi di discussione (Economic working papers) 1035, Bank of Italy, Economic Research and International Relations Area.
  42. Mohaddes, Kamiar & Pesaran, M. Hashem, 2015. "Country-specific oil supply shocks and the global economy: a counterfactual analysis," Globalization and Monetary Policy Institute Working Paper 242, Federal Reserve Bank of Dallas.
  43. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
  44. Gert Peersman & Ine Van Robays, 2010. "Cross-Country Differences in the Effects of Oil Shocks," CESifo Working Paper Series 3306, CESifo Group Munich.
  45. Elstner, Steffen, 2012. "Uncertainty, heterogeneous expectation errors and economic activity: evidence from business survey data," Munich Dissertations in Economics 14037, University of Munich, Department of Economics.
  46. Francesco Ravazzolo, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers 0038, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  47. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.
  48. Ana Gómez-Loscos & María Dolores Gadea & Antonio Montañés, 2012. "Economic growth, inflation and oil shocks: are the 1970s coming back?," Applied Economics, Taylor & Francis Journals, vol. 44(35), pages 4575-4589, December.
  49. Ine Van Robays, 2012. "Macroeconomic Uncertainty and the Impact of Oil Shocks," CESifo Working Paper Series 3937, CESifo Group Munich.
  50. Atsushi Sekine & Takayuki Tsuruga, 2014. "Effects of Commodity Price Shocks on Inflation:A Cross-Country Analysis," UTokyo Price Project Working Paper Series 038, University of Tokyo, Graduate School of Economics.
  51. Nomikos, Nikos & Andriosopoulos, Kostas, 2012. "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, vol. 34(4), pages 1153-1169.
  52. Jorge Fornero & Markus Kirchner & Andrés Yany, 2015. "Terms of Trade Shocks and Investment in Commodity-Exporting Economies," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Caputo & Roberto Chang (ed.), Commodity Prices and Macroeconomic Policy, edition 1, volume 22, chapter 5, pages 135-193 Central Bank of Chile.
  53. Millard, Stephen & Shakir, Tamarah, 2013. "Oil shocks and the UK economy: the changing nature of shocks and impact over time," Bank of England working papers 476, Bank of England.
  54. Ernest Gnan & Mar Gudmundsson & Klaus Liebscher & Dietrich Domanski & Alexandra Heath & Juan Delgado & Walter Boltz & Birger Vikoren & Vasily Astrov & Stephan Barisitz & Simon-Erik Ollus & Ulrich Kohl, 2008. "Commodities, Energy and Finance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/2 edited by Ernest Gnan & Mar Gudmundsson & Morten Balling, 00.
  55. Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers 161, Bank of Greece.
  56. James D. Hamilton, 2012. "Oil Prices, Exhaustible Resources, and Economic Growth," NBER Working Papers 17759, National Bureau of Economic Research, Inc.
  57. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics and Business, Department of Economics.
  58. Zhang, Bing, 2013. "Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test," Energy Economics, Elsevier, vol. 40(C), pages 875-881.
  59. Michael Pedersen & Miguel Ricaurte, 2013. "Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales," Working Papers Central Bank of Chile 691, Central Bank of Chile.
  60. Stephan Barisitz & Simon-Erik Ollus, 2008. "The Russian Non-Fuel Sector: Signs of Dutch Disease? Evidence from EU–25 Import Competition," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  61. Majapa, Mohamed & Gossel, Sean Joss, 2016. "Topology of the South African stock market network across the 2008 financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 35-47.
  62. Ulrich Kohli, 2008. "Energy prices, inflation, and monetary policy," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  63. Granziera, Eleonora & Lee, Mihye & Moon, Hyungsik Roger & Schorfheide, Frank, 2011. "Inference for VARs Identified with Sign Restrictions," CEPR Discussion Papers 8432, C.E.P.R. Discussion Papers.
  64. Imran Shah, 2012. "Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies," Bristol Economics Discussion Papers 12/626, Department of Economics, University of Bristol, UK.
  65. Broadstock, David C. & Filis, George, 2014. "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 417-433.
  66. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 175-191.
  67. Birger Vikøren, 2008. "Norges Bank’s Experiences with the Organisation of the Government Pension Fund – Global," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  68. Arratibel, Olga & Michaelis, Henrike, 2014. "The impact of monetary policy and exchange rate shocks in Poland: evidence from a time-varying VAR," Working Paper Series 1636, European Central Bank.
  69. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
  70. Al-mulali, Usama & Che Sab, Che Normee, 2010. "The Impact of Oil Shocks on Qatar’s GDP," MPRA Paper 27822, University Library of Munich, Germany, revised 31 Dec 2010.
  71. Benjamin Wong, 2013. "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers 2013-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  72. Soojin Jo, 2012. "The Effects of Oil Price Uncertainty on the Macroeconomy," Staff Working Papers 12-40, Bank of Canada.
  73. Al-mulali, Usama & Che Sab, Normee, 2009. "The Impact of Oil Prices on the Real Exchange Rate of the Dirham: a Case Study of the United Arab Emirates," MPRA Paper 23493, University Library of Munich, Germany.
  74. Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise, 2013. "The Impact of Oil Shocks on the South African Economy," Working Papers 201311, University of Pretoria, Department of Economics.
  75. Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015. "Changes in the global oil market," Working Papers 75761696, Lancaster University Management School, Economics Department.
  76. Dirk-Jan van de Ven & Roger Fouquet, 2014. "Historical energy price shocks and their changing effects on the economy," GRI Working Papers 153, Grantham Research Institute on Climate Change and the Environment.
  77. Walter Boltz, 2008. "Energy Markets in Europe: The State of Play and Future Prospects," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  78. Gupta, Rangan & Modise, Mampho P., 2013. "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, vol. 40(C), pages 825-831.
  79. Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
  80. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  81. Juan Delgado, 2008. "European Energy Markets: Moving in a Common Direction?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  82. Christiane Baumeister & Gert Peersman, 2013. "The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1087-1109, November.
  83. Joris de Wind & Luca Gambetti, 2014. "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper 270, CPB Netherlands Bureau for Economic Policy Analysis.
  84. Hegerty, Scott W., 2016. "Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 23-37.
  85. Ernest Gnan & Már Gudmundsson, 2008. "Introduction, main findings, and some conclusions," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  86. Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers 478, Barcelona Graduate School of Economics.
  87. Michael Pedersen & Miguel Ricaurte B., 2014. "Effects of Oil-Price Shocks on The Economies Of Chile and Its Trading Partners," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 38-65, April.
  88. Mirela Sorina Miescu, 2016. "IMF Programs and Sensitivity to External Shocks: An Empirical Application," Working Papers 791, Queen Mary University of London, School of Economics and Finance.
  89. Malte Rieth, 2015. "Can Central Banks Successfully Lean against Global Headwinds?," DIW Roundup: Politik im Fokus 88, DIW Berlin, German Institute for Economic Research.
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