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Citations for "Oil and the Great Moderation"

by Anton Nakov & Andrea Pescatori

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  1. Pedro Silos & Karsten Jeske & Rajeev Dhawan, 2008. "Productivity, Energy Prices and the Great Moderation: A New Link," 2008 Meeting Papers 877, Society for Economic Dynamics.
  2. Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
  3. Francesco Lippi & Andrea Nobili, 2010. "Oil and the Macroeconomy: A Quantitative Structural Analysis," EIEF Working Papers Series 1009, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
  4. Finn E. Kydland & Fei Mao & William T. Gavin, 2011. "Monetary Policy, the Tax Code, and Energy Price Shocks," 2011 Meeting Papers 1160, Society for Economic Dynamics.
  5. Luis J. Álvarez & Samuel Hurtado & Isabel Sánchez & Carlos Thomas, 2009. "The impact of oil price changes on Spanish and euro area consumer price inflation," Banco de Espa�a Occasional Papers 0904, Banco de Espa�a.
  6. Ummad Mazhar & Cheick Kader M'Baye, 2014. "Does Forecasts Transparency Affect Macroeconomic Volatility in Developing Countries ? Evidence From Quasi-Natural Experiments," Working Papers halshs-00956454, HAL.
  7. Guglielmo Maria Caporale & Marinko Škare, 2011. "Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel," CESifo Working Paper Series 3502, CESifo Group Munich.
  8. Luís Aguiar-Conraria & Yi Wen, 2011. "OPEC’s oil exporting strategy and macroeconomic (in)stability," Working Papers 2011-013, Federal Reserve Bank of St. Louis.
  9. Vipin Arora & Pedro Gomis-Porqueras, 2011. "Oil Price Dynamics in a Real Business Cycle Model," CAMA Working Papers 2011-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Marc Gronwald, 2009. "Zur empirischen Analyse des Ölpreises – ein Überblick über aktuelle Forschungsergebnisse," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(01), pages 16-19, 01.
  11. Martin Bodenstein & Luca Guerrieri, 2011. "Oil efficiency, demand, and prices: a tale of ups and downs," International Finance Discussion Papers 1031, Board of Governors of the Federal Reserve System (U.S.).
  12. Yilmazkuday, Hakan, 2014. "Gasoline prices, transport costs, and the U.S. business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 165-179.
  13. Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
  14. Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
  15. Munechika Katayama, 2013. "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 977-1016, 09.
  16. Lorenzo Forni & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2012. "Euro area and global oil shocks: an empirical model-based analysis," Temi di discussione (Economic working papers) 873, Bank of Italy, Economic Research and International Relations Area.
  17. Marc Gronwald, 2009. "Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses," CESifo Working Paper Series 2702, CESifo Group Munich.
  18. Milani, Fabio, 2009. "Expectations, learning, and the changing relationship between oil prices and the macroeconomy," Energy Economics, Elsevier, vol. 31(6), pages 827-837, November.
  19. Herwartz, Helmut & Lütkepohl, Helmut, 2014. "Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks," Journal of Econometrics, Elsevier, vol. 183(1), pages 104-116.
  20. Bezemer, Dirk & Grydaki, Maria, 2014. "Financial fragility in the Great Moderation," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 169-177.
  21. Ana Gómez-Loscos & Antonio Montañes & Maria Dolores Gadea, 2011. "The impact of oil shocks on the Spanish economy," ERSA conference papers ersa10p835, European Regional Science Association.
  22. Martin Fukac, 2011. "Have rising oil prices become a greater threat to price stability?," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 27-53.
  23. Stefan Schubert & Stephen Turnovsky, 2011. "The Impact of Energy Prices on Growth and Welfare in a Developing Open Economy," Open Economies Review, Springer, vol. 22(3), pages 365-386, July.
  24. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
  25. Fabio Canova & Tobias Menz, 2010. "Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices)," Working Papers 516, Barcelona Graduate School of Economics.
  26. Canova, Fabio & Menz, Tobias, 2010. "Does money matter in shaping domestic business cycles? An international investigation," CEPR Discussion Papers 8107, C.E.P.R. Discussion Papers.
  27. Fakhraddin Maroofi & Parviz Kafchehi, 2012. "The Influence of Oil Prices on an Oil-Importing Developing Economy," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 66-82, October.
  28. Eric Amoo Bondzie & Giovanni Di Bartolomeo & Gabriel Obed Fosu, 2014. "Oil Price Fluctuations and it Impact on Economic Growth: A Dsge Approach," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(2), pages 217-242, February.
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