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Citations for "Oil Shocks and External Balances"

by Kilian, Lutz & Rebucci, Alessandro & Spatafora, Nikola

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  1. Rafiq, Shudhasattwa & Sgro, Pasquale & Apergis, Nicholas, 2016. "Asymmetric oil shocks and external balances of major oil exporting and importing countries," Energy Economics, Elsevier, vol. 56(C), pages 42-50.
  2. Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2016-08, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  3. Arora, Vipin & Tyers, Rod, 2012. "Asset arbitrage and the price of oil," Economic Modelling, Elsevier, vol. 29(2), pages 142-150.
  4. Vincent Brémond & Emmanuel Hache & Tovonony Razafindrabe, 2016. "The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 13(1), pages 97-131, July.
  5. Forni, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2015. "Euro area, oil and global shocks: An empirical model-based analysis," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 295-314.
  6. Kirsten Roach, 2014. "A Structural Analysis of Oil Price Shocks on the Jamaican Macroeconomy," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 217-252, July-Dece.
  7. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
  8. Luciana Juvenal & Ivan Petrella, 2015. "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 621-649, 06.
  9. Duncan, Roberto, 2016. "Does the US current account show a symmetric behavior over the business cycle?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 202-219.
  10. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies," The World Economy, Wiley Blackwell, vol. 34(9), pages 1557-1592, 09.
  11. Jha, Shikha & Quising, Pilipinas & Camingue, Shiela, 2009. "Macroeconomic Uncertainties, Oil Subsidies, and Fiscal Sustainability in Asia," ADB Economics Working Paper Series 150, Asian Development Bank.
  12. Sotoudeh, M-Ali & Worthington, Andrew C., 2016. "Estimating the effects of global oil market shocks on Australian merchandise trade," Economic Analysis and Policy, Elsevier, vol. 50(C), pages 74-84.
  13. Firew B Woldeyes, 2013. "Long-run Effects of Resource Rents in Developing Countries: The role of public investment management," OxCarre Working Papers 105, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  14. Schubert, Stefan F., 2014. "Dynamic Effects Of Oil Price Shocks And Their Impact On The Current Account," Macroeconomic Dynamics, Cambridge University Press, vol. 18(02), pages 316-337, March.
  15. Alfred Haug & Syed Basher & Perry Sadorsky, 2016. "The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach," EcoMod2016 9226, EcoMod.
  16. Li, Qiming & Cheng, Ke & Yang, Xiaoguang, 2017. "Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain," Applied Energy, Elsevier, vol. 185(P2), pages 1821-1831.
  17. Yilmaz BAYAR & Huseyin KARAMELIKLI, 2015. "Impact Of Oil And Natural Gas Prices On The Turkish Foreign Trade Balance: Unit Root And Cointegration Tests With Structural Breaks," Romanian Economic Business Review, Romanian-American University, vol. 10(3), pages 91-104, September.
  18. Lutz Kilian, 2010. "Oil Price Shocks, Monetary Policy and Stagflation," RBA Annual Conference Volume,in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
  19. Allegret, Jean-Pierre & Mignon, Valérie & Sallenave, Audrey, 2015. "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Economic Modelling, Elsevier, vol. 49(C), pages 232-247.
  20. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015. "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 108-133.
  21. Deren Unalmis & Ibrahim Unalmis & Derya Filiz Unsal, 2012. "On Oil Price Shocks: The Role of Storage," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(4), pages 505-532, December.
  22. Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411647, HAL.
  23. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
  24. Wang, Yudong & Wu, Chongfeng, 2012. "Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis," Economic Modelling, Elsevier, vol. 29(6), pages 2289-2297.
  25. Gossé, Jean-Baptiste & Serranito, Francisco, 2014. "Long-run determinants of current accounts in OECD countries: Lessons for intra-European imbalances," Economic Modelling, Elsevier, vol. 38(C), pages 451-462.
  26. Lutz Kilian & Logan T. Lewis, 2011. "Does the Fed Respond to Oil Price Shocks?," Economic Journal, Royal Economic Society, vol. 121(555), pages 1047-1072, 09.
  27. Kaabia, Olfa & Abid, Ilyes & Mkaouar, Farid, 2016. "The dark side of the black gold shock onto Europe: One stock's joy is another stock's sorrow," Economic Modelling, Elsevier, vol. 58(C), pages 642-654.
  28. Chen, Hongtao & Liu, Li & Wang, Yudong & Zhu, Yingming, 2016. "Oil price shocks and U.S. dollar exchange rates," Energy, Elsevier, vol. 112(C), pages 1036-1048.
  29. Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2009. "Global Imbalances: The Role of Emerging Asia," Review of International Economics, Wiley Blackwell, vol. 17(4), pages 716-733, 09.
  30. Luis N. Lanteri, 2015. "Efectos de la enfermedad holandesa ('Dutch disease'). Alguna evidencia para Argentina," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, vol. 18(2), pages 187-209, December.
  31. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Koç University-TUSIAD Economic Research Forum Working Papers 1504, Koc University-TUSIAD Economic Research Forum.
  32. Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012. "Reverse globalization: Does high oil price volatility discourage international trade?," Energy Economics, Elsevier, vol. 34(5), pages 1634-1643.
  33. 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.
  34. Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013. "Oil Prices, Exchange Rates and Asset Prices," Discussion Papers of DIW Berlin 1302, DIW Berlin, German Institute for Economic Research.
  35. Riggi, Marianna & Venditti, Fabrizio, 2015. "The time varying effect of oil price shocks on euro-area exports," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 75-94.
  36. 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.
  37. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2015. "What Drives Oil Prices? Emerging Versus Developed Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1013-1028, November.
  38. Kamiar Mohaddes & Mehdi Raissi, 2015. "The U.S. Oil Supply Revolution and the Global Economy," IMF Working Papers 15/259, International Monetary Fund.
  39. 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.
  40. Trevor Houser & Shashank Mohan, 2011. "America’s Energy Security Options," Policy Briefs PB11-10, Peterson Institute for International Economics.
  41. Shiu-Sheng Chen and Kai-Wei Hsu, 2013. "Oil Price Volatility and Bilateral Trade," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  42. Maravalle, Alessandro, 2010. "The role of the terms of trade in the trade channel of transmission of oil price shocks," DFAEII Working Papers 2010-12, University of the Basque Country - Department of Foundations of Economic Analysis II.
  43. Lizardo, Radhamés A. & Mollick, André V., 2010. "Oil price fluctuations and U.S. dollar exchange rates," Energy Economics, Elsevier, vol. 32(2), pages 399-408, March.
  44. Torfinn Harding & Anthony J Venables, 2016. "The Implications of Natural Resource Exports for Nonresource Trade," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(2), pages 268-302, June.
  45. Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2013. "Oil prices and trade balance: A wavelet based analysis for India," Economics Bulletin, AccessEcon, vol. 33(3), pages 2270-2286.
  46. Mohaddes, Kamiar & Pesaran, M. Hashem, 2016. "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, vol. 59(C), pages 382-399.
  47. Deren Unalmis & Ibrahim Unalmis & Filiz D Unsal, 2012. "On the Sources and Consequences of Oil Price Shocks; The Role of Storage," IMF Working Papers 12/270, International Monetary Fund.
  48. Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores, 2011. "The impact of oil shocks on the Spanish economy," Energy Economics, Elsevier, vol. 33(6), pages 1070-1081.
  49. Tobias N. Rasmussen & Agustin Roitman, 2011. "Oil Shocks in a Global Perspective; Are they Really That Bad?," IMF Working Papers 11/194, International Monetary Fund.
  50. Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, Elsevier.
  51. 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.
  52. Bhanumurthy, N. R. & Das, Surajit & Bose, Sukanya, 2012. "Oil Price Shock, Pass-through Policy and its Impact on India," Working Papers 12/99, National Institute of Public Finance and Policy.
  53. 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.
  54. Huntington, Hillard G., 2015. "Crude oil trade and current account deficits," Energy Economics, Elsevier, vol. 50(C), pages 70-79.
  55. Bodenstein, Martin & Erceg, Christopher J. & Guerrieri, Luca, 2011. "Oil shocks and external adjustment," Journal of International Economics, Elsevier, vol. 83(2), pages 168-184, March.
  56. Snudden, Stephen, 2016. "Cyclical fiscal rules for oil-exporting countries," Economic Modelling, Elsevier, vol. 59(C), pages 473-483.
  57. Hassan, Syeda Anam & Zaman, Khalid, 2012. "Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2125-2143.
  58. Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2015. "What drives the formation of global oil trade patterns?," Energy Economics, Elsevier, vol. 49(C), pages 639-648.
  59. Adams, Zeno & Kartsakli, Maria, 2017. "Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization," Working Papers on Finance 1710, University of St. Gallen, School of Finance.
  60. Zied Ftiti & Aviral Tiwari & Ibrahim Fatnassi, 2014. "Oil price and macroeconomy in India – An evolutionary cospectral coherence approach," Working Papers 2014-68, Department of Research, Ipag Business School.
  61. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2016. "The impact of oil shocks on exchange rates: A Markov-switching approach," Energy Economics, Elsevier, vol. 54(C), pages 11-23.
  62. 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.
  63. Lutz Kilian, 2008. "The Economic Effects of Energy Price Shocks," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.
  64. Smith, Constance E., 2011. "External balance adjustment: An intra-national and international comparison," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1195-1213, October.
  65. repec:eee:eneeco:v:64:y:2017:i:c:p:298-305 is not listed on IDEAS
  66. Schubert, Stefan F. & Turnovsky, Stephen J., 2011. "The impact of oil prices on an oil-importing developing economy," Journal of Development Economics, Elsevier, vol. 94(1), pages 18-29, January.
  67. Carlos A. Carrasco & Felipe Serrano, 2014. "Global and European Imbalances:A critical review," Working papers wpaper42, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  68. Steffen Elstner & Christian Grimme & Ulrich Haskamp, 2013. "Das ifo Exportklima – ein Frühindikator für die deutsche Exportprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(04), pages 36-43, 03.
  69. Lutz Kilian & Bruce Hicks, 2013. "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 385-394, 08.
  70. Özlale, Ümit & Pekkurnaz, Didem, 2010. "Oil prices and current account: A structural analysis for the Turkish economy," Energy Policy, Elsevier, vol. 38(8), pages 4489-4496, August.
  71. Liu, Chang & Sun, Xiaolei & Chen, Jianming & Li, Jianping, 2016. "Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries," Energy Policy, Elsevier, vol. 92(C), pages 234-245.
  72. Kilian, Lutz, 2008. "Why Does Gasoline Cost so Much? A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market," CEPR Discussion Papers 6919, C.E.P.R. Discussion Papers.
  73. Maravalle, Alessandro, 2012. "The role of the trade channel in the propagation of oil supply shocks," Energy Economics, Elsevier, vol. 34(6), pages 2135-2147.
  74. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
  75. Maurizio Michael Habib & Sascha Bützer & Livio Stracca, 2016. "Global Exchange Rate Configurations: Do Oil Shocks Matter?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 443-470, August.
  76. Ching Wai (Jeremy) Chiu & Bjørn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2011. "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper RWP 11-11, Federal Reserve Bank of Kansas City.
  77. repec:ipg:wpaper:2014-068 is not listed on IDEAS
  78. Deren Unalmis & Ibrahim Unalmis & Derya Filiz Unsal, 2010. "On the Sources of Oil Price Fluctuations (Petrol Fiyatlarindaki Dalgalanmalarin Kaynaklari)," Working Papers 1005, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  79. Aviral Kumar Tiwari & Mohamed Arouri & Frédéric Teulon, 2014. "Oil prices and trade balance: A frequency domain analysis for India," Economics Bulletin, AccessEcon, vol. 34(2), pages 663-680.
  80. AydIn, Levent & Acar, Mustafa, 2011. "Economic impact of oil price shocks on the Turkish economy in the coming decades: A dynamic CGE analysis," Energy Policy, Elsevier, vol. 39(3), pages 1722-1731, March.
  81. John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers) 5378, Inter-American Development Bank.
  82. Güntner, Jochen H. F., 2014. "How Do International Stock Markets Respond To Oil Demand And Supply Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(08), pages 1657-1682, December.
  83. World Bank Group, 2015. "Global Economic Prospects, January 2015 : Having Fiscal Space and Using It," World Bank Publications, The World Bank, number 20758, July.
  84. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2014. "Oil price shocks and agricultural commodity prices," Energy Economics, Elsevier, vol. 44(C), pages 22-35.
  85. Chuku, Chuku & Effiong, Ekpeno & Sam, Ndifreke, 2010. "Oil price distortions and their short- and long-run impacts on the Nigerian economy," MPRA Paper 24434, University Library of Munich, Germany.
  86. Pan, Zhiyuan & Wang, Yudong & Liu, Li, 2016. "The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach," Energy Economics, Elsevier, vol. 56(C), pages 453-463.
  87. Le, Thai-Ha & Chang, Youngho, 2013. "Oil price shocks and trade imbalances," Energy Economics, Elsevier, vol. 36(C), pages 78-96.
  88. Joseph D. Alba & Wai-Mun Chia & Zheng Su, 2013. "Oil shocks and monetary policy rules in emerging economies," Applied Economics, Taylor & Francis Journals, vol. 45(35), pages 4971-4984, December.
  89. Suleyman ACIKALIN & Erginbay UGURLU, 2014. "Oil Price Fluctuations and Trade Balance of Turkey," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 1(1), pages 6-13, December.
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