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Citations for "Oil and Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results"

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  1. Juan Carlos Cuestas & Paulo Jose Regis, 2008. "Nonlinearities and the order of integration of oil prices," Working Papers 2008/15, Nottingham Trent University, Nottingham Business School, Economics Division.
  2. Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
  3. Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014. "Where Is An Oil Shock?," Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 169-185, 03.
  4. Juncal Cunado & Fernando Pérez de Gracia, 2004. "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers 06/04, School of Economics and Business Administration, University of Navarra.
  5. Löschel, Andreas & Oberndorfer, Ulrich, 2009. "Oil and Unemployment in Germany," ZEW Discussion Papers 08-136, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  6. David C Broadstock & Rui Wang & Dayong Zhang, 2014. "The direct and indirect e ects of oil shocks on energy related stocks," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 146, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  7. Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
  8. Park, Jungwook & Ratti, Ronald A., 2008. "Oil price shocks and stock markets in the U.S. and 13 European countries," Energy Economics, Elsevier, vol. 30(5), pages 2587-2608, September.
  9. Kristjanpoller, Werner D. & Concha, Diego, 2016. "Impact of fuel price fluctuations on airline stock returns," Applied Energy, Elsevier, vol. 178(C), pages 496-504.
  10. Juncal Cuñado & Fernando Pérez de Gracia, 2001. "Do oil price shocks matter? Evidence for some European countries," Working Papers 01-02, Asociación Española de Economía y Finanzas Internacionales.
  11. Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Oil Prices and the Dynamics of Output and Real Exchange Rate," Cardiff Economics Working Papers E2015/18, Cardiff University, Cardiff Business School, Economics Section.
  12. Charles Ka Yui Leung & Nan-Kuang Chen & Chih-Chiang Hsu, 2004. "Structural Break or Asymmetry? An Empirical Study of the Stock Wealth Effect on Consumption," Econometric Society 2004 Far Eastern Meetings 690, Econometric Society.
  13. 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.
  14. Necibi, Thameur & Issaoui, Fakhri, 2013. "The impact of oil prices on economic activity in administrated price structure: the case of Tunisia," MPRA Paper 50420, University Library of Munich, Germany.
  15. Miles S. Kimball & John G. Fernald & Susanto Basu, 2006. "Are Technology Improvements Contractionary?," American Economic Review, American Economic Association, vol. 96(5), pages 1418-1448, December.
  16. Peersman, Gert & Van Robays, Ine, 2012. "Cross-country differences in the effects of oil shocks," Energy Economics, Elsevier, vol. 34(5), pages 1532-1547.
  17. Al-Amin, Abul Quasem & Siwar, Chamhuri & Jaafar, Abdul hamid, 2008. "Impacts of External Price Shocks on Malaysian Macro Economy-An Applied General Equilibrium Analysis," MPRA Paper 9308, University Library of Munich, Germany.
  18. 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.
  19. 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.
  20. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
  21. Kilian, Lutz & Vigfusson, Robert J., 2014. "The role of oil price shocks in causing U.S. recessions," CFS Working Paper Series 460, Center for Financial Studies (CFS).
  22. 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.
  23. Chen, Shiu-Sheng, 2010. "Do higher oil prices push the stock market into bear territory?," Energy Economics, Elsevier, vol. 32(2), pages 490-495, March.
  24. Javier Ordóñez & Hector Sala & José I. Silva, 2011. "Oil Price Shocks and Labor Market Fluctuations," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 89-118.
  25. Lee, Kiseok & Kang, Wensheng & Ratti, Ronald A., 2011. "Oil Price Shocks, Firm Uncertainty, And Investment," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 416-436, November.
  26. Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers 201004, Geary Institute, University College Dublin.
  27. Brown, Stephen P. A. & Yücel, Mine K., 2001. "Energy prices and aggregate economic activity: an interpretive survey," Working Papers 0102, Federal Reserve Bank of Dallas.
  28. Mario Crucini, 2012. "Comparing General and Partial Equilibrium Approaches to the Study of Real Business Cycles," 2012 Meeting Papers 1057, Society for Economic Dynamics.
  29. Farzanegan, Mohammad Reza & Raeisian Parvari, Mozhgan, 2014. "Iranian-Oil-Free Zone and international oil prices," Energy Economics, Elsevier, vol. 45(C), pages 364-372.
  30. Andrew Atkeson & Patrick J. Kehoe, 1994. "Models of Energy Use: Putty-Putty versus Putty-Clay," NBER Working Papers 4833, National Bureau of Economic Research, Inc.
  31. David C Broadstock & Hong Cao & Dayong Zhang, 2012. "Oil Shocks and their Impact on Energy Related Stocks in China," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 137, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  32. Pershin, Vitaly & Molero, Juan Carlos & de Gracia, Fernando Perez, 2016. "Exploring the oil prices and exchange rates nexus in some African economies," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 166-180.
  33. Yi Wen & Huabin Wu, 2008. "Dynamics of externalities: a second-order perspective," Working Papers 2008-044, Federal Reserve Bank of St. Louis.
  34. Wei, Yanfeng & Guo, Xiaoying, 2016. "An empirical analysis of the relationship between oil prices and the Chinese macro-economy," Energy Economics, Elsevier, vol. 56(C), pages 88-100.
  35. Sadorsky, Perry, 1999. "Oil price shocks and stock market activity," Energy Economics, Elsevier, vol. 21(5), pages 449-469, October.
  36. Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
  37. Edelstein, Paul & Kilian, Lutz, 2007. "The Response of Business Fixed Investment to Changes in Energy Prices: A Test of Some Hypotheses About the Transmission of Energy Price Shocks," CEPR Discussion Papers 6507, C.E.P.R. Discussion Papers.
  38. Ediger, Volkan S. & Berk, Istemi, 2011. "Crude oil import policy of Turkey: Historical analysis of determinants and implications since 1968," Energy Policy, Elsevier, vol. 39(4), pages 2132-2142, April.
  39. Mulugeta Kahsai & Chali Nondo & Peter Schaeffer & Tesfa Gebremedhin, 2010. "Income Level and the Energy Consumption-GDP Nexus: Evidence from Sub-Saharan Africa," Working Papers Research Paper 2010-07, Regional Research Institute, West Virginia University.
  40. Kilian, Lutz, 2010. "Oil price volatility: Origins and effects," WTO Staff Working Papers ERSD-2010-02, World Trade Organization (WTO), Economic Research and Statistics Division.
  41. Chiou, Jer-Shiou & Lee, Yen-Hsien, 2009. "Jump dynamics and volatility: Oil and the stock markets," Energy, Elsevier, vol. 34(6), pages 788-796.
  42. Zhu, Hui-Ming & Li, Su-Fang & Yu, Keming, 2011. "Crude oil shocks and stock markets: A panel threshold cointegration approach," Energy Economics, Elsevier, vol. 33(5), pages 987-994, September.
  43. repec:hhs:bofitp:2009_006 is not listed on IDEAS
  44. Hilde C. Bjørnland, 2008. "Oil Price Shocks and Stock Market Booms in an Oil Exporting Country," Working Paper 2008/16, Norges Bank.
  45. Chou, Kuo-Wei & Tseng, Yi-Heng, 2016. "Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market," Economic Modelling, Elsevier, vol. 52(PB), pages 733-741.
  46. Oleg Korenok & Stanislav Radchenko, 2006. "The role of permanent and transitory components in business cycle volatility moderation," Empirical Economics, Springer, vol. 31(1), pages 217-241, March.
  47. Jose De Gregorio. & Oscar Landerretche. & Christopher Neilson., 2007. "Another Pass-Through Bites the Dust? Oil Prices and Inflation," Working Papers Central Bank of Chile 417, Central Bank of Chile.
  48. Jaime Casassus & Freddy Higuera, 2013. "The Economic Impact of Oil on Industry Portfolios," Documentos de Trabajo 433, Instituto de Economia. Pontificia Universidad Católica de Chile..
  49. Bachmeier, Lance, 2008. "Monetary policy and the transmission of oil shocks," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1738-1755, December.
  50. repec:ipg:wpaper:2013-034 is not listed on IDEAS
  51. Luís Francisco Aguiar-Conraria & Yi Wen, 2005. "Understanding the Impact of Oil Shocks," NIPE Working Papers 2/2005, NIPE - Universidade do Minho.
  52. repec:cii:cepiei:2012-q3-131-4 is not listed on IDEAS
  53. Rania Jammazi & Duc Khuong Nguyen, 2014. "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers 2014-80, Department of Research, Ipag Business School.
  54. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan & Alireza Naghavi, 2015. "Political Institutions and Government Spending Behavior: Theory and Evidence from Iran," Development Working Papers 381, Centro Studi Luca d'Agliano, University of Milano.
  55. Çatik, A. Nazif & Önder, Özlem, 2013. "An asymmetric analysis of the relationship between oil prices and output: The case of Turkey," Economic Modelling, Elsevier, vol. 33(C), pages 884-892.
  56. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
  57. Martina, Esteban & Rodriguez, Eduardo & Escarela-Perez, Rafael & Alvarez-Ramirez, Jose, 2011. "Multiscale entropy analysis of crude oil price dynamics," Energy Economics, Elsevier, vol. 33(5), pages 936-947, September.
  58. 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.
  59. Jaffe, Amy Myers & Soligo, Ronald, 2002. "The role of inventories in oil market stability," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(2), pages 401-415.
  60. James D. Hamilton, 2013. "Oil prices, exhaustible resources and economic growth," Chapters, in: Handbook on Energy and Climate Change, chapter 1, pages 29-63 Edward Elgar Publishing.
  61. Mohamed Amine BOUTABA, . "Does Carbon Affect European Oil Companies' Equity Values?," EcoMod2009 21500018, EcoMod.
  62. Katsuya Ito, 2010. "The Impact of Oil Price Volatility on Macroeconomic Activity in Russia," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 9, pages 1-21, July.
  63. C. Baumeister & G. Peersman, 2008. "Time-Varying Effects of Oil Supply Shocks on the US Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/515, Ghent University, Faculty of Economics and Business Administration.
  64. Luca Guerrieri & Christopher Erceg & Martin Bodenstein, 2008. "Oil Shocks and External Adjustment," 2008 Meeting Papers 945, Society for Economic Dynamics.
  65. J. Isaac Miller & Ronald Ratti, 2008. "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers 0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
  66. Guillaume L`oeillet & Julien Licheron, 2009. "The role of oil prices in monetary policy rules: evidence from 4 major central banks," Economics Bulletin, AccessEcon, vol. 29(3), pages 2361-2371.
  67. Mukhriz Izraf Azman Aziz & Jauhari Dahalan, 2015. "The Impacts of Oil Price Fluctuations on Revealed Comparative Advantage of Manufacturing Commodities for ASEAN-5 Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1098-1108.
  68. Muhammad Arshad Khan & Ayaz Ahmed, 2011. "Macroeconomic Effects of Global Food and Oil Price Shocks to the Pakistan Economy: A Structural Vector Autoregressive (SVAR) Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 491-511.
  69. Saleh Mothana Obadi & Matej Korcek, 2015. "Investigation of Driving Forces of Energy Consumption in European Union 28 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 422-432.
  70. Eren Yildiz & Merve Karacaer Ulusoy, 2015. "The Fragility of Turkish Economy from the Perspective of Oil Dependency," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(3 (Fall)), pages 253-266.
  71. Njindan Iyke, Bernard, 2016. "Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country," MPRA Paper 71307, University Library of Munich, Germany, revised 01 Apr 2016.
  72. Syed Abul, Basher & Alfred A, Haug & Perry, Sadorsky, 2015. "The impact of oil shocks on exchange rates: A Markov-switching approach," MPRA Paper 68232, University Library of Munich, Germany.
  73. José‐María Montero & Gema Fernández‐Avilés & María‐Carmen García, 2010. "Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products," International Statistical Review, International Statistical Institute, vol. 78(3), pages 330-347, December.
  74. Richard A. Ashley & Kwok Ping Tsang, 2013. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Working Papers e07-41, Virginia Polytechnic Institute and State University, Department of Economics.
  75. Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015. "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, vol. 49(C), pages 227-238.
  76. Berk, Istemi & Yetkiner, Hakan, 2014. "Energy prices and economic growth in the long run: Theory and evidence," Renewable and Sustainable Energy Reviews, Elsevier, vol. 36(C), pages 228-235.
  77. Jayaraman, T.K. & Choong, Chee-Keong, 2009. "Growth and oil price: A study of causal relationships in small Pacific Island countries," Energy Policy, Elsevier, vol. 37(6), pages 2182-2189, June.
  78. Cologni, Alessandro & Manera, Matteo, 2008. "Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries," Energy Economics, Elsevier, vol. 30(3), pages 856-888, May.
  79. Anna Kormilitsina, 2011. "Oil Price Shocks and the Optimality of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 199-223, January.
  80. John Haltiwanger & Steven J. Davis, 1999. "On the Driving Forces behind Cyclical Movements in Employment and Job Reallocation," American Economic Review, American Economic Association, vol. 89(5), pages 1234-1258, December.
  81. Mohamed EL HEDI AROURI & Philippe FOULQUIER & Julien FOUQUAU, 2011. "Oil Prices and Stock Markets in Europe: A Sector Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2011011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  82. Veiga, Helena & Ramos, Sofía B., 2010. "Asymmetric effects of oil price fluctuations in international stock markets," DES - Working Papers. Statistics and Econometrics. WS ws100904, Universidad Carlos III de Madrid. Departamento de Estadística.
  83. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers EI 9907-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  84. Ratti, Ronald A. & Vespignani, Joaquin L., 2012. "Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011," MPRA Paper 48900, University Library of Munich, Germany.
  85. Hamilton, James D., 1996. "This is what happened to the oil price-macroeconomy relationship," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 215-220, October.
  86. Lee, Yen-Hsien & Chiou, Jer-Shiou, 2011. "Oil sensitivity and its asymmetric impact on the stock market," Energy, Elsevier, vol. 36(1), pages 168-174.
  87. Berk, Istemi & Aydogan, Berna, 2012. "Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions," EWI Working Papers 2012-15, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
  88. Schipper, Lee & Grubb, Michael, 2000. "On the rebound? Feedback between energy intensities and energy uses in IEA countries," Energy Policy, Elsevier, vol. 28(6-7), pages 367-388, June.
  89. Franses, Ph.H.B.F. & Paap, R., 1998. "Modelling asymmetric persistence over the business cycle," Econometric Institute Research Papers EI 9852, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  90. Francisco Craveiro Dias, 2013. "Oil price shocks and their effects on economic activity and prices: an application for Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  91. Chen, Natalie & Graham, Liam & Oswald, Andrew J, 2007. "Oil Prices, Profits, and Recessions : An Inquiry Using Terrorism as an Instrumental Variable," The Warwick Economics Research Paper Series (TWERPS) 809, University of Warwick, Department of Economics.
  92. Carruth, A.A. & Hooker, M.A. & Oswald, A.J., 1998. "Unemployment Equilibria and Input Prices: Theory and Evidence from the United States," The Warwick Economics Research Paper Series (TWERPS) 496, University of Warwick, Department of Economics.
  93. Anissa Chaibi & Mathieu Gomes, 2013. "Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets," Working Papers 2013-34, Department of Research, Ipag Business School.
  94. Korhonen, Iikka & Mehrotra, Aaron, 2009. "Real exchange rate, output and oil : case of four large energy producers," BOFIT Discussion Papers 6/2009, Bank of Finland, Institute for Economies in Transition.
  95. Mollick, André Varella & Assefa, Tibebe Abebe, 2013. "U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis," Energy Economics, Elsevier, vol. 36(C), pages 1-18.
  96. David C. Broadstock, Ying Fan, Qiang Ji, and Dayong Zhang, 2016. "Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
  97. Naccache, Théo, 2011. "Oil price cycles and wavelets," Energy Economics, Elsevier, vol. 33(2), pages 338-352, March.
  98. Bashar, Omar H.M.N. & Wadud, I.K.M. Mokhtarul & Ali Ahmed, Huson Joher, 2013. "Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective," Economic Modelling, Elsevier, vol. 35(C), pages 249-259.
  99. Oladosu, Gbadebo, 2009. "Identifying the oil price-macroeconomy relationship: An empirical mode decomposition analysis of US data," Energy Policy, Elsevier, vol. 37(12), pages 5417-5426, December.
  100. 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.
  101. Michael T. Owyang & Howard J. Wall, 2004. "Structural breaks and regional disparities in the transmission of monetary policy," Working Papers 2003-008, Federal Reserve Bank of St. Louis.
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  103. Dinh H B Phan & Susan S Sharma & Paresh K Narayan, . "Oil Price and Stock Returns of Consumers and Producers of Crude Oil," Financial Econometics Series 2015_12, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
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  105. David R. Stockman, 2006. "Oil Shocks and Macroeconomic Activity: A Putty-Clay Perspective," Working Papers 06-15, University of Delaware, Department of Economics.
  106. Ismail Tijjani Idris & Sabri Nayan, 2016. "The Joint Effects of Oil Price Volatility and Environmental Risks on Non-performing Loans: Evidence from Panel Data of Organization of the Petroleum Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 522-528.
  107. Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
  108. Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  109. Jan R. Kim & Keunsuk Chung, 2016. "The role of house price in the US business cycle," Empirical Economics, Springer, vol. 51(1), pages 71-92, August.
  110. Magali Dauvin, 2013. "Energy prices and the real exchange rate of commodity-exporting countries," EconomiX Working Papers 2013-33, University of Paris West - Nanterre la Défense, EconomiX.
  111. Archanskaïa, Elizaveta & Creel, Jérôme & Hubert, Paul, 2012. "The nature of oil shocks and the global economy," Energy Policy, Elsevier, vol. 42(C), pages 509-520.
  112. Rashid, Abdul & Kocaaslan, Ozge Kandemir, 2013. "Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK," MPRA Paper 49580, University Library of Munich, Germany.
  113. Rebeca Jiménez-Rodríguez, 2004. "Oil Price Shocks: Testing for Non-linearity," CSEF Working Papers 115, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  114. Muhammad Faraz Riaz & Maqbool Hussain Sial & Samia Nasreen, 2016. "Impact of Oil Price Volatility on Manufacturing Production of Pakistan," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 23-34, March.
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  117. Ebru Caglayan Akay & Sinem Guler Kangalli Uyar, 2016. "Determining the Functional Form of Relationships between Oil Prices and Macroeconomic Variables: The Case of Mexico, Indonesia, South Korea, Turkey Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 880-891.
  118. Edelstein, Paul & Kilian, Lutz, 2007. "Retail Energy Prices and Consumer Expenditures," CEPR Discussion Papers 6255, C.E.P.R. Discussion Papers.
  119. Addison, Tony & Ghoshray, Atanu, 2013. "Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  120. Behmiri, Niaz Bashiri & Manera, Matteo, 2015. "The role of outliers and oil price shocks on volatility of metal prices," Resources Policy, Elsevier, vol. 46(P2), pages 139-150.
  121. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan, 2014. "Political Institutions and Government Spending Behavior in Iran," CESifo Working Paper Series 4620, CESifo Group Munich.
  122. Mehrara, Mohsen, 2008. "The asymmetric relationship between oil revenues and economic activities: The case of oil-exporting countries," Energy Policy, Elsevier, vol. 36(3), pages 1164-1168, March.
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  125. Troug, Haytem & Murray, Matt, 2015. "The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy," MPRA Paper 68705, University Library of Munich, Germany.
  126. 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.
  127. Liu, Li & Ma, Feng & Wang, Yudong, 2015. "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, vol. 48(C), pages 316-324.
  128. Sylwia Nowak, 2008. "How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks?," CAMA Working Papers 2008-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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  131. Korhonen, Iikka & Ledyaeva, Svetlana, 2010. "Trade linkages and macroeconomic effects of the price of oil," Energy Economics, Elsevier, vol. 32(4), pages 848-856, July.
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  135. Fowowe, Babajide, 2013. "Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria," Energy, Elsevier, vol. 56(C), pages 31-38.
  136. Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  137. Evangelia Papapetrou, 2013. "Oil prices and economic activity in Greece," Economic Change and Restructuring, Springer, vol. 46(4), pages 385-397, November.
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  139. Jiménez-Rodríguez, Rebeca & Sánchez, Marcelo, 2004. "Oil price shocks and real GDP growth: empirical evidence for some OECD countries," Working Paper Series 0362, European Central Bank.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.