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Citations for "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?"

by Lutz Kilian & Bruce Hicks

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  1. 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.
  2. Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
  3. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "International monetary transmission to the Euro area: Evidence from the U.S., Japan and China," MPRA Paper 49707, University Library of Munich, Germany.
  4. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Crude oil prices and liquidity, the BRIC and G3 countries," Energy Economics, Elsevier, vol. 39(C), pages 28-38.
  5. Michael Ehrmann, 2014. "Targeting Inflation from Below - How Do Inflation Expectations Behave?," Staff Working Papers 14-52, Bank of Canada.
  6. Reitz, Stefan & Ruelke, Jan & Stadtmann, Georg, 2009. "Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price," MPRA Paper 15607, University Library of Munich, Germany.
  7. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," MPRA Paper 48709, University Library of Munich, Germany.
  8. Raghavan, Mala, 2015. "The macroeconomic effects of oil price shocks on ASEAN-5 economies," Working Papers 2015-10, University of Tasmania, Tasmanian School of Business and Economics.
  9. Tran, A. Nam & Welch, Jarrod R. & Lobell, David & Roberts, Michael J. & Schlenker, Wolfram, 2012. "Commodity Prices and Volatility in Response to Anticipated Climate Change," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124827, Agricultural and Applied Economics Association.
  10. Nadav Ben-Zeev & Evi Pappa & Alejandro Vicondoa, 2016. "Emerging Economies Business Cycles: The Role Of The Terms Of Trade Revisited," Working Papers 1610, Ben-Gurion University of the Negev, Department of Economics.
  11. Baumeister, Christiane & Kilian, Lutz, 2013. "Do oil price increases cause higher food prices?," CFS Working Paper Series 2013/10, Center for Financial Studies (CFS).
  12. Andrew Jobling & Tooraj Jamasb, 2015. "Price Volatility and Demand for Oil: A Comparative Analysis of Developed and Developing Countries," Cambridge Working Papers in Economics 1512, Faculty of Economics, University of Cambridge.
  13. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, Marseille, France, revised Jan 2013.
  14. Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "OPEC and non-OPEC oil production and the global economy," MPRA Paper 59527, University Library of Munich, Germany.
  16. Claudio Morana, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Working Papers 225, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  17. Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Paper 2015/06, Norges Bank.
  18. Ekaterini Panopoulou & Theologos Pantelidis, 2014. "Speculative behaviour and oil price predictability," Discussion Paper Series 2014_09, Department of Economics, University of Macedonia, revised Dec 2014.
  19. Ron Alquist and Olivier Gervais, 2013. "The Role of Financial Speculation in Driving the Price of Crude Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  20. Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy‐Duong Tô, 2016. "The Return–Volatility Relation in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(2), pages 127-152, 02.
  21. Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, vol. 36(C), pages 491-502.
  22. Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CESifo Working Paper Series 5709, CESifo Group Munich.
  23. Kilian, Lutz & Lee, Thomas K, 2013. "Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories," CEPR Discussion Papers 9297, C.E.P.R. Discussion Papers.
  24. Francesco Ravazzolo & Tommy Sveen & Sepideh K. Zahiri, 2016. "Commodity Futures and Forecasting Commodity Currencies," Working Papers 0047, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  25. Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
  26. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Oil prices and the economy: A global perspective," MPRA Paper 59407, University Library of Munich, Germany.
  27. Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers 2011-027, Federal Reserve Bank of St. Louis.
  28. Berthold, Norbert & Gründler, Klaus, 2013. "The determinants of stagflation in a panel of countries," Discussion Paper Series 117 [rev.], Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy.
  29. 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.
  30. Bahattin Buyuksahin & Jeffrey H. Harris, 2011. "Do Speculators Drive Crude Oil Futures Prices?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 167-202.
  31. Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
  32. Alessandro Borin & Virginia Di Nino, 2012. "The role of financial investments in agricultural commodity derivatives markets," Temi di discussione (Economic working papers) 849, Bank of Italy, Economic Research and International Relations Area.
  33. Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  34. 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.
  35. Kai Carstensen & Leonard Salzmann, 2016. "The G7 Business Cycle in a Globalized World," CESifo Working Paper Series 5980, CESifo Group Munich.
  36. Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2011. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Kiel Working Papers 1706, Kiel Institute for the World Economy (IfW).
  37. Khalid Rashid, Alkhater & Syed Abul, Basher, 2015. "The oil cycle, the Federal Reserve, and the monetary and exchange rate policies of Qatar," MPRA Paper 65900, University Library of Munich, Germany.
  38. Ludovic Gauvin & Cyril Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers 2015-21, University of Paris West - Nanterre la Défense, EconomiX.
  39. Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "Chinese liquidity increases and the U.S. economy," Economic Modelling, Elsevier, vol. 52(PB), pages 764-771.
  40. repec:ipg:wpaper:19 is not listed on IDEAS
  41. repec:ipg:wpaper:2013-019 is not listed on IDEAS
  42. Elif C. Arbatli & Garima Vasishtha, 2012. "Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions," Staff Working Papers 12-8, Bank of Canada.
  43. Lutz Kilian, 2016. "The Impact of the Fracking Boom on Arab Oil Producers," CESifo Working Paper Series 5751, CESifo Group Munich.
  44. He, Yanan & Wang, Shouyang & Lai, Kin Keung, 2010. "Global economic activity and crude oil prices: A cointegration analysis," Energy Economics, Elsevier, vol. 32(4), pages 868-876, July.
  45. Benes, Jaromir & Chauvet, Marcelle & Kamenik, Ondra & Kumhof, Michael & Laxton, Douglas & Mursula, Susanna & Selody, Jack, 2015. "The future of oil: Geology versus technology," International Journal of Forecasting, Elsevier, vol. 31(1), pages 207-221.
  46. Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo Group Munich.
  47. Ratti, Ronald & Vespignani, Joaquin, 2015. "Oil prices and global factor macroeconomic variables," Working Papers 2015-08, University of Tasmania, Tasmanian School of Business and Economics.
  48. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Liquidity and crude oil prices: China's influence over 1996–2011," Economic Modelling, Elsevier, vol. 33(C), pages 517-525.
  49. Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "Chinese monetary expansion and the U.S. economy: A note‎," MPRA Paper 46961, University Library of Munich, Germany.
  50. Tao Wu & Michele Cavallo, 2012. "Measuring Oil-Price Shocks Using Market-Based Information," IMF Working Papers 12/19, International Monetary Fund.
  51. Laurent Ferrara & Pierre Guérin, 2016. "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers 16-25, Bank of Canada.
  52. Lutz Kilian & Daniel P. Murphy, 2014. "The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 454-478, 04.
  53. 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.
  54. Arezki, Rabah & Toscani, Frederik & van der Ploeg, Frederick, 2016. "Shifting Frontiers in Global Resource Wealth: The Role of Policies and Institutions," CEPR Discussion Papers 11553, C.E.P.R. Discussion Papers.
  55. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2014. "Are there really bubbles in oil prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 631-638.
  56. Abate, Megersa, 2014. "Does fuel price affect trucking industry’s network characteristics?: evidence from Denmark," Working papers in Transport Economics 2014:26, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
  57. Berk, Istemi & Rauch, Jannes, 2016. "Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?," Energy Economics, Elsevier, vol. 54(C), pages 337-348.
  58. Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016. "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series 16-E-17, Bank of Japan.
  59. Zhang, Yue-Jun & Yao, Ting, 2016. "Interpreting the movement of oil prices: Driven by fundamentals or bubbles?," Economic Modelling, Elsevier, vol. 55(C), pages 226-240.
  60. James D. Hamilton, 2012. "Import Prices and Inflation," International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 271-279, March.
  61. Koch, Nicolas, 2014. "Tail events: A new approach to understanding extreme energy commodity prices," Energy Economics, Elsevier, vol. 43(C), pages 195-205.
  62. Marco Lorusso & Luca Pieroni, 2015. "Causes and Consequences of Oil Price Shocks on the UK Economy," CEERP Working Paper Series 002, Centre for Energy Economics Research and Policy, Heriot-Watt University, revised Nov 2015.
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