The time varying effect of oil price shocks on Euro-area exports

DOI10.1016/J.JEDC.2015.07.002zbMATH Open1401.91478OpenAlexW3122555438MaRDI QIDQ1657482FDOQ1657482

Authors: Marianna Riggi, Fabrizio Venditti 

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: http://www.bancaditalia.it/pubblicazioni/temi-discussione/2015/2015-1035/en_tema_1035.pdf

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zbMATH Keywords

VARtime-varying parametersoil pricesexports

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Inference on impulse response functions in structural VAR models
• Structural vector autoregressions: theory of identification and algorithms for inference
• Drift and breaks in labor productivity

Cited In (4)

• Oil price shocks, real economic activity and uncertainty
• Multivariate Markov-switching score-driven models: an application to the global crude oil market
• The spillover effect of euro area on central and southeastern European economies: a global VAR approach
• Advances in using vector autoregressions to estimate structural magnitudes

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