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

DOI10.1016/J.JEDC.2015.07.002MaRDI QIDQ1657482zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

VARtime-varying parametersoil pricesexports

Mathematics Subject Classification ID

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

Recommendations

• A dependency research of oil price and euro exchange rate
• Oil price shocks and long run price and import demand behavior
• Oil price shocks, real economic activity and uncertainty
• Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry
• Explaining the time-varying effects of oil market shocks on US stock returns
• Nonlinearities in the response of real GDP to oil price shocks
• Oil shocks and optimal monetary policy

Cites work

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

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

This page was built for publication: The time varying effect of oil price shocks on Euro-area exports

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1657482)