Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry
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Publication:1668025
DOI10.1016/J.ECONLET.2015.11.035zbMATH Open1396.62278OpenAlexW3122601604MaRDI QIDQ1668025FDOQ1668025
Authors: Emir Malikov 
Publication date: 31 August 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/68453/1/MPRA_paper_68453.pdf
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Cites Work
- Nonparametric testing of closeness between two unknown distribution functions
- What is an oil shock?
- A nonparametric test for equality of distributions with mixed categorical and continuous data
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
- The effects of oil price shocks on job reallocation
Cited In (8)
- Symmetry/anti-symmetry phase transitions in crude oil markets
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
- The role of model uncertainty and learning in the US postwar policy response to oil prices
- Oil shocks and optimal monetary policy
- The effects of oil price shocks on job reallocation
- The time varying effect of oil price shocks on Euro-area exports
- Nonlinearities in the response of real GDP to oil price shocks
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
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