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Cites work
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- An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
- Irreversible Capital and the Stock Market Response to Shocks in Profitability
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Testing for structural change in conditional models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
Cited in
(45)- Oil price shocks and the credit default swap market
- Inference in structural vector autoregressions identified with an external instrument
- Gasoline prices, transport costs, and the U.S. business cycles
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
- Modeling structural breaks in economic relationships using large shocks
- Oil price shocks, real economic activity and uncertainty
- Monetary policy, external instruments, and heteroskedasticity
- Energy taxes and endogenous technological change
- Volatility comovement: a multifrequency approach
- Oil prices and the stock market
- Measuring extreme risk dependence between the oil and gas markets
- Chaotic structure of oil prices
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
- Timescale methods in economics: wavelet analysis of business cycle fluctuations
- Short-horizon return predictability and oil prices
- Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies
- Estimation of direct and indirect impact of oil price on growth.
- The effects of oil price shocks on job reallocation
- Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read
- Resource prices and planning horizons
- A flexible nonlinear inference to the Kuznets hypothesis
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model
- Nonlinearities in the response of real GDP to oil price shocks
- Unit root tests and dramatic shifts with infinite variance processes
- Impulse response analysis for structural dynamic models with nonlinear regressors
- Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks
- MONEY GROWTH AND INFLATION IN THE UNITED STATES
- Asymmetric oil price shocks, tax revenues, and the resource curse
- A NOTE ON DEMAND AND SUPPLY FACTORS IN MANUFACTURING OUTPUT ASYMMETRIES
- Developing a market-based approach to managing the US strategic petroleum reserve
- The impact of energy prices on growth and welfare in a developing open economy
- Oil-price density forecasts of US GDP
- A flexible approach to parametric inference in nonlinear and time varying time series models
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks
- Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks?
- Forecasting volatility returns of oil price using gene expression programming approach.
- Efficient estimation of a partially linear panel data model with cross-sectional dependence
- Reconciling narrative monetary policy disturbances with structural VAR model shocks?
- A NOTE ON OIL DEPENDENCE AND ECONOMIC INSTABILITY
- Robust inference on infinite and growing dimensional time-series regression
- OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
- The nexus between black and digital gold: evidence from US markets
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