What is an oil shock?
From MaRDI portal
Publication:1869862
DOI10.1016/S0304-4076(02)00207-5zbMATH Open1038.62116OpenAlexW3125340672MaRDI QIDQ1869862FDOQ1869862
Publication date: 28 April 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00207-5
Recommendations
- Nonlinearities in the response of real GDP to oil price shocks
- Oil prices and the stock market
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
- Estimation of direct and indirect impact of oil price on growth.
- Oil price shocks and stock return volatility: new evidence based on volatility impulse response analysis
General nonlinear regression (62J02) Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Cites Work
- Testing for structural change in conditional models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- A Parametric Approach to Flexible Nonlinear Inference
- Irreversible Capital and the Stock Market Response to Shocks in Profitability
- An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
Cited In (38)
- Inference in structural vector autoregressions identified with an external instrument
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
- Modeling structural breaks in economic relationships using large shocks
- Monetary policy, external instruments, and heteroskedasticity
- Energy taxes and endogenous technological change
- Volatility comovement: a multifrequency approach
- Measuring extreme risk dependence between the oil and gas markets
- Timescale methods in economics: wavelet analysis of business cycle fluctuations
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
- Short-horizon return predictability and oil prices
- Estimation of direct and indirect impact of oil price on growth.
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies
- Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry
- Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read
- The effects of oil price shocks on job reallocation
- Resource prices and planning horizons
- A flexible nonlinear inference to the Kuznets hypothesis
- Nonlinearities in the response of real GDP to oil price shocks
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model
- Unit root tests and dramatic shifts with infinite variance processes
- Impulse response analysis for structural dynamic models with nonlinear regressors
- MONEY GROWTH AND INFLATION IN THE UNITED STATES
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks
- 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
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks
- Oil-price density forecasts of US GDP
- Efficient estimation of a partially linear panel data model with cross-sectional dependence
- A flexible approach to parametric inference in nonlinear and time varying time series models
- 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.
- 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
This page was built for publication: What is an oil shock?
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1869862)
