Oil prices and economic activity in BRICS and G7 countries

DOI10.1007/S10100-019-00647-8MaRDI QIDQ2228263OpenAlexWikidataFDO

Authors Erdem Kilic, Serkan Cankaya

Publication date 17 February 2021

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-019-00647-8

zbMATH Keywords

macroeconomic fluctuationsoil price shocksMarkov switching model (MS VAR)structural vectorautoregression model (SVAR)

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Estimating and Testing Linear Models with Multiple Structural Changes
• Generalized impulse response analysis in linear multivariate models
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables
• Testing for a unit root in time series regression

Cited in

(2)

• Estimation of asymmetric responses of U.S. retail fuel prices to changes in input prices based on a linear exponential adjustment cost approach
• Editorial: OR for sustainable development

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