Oil prices and economic activity in BRICS and G7 countries

DOI10.1007/S10100-019-00647-8OpenAlexW2971077481WikidataQ127315700 ScholiaQ127315700MaRDI QIDQ2228263FDOQ2228263

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

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Title not available (Why is that?)
• Estimating and Testing Linear Models with Multiple Structural Changes
• Testing for a unit root in time series regression
• Generalized impulse response analysis in linear multivariate models
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables
• A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle

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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