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Do all oil price shocks have the same impact? Evidence from the Euro Area. (2016). Evgenidis, Anastasios.
In: Economic Letters.
RePEc:cbi:ecolet:07/el/16.

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Cited: 6

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Cites: 6

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Cocites: 50

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Citations received by this document

  1. DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIA’S COCOA MARKET: EVIDENCE FROM THE 2008 GLOBAL FINANCIAL CRISIS AND THE 2011 EUROPEAN DEBT CRISIS. (2020). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Mukhlis, Mukhlis.
    In: Regional Science Inquiry.
    RePEc:hrs:journl:v:xii:y:2020:i:2:p:217-233.

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  2. Empirical Investigation of Relationship between Oil Price and Inflation: The case of India. (2020). Fawaz, Mahmoud Mohamed ; Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-03-11.

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  3. Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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  4. Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL. (2018). Masih, Abul ; Abu-Bakar, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:87569.

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  5. Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. (2018). Ordóñez, Javier ; Cuestas, Juan ; Ordoez, Javier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:510:y:2018:i:c:p:200-207.

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  6. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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References

References cited by this document

  1. Aastveit, K. A., G. Natvik, and S. Sola (2013), Economic uncertainty and the effectiveness of monetary policy, Norges Bank, Working Paper No. 2013/17.

  2. Afonso, A., J. Baxa and M. Slavik (2011), Fiscal Developments and Financial Stress: A Threshold VAR Analysis, European Central Bank, Working Paper Series 1319.

  3. Banbura, M., D. Giannone, and L. Reichlin (2010), Large Bayesian VARs, Journal of Applied Econometrics, 25(1), 7192.
    Paper not yet in RePEc: Add citation now

  4. Basu, S. and B. Bundick (2012), ”Uncertainty shocks in a model of effective demand,” NBER Working Papers 18420.

  5. Bernanke, B. M. Gertler and M. Watson, 1997. ”Systematic Monetary Policy and the Effects of Oil Price Shocks,” Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 28(1), pp. 91-157.

  6. the threshold variable. Consistent with relevant studies (Afonso et al., 2011), and for comparison with the Bayesian VAR used earlier I use only one lag given the low number of observations in the high stress regime.
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Cocites

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  6. The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik .
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