Nothing Special   »   [go: up one dir, main page]

create a website
The role of model uncertainty and learning in the US postwar policy response to oil prices. (2012). Rondina, Francesca.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:7:p:1009-1041.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 52

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Baumeister, C., Peersman, G., 2008. Time-Varying Effects of Oil Supply Shocks on the US Economy. Working Paper 08/515, Faculty of Economics and Business Administration, Ghent University.

  2. Beck, G. ; Wieland, V. Learning and control in a changing environment. 2002 Journal of Economic Dynamics and Control. 26 1359-1377

  3. Bernanke, B.S. Irreversibility, uncertainty, and cyclical investment. 1983 Quarterly Journal of Economics. 98 85-106

  4. Bernanke, B.S. ; Gertler, M. ; Watson, M. Oil shocks and aggregate macroeconomic behavior: the role of monetary policy: reply. 2004 Journal of Money, Credit, and Banking. 36 287-291

  5. Bernanke, B.S. ; Gertler, M. ; Watson, M. Systematic monetary policy and the effects of oil price shocks. 1997 Brookings Papers on Economic Activity. 91-142

  6. Brainard, W. Uncertainty and the effectiveness of policy. 1967 American Economic Review. 57 411-425
    Paper not yet in RePEc: Add citation now
  7. Brock, W.A. ; Durlauf, S.N. ; Nason, J.M. ; Rondina, G. Simple versus optimal rules as guides to policy. 2007 Journal of Monetary Economics. 54 1372-1396

  8. Brock, W.A. ; Durlauf, S.N. ; West, K.D. Model uncertainty and policy evaluation: some theory and empirics. 2007 Journal of Econometrics. 136 629-664

  9. Brock, W.A. ; Durlauf, S.N. ; West, K.D. Policy evaluation in uncertain economic environments. 2003 Brookings Papers on Economic Activity. 235-301

  10. Clark, T.E. ; Terry, S.J. Time variation in the inflation passthrough of energy prices. 2010 Journal of Money, Credit and Banking. 42 1419-1433

  11. Cogley, T. ; Colacito, R. ; Sargent, T.J. Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas. 2007 Journal of Money, Credit and Banking, supplement to. 39 67-99

  12. Cogley, T. ; De Paoli, B. ; Matthes, C. ; Nikolov, K. ; Yates, T. A Bayesian approach to optimal monetary policy with parameter and model uncertainty. 2011 Journal of Economic Dynamics and Control. 35 2186-2212

  13. Cogley, T. ; Sargent, T.J. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S.. 2005 Review of Economic Dynamics. 8 262-302

  14. Cogley, T. ; Sargent, T.J. The conquest of U.S. inflation: learning and robustness to model uncertainty. 2005 Review of Economic Dynamics. 8 528-563

  15. Cogley, T., Sargent, T.J., 2001. Evolving post world war II US inflation dynamics. In: NBER Macroeconomics Annual, vol. 16, pp. 331–373.
    Paper not yet in RePEc: Add citation now
  16. Evans, G.W. ; Honkapohja, S. Learning and Expectations in Macroeconomics. 2001 Princeton University Press: Princeton
    Paper not yet in RePEc: Add citation now
  17. Finn, M.G. Perfect competition and the effects of energy price increases on economic activity. 2000 Journal of Money, Credit, and Banking. 32 400-416

  18. Gelman, A. ; Carlin, J.B. ; Stern, H.S. ; Rubin, D.B. Bayesian Data Analysis. 2003 CRC Press:
    Paper not yet in RePEc: Add citation now
  19. Giannoni, M.P. Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty. 2007 Journal of Applied Econometrics. 22 179-213

  20. Hamilton, J.D. A neoclassical model of unemployment and the business cycle. 1988 Journal of Political Economy. 96 593-617

  21. Hamilton, J.D. Oil and the Macroeconomy since World War II. 1983 Journal of Political Economy. 91 228-248

  22. Hamilton, J.D. This is what happened to the oil price-macroeconomy relationship. 1996 Journal of Monetary Economics. 38 215-220

  23. Hamilton, J.D. ; Herrera, A.M. Oil shocks and aggregate macroeconomic behavior: the role of monetary policy: comment. 2004 Journal of Money, Credit, and Banking. 36 265-286

  24. Hamilton, J.D., 2005. Oil and the Macroeconomy. Mimeo, Department of Economics, University of California, San Diego, prepared for Palgrave Dictionary of Economics.
    Paper not yet in RePEc: Add citation now
  25. Hansen, L. ; Sargent, T. Acknowledging misspecification in macroeconomic theory. 2001 Review of Economic Dynamics. 4 519-535

  26. Hansen, L. ; Sargent, T. Robust control and model uncertainty. 2001 American Economic Review. 91 60-66

  27. Hansen, L. ; Sargent, T. Robustness. 2008 Princeton University Press: Princeton, New Jersey
    Paper not yet in RePEc: Add citation now
  28. Herrera, A. ; Pesavento, E. Oil price shocks, systematic monetary policy, and the great moderation. 2009 Macroeconomic Dynamics. 13 107-137

  29. Kilian, L. The economic effects of energy price shocks. 2008 Journal of Economic Literature. 46 871-909

  30. Kilian, L. ; Lewis, L. Does the fed respond to oil price shocks?. 2011 Economic Journal, Royal Economic Society. 121 1047-1072

  31. Kim, I. ; Loungani, P. The role of energy in real business cycle models. 1992 Journal of Monetary Economics. 29 173-189

  32. Levin, A. ; Williams, J. Robust monetary policy with competing reference models. 2003 Journal of Monetary Economics. 50 945-975

  33. Lippi, F., Nobili, A., 2008. Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions. CEPR Discussion Paper no. 6830.

  34. Mork, K.A. Business cycles and the oil market (special issue). 1994 The Energy Journal. 15 15-37

  35. Pindyck, R.S. Energy price increases and macroeconomic policy. 1980 The Energy Journal. 1 1-20

  36. Pindyck, R.S. The long-run evolutions of energy prices. 1999 The Energy Journal. 20 1-28

  37. Primiceri, G.E. Time varying structural vector autoregression and monetary policy. 2005 Review of Economic Studies. 72 821-852

  38. Primiceri, G.E. Why inflation rose and fell: policymakers' beliefs and US postwar stabilization policy. 2006 The Quarterly Journal of Economics. 121 867-901
    Paper not yet in RePEc: Add citation now
  39. Rasche, R.H. ; Tatom, J.A. Energy resources and potential GNP. 1977 Federal Reserve Bank of St. Louis Review. 59 10-24

  40. Roberts, G.O. ; Smith, A.F.M. Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. 1992 Stochastic Processes and Their Applications. 49 207-216
    Paper not yet in RePEc: Add citation now
  41. Rondina, F., 2010. Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity. UFAE and IAE Working Paper no. 855.10, November.

  42. Rotemberg, J.J. ; Woodford, M. Imperfect competition and the effects of energy price increases. 1996 Journal of Money, Credit, and Banking. 28 549-577

  43. Rudebusch, G. ; Svensson, L. Policy rules for inflation targeting. 1999 En : Taylor, J. Monetary Policy Rules. University of Chicago Press: Chicago

  44. Rudebusch, G.D. Is the Fed too timid? Monetary Policy in an uncertain words. 2001 Review of Economics and Statistics. 83 203-217

  45. Söderström, U. Monetary policy with uncertain parameters. 2002 Scandinavian Journal of Economics. 104 125-145

  46. Söderström, U., 2000. Should Central Banks Be More Aggressive? Mimeo, Sveriges Riksbank and Stockholm School of Economics.
    Paper not yet in RePEc: Add citation now
  47. Segal, P., 2007. Why Do Oil Price Shocks No Longer Shock? Oxford Institute for Energy Studies Working Paper.
    Paper not yet in RePEc: Add citation now
  48. Solow, R.M. What to do (macroeconomically) when OPEC comes. 1980 En : Fischer, S. Rational Expectations and Economic Policy. University of Chicago Press: Chicago

  49. Svensson, L.E.O. Inflation targeting: some extensions. 1999 Scandinavian Journal of Economics. 101 337-361

  50. Tetlow, R.J. ; von zur Muehlen, P. Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?. 2001 Journal of Economic Dynamics and Control. 25 911-949

  51. Wieland, V. Learning by doing and the value of optimal experimentation. 2000 Journal of Economic Dynamics and Control. 24 501-534

  52. Wieland, V. Monetary policy, parameter uncertainty, and optimal learning. 2000 Journal of Monetary Economics. 46 199-228

Cocites

Documents in RePEc which have cited the same bibliography

  1. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80668.

    Full description at Econpapers || Download paper

  2. Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503.

    Full description at Econpapers || Download paper

  3. Evaluating changes in the monetary transmission mechanism in the Czech Republic. (2014). Rusnák, Marek ; Horvath, Roman ; Franta, Michal ; Rusnak, Marek.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:827-842.

    Full description at Econpapers || Download paper

  4. Historical energy price shocks and their changing effects on the economy. (2014). Fouquet, Roger ; van de Ven, Dirk-Jan .
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp153.

    Full description at Econpapers || Download paper

  5. The impact of monetary policy and exchange rate shocks in Poland: evidence from a time-varying VAR. (2014). Michaelis, Henrike ; Arratibel, Olga .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141636.

    Full description at Econpapers || Download paper

  6. The Impact of Oil Shocks on the South African Economy. (2013). GUPTA, RANGAN ; Chisadza, Carolyn ; Modise, Mampho P. ; Dlamini, Janneke .
    In: Working Papers.
    RePEc:pre:wpaper:201311.

    Full description at Econpapers || Download paper

  7. The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR. (2013). Michaelis, Henrike ; Arratibel, Olga .
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:21088.

    Full description at Econpapers || Download paper

  8. How do oil producers respond to oil demand shocks?. (2013). Güntner, Jochen ; Guntner, Jochen.
    In: Economics working papers.
    RePEc:jku:econwp:2013_11.

    Full description at Econpapers || Download paper

  9. Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?. (2013). Wong, Benjamin.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-59.

    Full description at Econpapers || Download paper

  10. Changes in the oil price-inflation pass-through. (2013). Wohar, Mark ; Valcarcel, Victor (Vic).
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:68:y:2013:i:c:p:24-42.

    Full description at Econpapers || Download paper

  11. Oil price dynamics, macro-finance interactions and the role of financial speculation. (2013). MORANA, CLAUDIO.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:206-226.

    Full description at Econpapers || Download paper

  12. The U.S. Dollar Exchange Rate and the Demand for Oil. (2013). Peersman, Gert ; De Schryder, Selien.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4126.

    Full description at Econpapers || Download paper

  13. Oil shocks and the UK economy: the changing nature of shocks and impact over time. (2013). Millard, Stephen ; Shakir, Tamarah .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0476.

    Full description at Econpapers || Download paper

  14. The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective. (2013). MORANA, CLAUDIO.
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-07.

    Full description at Econpapers || Download paper

  15. Oil Prices, Exhaustible Resources, and Economic Growth. (2012). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17759.

    Full description at Econpapers || Download paper

  16. The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective. (2012). MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2012.28.

    Full description at Econpapers || Download paper

  17. Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation. (2012). MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2012.07.

    Full description at Econpapers || Download paper

  18. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. (2012). Rusnák, Marek ; Horvath, Roman ; Franta, Michal.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2012_11.

    Full description at Econpapers || Download paper

  19. Tracking Monetary-Fiscal Interactions across Time and Space. (2012). Libich, Jan ; Stehlk, Petr ; Franta, Michal.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-40.

    Full description at Econpapers || Download paper

  20. Time variation in U.S. wage dynamics. (2012). Straub, Roland ; Peersman, Gert ; Hofmann, Boris.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:8:p:769-783.

    Full description at Econpapers || Download paper

  21. Cross-country differences in the effects of oil shocks. (2012). Van Robays, Ine ; Peersman, Gert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1532-1547.

    Full description at Econpapers || Download paper

  22. Modelling energy spot prices: Empirical evidence from NYMEX. (2012). Andriosopoulos, Kostas ; Nomikos, Nikos .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1153-1169.

    Full description at Econpapers || Download paper

  23. The role of model uncertainty and learning in the US postwar policy response to oil prices. (2012). Rondina, Francesca.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:7:p:1009-1041.

    Full description at Econpapers || Download paper

  24. Macroeconomic uncertainty and the impact of oil shocks. (2012). Van Robays, Ine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121479.

    Full description at Econpapers || Download paper

  25. Macroeconomic shocks in an oil market var. (2012). Melolinna, Marko.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121432.

    Full description at Econpapers || Download paper

  26. Tracking Monetary-Fiscal Interactions Across Time and Space. (2012). Libich, Jan ; Franta, Michal ; Stehlik, Petr.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/06.

    Full description at Econpapers || Download paper

  27. Macroeconomic Uncertainty and the Impact of Oil Shocks. (2012). Van Robays, Ine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3937.

    Full description at Econpapers || Download paper

  28. The Effects of Oil Price Uncertainty on the Macroeconomy. (2012). Jo, Soojin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-40.

    Full description at Econpapers || Download paper

  29. Oil and the macroeconomy: using wavelets to analyze old issues. (2011). Aguiar-Conraria, Luís ; Soares, Maria.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:3:p:645-655.

    Full description at Econpapers || Download paper

  30. Do Financial Investors Destabilize the Oil Price?. (2011). Van Robays, Ine ; Lombardi, Marco.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/760.

    Full description at Econpapers || Download paper

  31. Technology news and the U.S. economy: Time variation and structural changes. (2011). Berg, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:35361.

    Full description at Econpapers || Download paper

  32. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17140.

    Full description at Econpapers || Download paper

  33. Inference for VARs identified with sign restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: Working Papers.
    RePEc:fip:fedpwp:11-20.

    Full description at Econpapers || Download paper

  34. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8432.

    Full description at Econpapers || Download paper

  35. Oil and US GDP: A Real-Time out-of Sample Examination. (2011). Rothman, Philip ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:bny:wpaper:0004.

    Full description at Econpapers || Download paper

  36. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market. (2011). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-28.

    Full description at Econpapers || Download paper

  37. The Economic Consequences of Oil Shocks: Differences across Countries and Time. (2010). Baumeister, Christiane ; van Robays, Ine ; Peersman, Gert.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2009-06.

    Full description at Econpapers || Download paper

  38. The Impact of Oil Shocks on Qatar’s GDP. (2010). Al-mulali, Usama ; Che Sab, Che Normee, .
    In: MPRA Paper.
    RePEc:pra:mprapa:27822.

    Full description at Econpapers || Download paper

  39. Oil and the Macroeconomy: A Quantitative Structural Analysis. (2010). Nobili, Andrea ; Lippi, Francesco.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1009.

    Full description at Econpapers || Download paper

  40. The Role of Inventories and Speculative Trading in the Global Market for Crude Oil. (2010). Murphy, Daniel ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7753.

    Full description at Econpapers || Download paper

  41. Cross-Country Differences in the Effects of Oil Shocks. (2010). Van Robays, Ine ; Peersman, Gert.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3306.

    Full description at Econpapers || Download paper

  42. Time Variation in U.S. Wage Dynamics. (2010). Straub, Roland ; Peersman, Gert ; Hofmann, Boris.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3291.

    Full description at Econpapers || Download paper

  43. Oil and US GDP: A real-time out-of-sample examination. (2010). Rothman, Philip ; Ravazzolo, Francesco.
    In: Working Paper.
    RePEc:bno:worpap:2010_18.

    Full description at Econpapers || Download paper

  44. The role of model uncertainty and learning in the U.S. postwar policy response to oil prices. (2010). Rondina, Francesca.
    In: Working Papers.
    RePEc:bge:wpaper:478.

    Full description at Econpapers || Download paper

  45. Oil and the Euro Area Economy. (2009). Van Robays, Ine ; Peersman, Gert.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:09/582.

    Full description at Econpapers || Download paper

  46. The Impact of Oil Prices on the Real Exchange Rate of the Dirham: a Case Study of the United Arab Emirates. (2009). Al-mulali, Usama ; Sab, Normee Che .
    In: MPRA Paper.
    RePEc:pra:mprapa:23493.

    Full description at Econpapers || Download paper

  47. Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models. (2009). Murphy, Daniel ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7471.

    Full description at Econpapers || Download paper

  48. Oil and the macroeconomy: a quantitative structural analysis. (2009). Nobili, Andrea ; Lippi, Francesco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_704_09.

    Full description at Econpapers || Download paper

  49. Commodities, Energy and Finance. (2008). Balling, Morten ; Kohli, Ulrich ; Heath, Alexandra ; Barisitz, Stephan ; Ollus, Simon-Erik ; Gudmundsson, Mar ; Liebscher, Klaus ; Delgado, Juan ; Rosenberg, Irma ; Smets, Frank ; Gnan, Ernest ; Boltz, Walter ; Domanski, Dietrich ; Astrov, Vasily ; Vikoren, Birger .
    In: SUERF Studies.
    RePEc:erf:erfstu:49.

    Full description at Econpapers || Download paper

  50. Oil Price Shocks and Stock Market Booms in an Oil Exporting Country. (2008). Bjørnland, Hilde.
    In: Working Paper.
    RePEc:bno:worpap:2008_16.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 17:46:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.