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Measuring oil-price shocks using market-based information. (2006). Wu, Tao ; Cavallo, Michele.
In: Working Paper Series.
RePEc:fip:fedfwp:2006-28.

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Cited: 5

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Cites: 9

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  1. Oil Prices and the Stock Market*. (2018). Ready, Robert C.
    In: Review of Finance.
    RePEc:oup:revfin:v:22:y:2018:i:1:p:155-176..

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  2. Equity prices and financial globalization. (2014). Jinjarak, Yothin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:49-57.

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  3. Oil Prices, Profits, and Recessions: An Inquiry Using Terrorism as an Instrumental Variable. (2008). Oswald, Andrew ; Graham, Liam ; Chen, Natalie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6937.

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  4. Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy. (2007). Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:16/2007.

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  5. Oil shocks and external adjustment. (2007). Guerrieri, Luca ; Erceg, Christopher ; Bodenstein, Martin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:897.

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Documents in RePEc which have cited the same bibliography

  1. Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus.
    In: Papers.
    RePEc:arx:papers:2006.14047.

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  2. SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN LOAN-TO-VALUE RATIOS. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian .
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:17/934.

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  3. US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos.
    In: MPRA Paper.
    RePEc:pra:mprapa:80436.

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  4. Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?. (2015). Herrera, Ana María ; Ana, Zeina Alsalman .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-herrera.

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  5. Oil Price Fluctuations and it Impact on Economic Growth: A Dsge Approach. (2014). Di Bartolomeo, Giovanni ; Bondzie, Eric ; Fosu, Gabriel Obed .
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:4:y:2014:i:2:p:217-242.

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  6. The Impact of Oil Price Shocks on U.S. Bond Market Returns. (2014). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-33.

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  7. Predicting oil price movements: A dynamic Artificial Neural Network approach. (2014). Jamasb, Tooraj ; Godarzi, Ali Abbasi ; Amiri, Rohollah Madadi ; Talaei, Alireza .
    In: Energy Policy.
    RePEc:eee:enepol:v:68:y:2014:i:c:p:371-382.

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  8. Oil price volatility, economic growth and the hedging role of renewable energy. (2013). Rentschler, Jun.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6603.

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  9. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:80495.

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  10. A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through. (2013). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Metin-Ozcan, Kivilcim .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:122-134.

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  11. 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.

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  12. Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States. (2012). Anderson, Richard ; Binner, Jane M. ; Schmidt, Vincent A..
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:1:p:174-177.

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  13. Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan. (2012). Zaman, Khalid ; Hassan, Syeda Anam.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2125-2143.

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  14. 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.

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  15. A Survey on Time Varying Parameter Taylor Rule: A Model Modified with Interest Rate Pass Through. (2012). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Kývýlcým Metin ozcan, .
    In: Working Papers.
    RePEc:bou:wpaper:2012/08.

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  16. Oil and the U.S. Macroeconomy: A Reinvestigation Using Rolling Impulse Responses. (2012). Gronwald, Marc.
    In: The Energy Journal.
    RePEc:aen:journl:ej33-4-07.

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  17. Can oil prices forecast exchange rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Working Papers.
    RePEc:fip:fedpwp:11-34.

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  18. The effects of oil price on regional economies with different production structures: A case study from Korea using a structural VAR model. (2011). Park, Chuhwan ; Lee, Suk Gyu ; Chung, MO.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:12:p:8185-8195.

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  19. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Gmez-Loscos, Ana ; Montas, Antonio .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1070-1081.

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  20. Energy consumption at business cycle horizons: The case of the United States. (2011). Smyth, Russell ; Narayan, Seema.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:2:p:161-167.

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  21. Time Variation in the Inflation Passthrough of Energy Prices. (2010). Terry, Stephen ; Clark, Todd.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:42:y:2010:i:7:p:1419-1433.

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  22. Do oil shocks drive business cycles? some U.S. and international evidence. (2010). Owyang, Michael ; Kliesen, Kevin ; Engemann, Kristie.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-007.

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  23. The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach. (2010). Serletis, Apostolos ; Rahman, Sajjadur .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1460-1466.

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  24. Food price pass-through in the euro area The role of asymmetries and non-linearities. (2010). onorante, luca ; Jiménez-Rodríguez, Rebeca ; FERRUCCI, Gianluigi ; Jimenez-Rodriguez, Rebeca .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101168.

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

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  26. On the Sources of Oil Price Fluctuations. (2009). Unsal, Filiz D ; Unalmis, Ibrahim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/285.

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  27. Why the nature of oil shocks matters. (2009). Hubert, Paul ; Creel, Jerome ; Archanskaia, Liza.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0902.

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  28. Crude substitution: The cyclical dynamics of oil prices and the skill premium. (2009). Silos, Pedro ; Polgreen, Linnea.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:3:p:409-418.

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  29. Recent oil price shock and Tunisian economy. (2009). Jbir, Rafik ; Zouari-Ghorbel, Sonia .
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:3:p:1041-1051.

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  30. 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.

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  31. Implications of Oil Price Shocks for Monetary Policy in Ghana: A Vector Error Correction Model. (2008). Tweneboah, George ; Adam, Anokye.
    In: MPRA Paper.
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  32. Oil and the U.S. macroeconomy: an update and a simple forecasting exercise. (2008). Kliesen, Kevin.
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:sep:p:505-516:n:v.90no.5.

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  33. The impact of foreign interest rates on the economy: The role of the exchange rate regime. (2008). Shambaugh, Jay ; di Giovanni, Julian.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:74:y:2008:i:2:p:341-361.

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  34. Oil prices and economic activity: An asymmetric cointegration approach. (2008). Mignon, Valérie ; Lardic, Sandrine .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:847-855.

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  35. Inflation Premium and Oil Price Volatility. (2007). Tuesta, Vicente ; Montoro, Carlos ; Castillo, Paul.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0782.

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  36. Anticipated Raw Materials Price Shocks and Monetary Policy Response - A New Keynesian Approach. (2006). Wohltmann, Hans-Werner ; Winkler, Roland.
    In: Economics Working Papers.
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  37. Inflation Premium and Oil Price Volatility. (2006). Montoro, Carlos ; Castillo, Paul.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:18.

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  38. The Impact of Foreign Interest Rateson the Economy; The Role of the Exchange Rate Regime. (2006). Shambaugh, Jay ; di Giovanni, Julian.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/037.

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  39. La Problemática de los Precios de los Combustibles. (2005). Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Gallardo, José ; Vasquez, Arturo ; Vásquez Cordano, Arturo ; Bendezu, Luis .
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  40. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís ; Gulamhussen, Mohamed Azzim .
    In: NIPE Working Papers.
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  41. What are the effects of monetary policy on output? Results from an agnostic identification procedure. (2005). Uhlig, Harald.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:2:p:381-419.

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  42. Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy?. (2005). Kilian, Lutz.
    In: CEPR Discussion Papers.
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  43. Market institutions, labor market dynamics, and productivity in Argentina during the 1990s. (2004). Sanchez, Gabriel ; SNCHEZ, GABRIEL ; INÉS BUTLER, .
    In: Journal of Economic Policy Reform.
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  44. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
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  45. Permanent and transitory policy shocks in an empirical macro model with asymmetric information. (2003). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-09.

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  46. Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric.
    In: Journal of Monetary Economics.
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  47. What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?. (2001). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
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  48. A Monetary Explanation of the Great Stagflation of the 1970s. (2000). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
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  49. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
    In: Finance and Economics Discussion Series.
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  50. Federal Reserve credibility and inflation scares. (1998). Lansing, Kevin ; Huh, Chan G..
    In: Economic Review.
    RePEc:fip:fedfer:y:1998:p:3-16:n:2.

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