The following pages link to What is an oil shock? (Q1869862):
Displaying 40 items.
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- The impact of energy prices on growth and welfare in a developing open economy (Q656071) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Developing a market-based approach to managing the US strategic petroleum reserve (Q976343) (← links)
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
- The effects of oil price shocks on job reallocation (Q1657432) (← links)
- Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry (Q1668025) (← links)
- Nonlinearities in the response of real GDP to oil price shocks (Q1786800) (← links)
- A flexible nonlinear inference to the Kuznets hypothesis (Q1927554) (← links)
- Resource prices and planning horizons (Q1991941) (← links)
- Gasoline prices, transport costs, and the U.S. business cycles (Q1994601) (← links)
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- Measuring extreme risk dependence between the oil and gas markets (Q2151640) (← links)
- Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
- Impulse response analysis for structural dynamic models with nonlinear regressors (Q2236885) (← links)
- Asymmetric oil price shocks, tax revenues, and the resource curse (Q2292723) (← links)
- Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate (Q2292735) (← links)
- Energy taxes and endogenous technological change (Q2380694) (← links)
- Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks? (Q2416190) (← links)
- Oil price shocks and the credit default swap market (Q2416305) (← links)
- Forecasting volatility returns of oil price using gene expression programming approach. (Q2417034) (← links)
- Reconciling narrative monetary policy disturbances with structural VAR model shocks? (Q2451411) (← links)
- Oil-price density forecasts of US GDP (Q2691675) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- A NOTE ON DEMAND AND SUPPLY FACTORS IN MANUFACTURING OUTPUT ASYMMETRIES (Q3395277) (← links)
- A NOTE ON OIL DEPENDENCE AND ECONOMIC INSTABILITY (Q3601594) (← links)
- OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” (Q3623571) (← links)
- Short-horizon return predictability and oil prices (Q5745653) (← links)
- Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks (Q6106655) (← links)
- Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
- The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
- Timescale methods in economics: wavelet analysis of business cycle fluctuations (Q6609968) (← links)
- Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read (Q6620962) (← links)
- Efficient estimation of a partially linear panel data model with cross-sectional dependence (Q6667479) (← links)
