The time varying effect of oil price shocks on Euro-area exports

DOI10.1016/j.jedc.2015.07.002zbMath1401.91478OpenAlexW3122555438MaRDI QIDQ1657482

Marianna Riggi, Fabrizio Venditti

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.bancaditalia.it/pubblicazioni/temi-discussione/2015/2015-1035/en_tema_1035.pdf

zbMATH Keywords

VARtime-varying parametersoil pricesexports

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Multivariate Markov-switching score-driven models: an application to the global crude oil market

Cites Work

• Drift and breaks in labor productivity
• Inference on impulse response functions in structural VAR models
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

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