Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry

DOI10.1016/J.ECONLET.2015.11.035zbMath1396.62278OpenAlexW3122601604MaRDI QIDQ1668025

Emir Malikov

Publication date: 31 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/68453/1/MPRA_paper_68453.pdf

zbMATH Keywords

asymmetrynonlinearityimpulse responseSVARjob creation and destructionoil price

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

• A nonparametric test for equality of distributions with mixed categorical and continuous data
• The effects of oil price shocks on job reallocation
• What is an oil shock?
• Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
• Nonparametric testing of closeness between two unknown distribution functions

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