The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration

By Sandrine Lardic, Valérie Mignon. 2006

271 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/00369858455bdbfb1cd9e9f481102f23f9ff7638

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In Economics and Econometrics

Citations in the corpus

Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model (2017, background): “Some researchers have validated that there exists a significant nonlinear correlation between the oil price and macro economy variables (An, Jin, and Ren 2014; Hamilton 2003; Lardic and Mignon 2006; Rafiq, Sgro, and Apergis 2016; Salisu et al. 2017; Wen et al. 2018).”
Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries? (2010, background): “(2008), Kilian (2008), Lardic and Mignon (2006, 2008) , and Lescaroux and Mignon (2008)].”
On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables (2008, unknown): “More recently, Lardic and Mignon (2006) have shown that asymmetric cointegration can be found between oil prices and GDP in the US and European countries.”
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010, background): “Some recent papers have shown that the link between oil and economic activity is not entirely linear and that negative oil price shocks (price increases) tend to have larger impacts on growth than positive shocks do (Hamilton, 2003; Lardic and Mignon, 2006; Zhang, 2008; Cologni and Manera, 2009).”
Estimating the environmental Kuznets curve for Spain by considering fuel oil prices (1874–2011) (2016, background): “…including energy prices in the model could have a considerable impact on the estimated 2 The effect of oil prices on GDP is widely recognized, and has been received notable attention in the empirical literature (e.g., Lardic and Mignon, 2006; Bachmeier, et al. 2008; Kilian and Vigfusson, 2013).”
Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018, background): “However, Lee et al. (1995) and Hamilton (1996) suggested that this breakdown of oil prices-economic”