The asymmetric effects of oil shocks on output growth: a Markov-switching analysis for the G-7 countries
By Matteo Manera, A. Cologni. 2006
313 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/441260d7d7dfa34f290bdb1402571b49da52ff1c
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In Economics and Econometrics
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In Renewable Energy, Sustainability and the Environment
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Citations in the corpus
- Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis (2018, methodology): “Raymond and Rich (1997), Clements and Krolzig (2002), Holmes and Wang (2003), and Cologni and Manera (2009) applied the Markov-switching approach to evaluate the impact of oil shocks on GDP in the U.S. and G-7 countries.”
- Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011, background): “There is also empirical evidence to suggest that economic activity and financial market returns are nonlinearly associated with oil price changes (Hamilton, 2003; Zhang, 2008; Cologni and Manera, 2009).”
- Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (2014, background): “real sector, financial sector, and economic growth of national economy (e.g., Hamilton, 1996; Holmes and Wang, 2003; Cologni and Manera, 2009; Browne and Cronin, 2010).”