Time-Varying Effects of Oil Supply Shocks on the US Economy

By Christiane Baumeister, G. Peersman. 2008

568 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/6313d65cc0a3b284bc91886a1a567126a9e2eb91

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Citations in the corpus

Forecasting oil price realized volatility using information channels from other asset classes (2017, background): “…produce more accurate forecasts (see, 1 See, for instance, Hamilton, 1983; Jones and Kaul (1996), Kilian and Park (2009), Filis (2010), Arouri et al. (2011), Filis et al. (2011), Degiannakis et al. (2013), Rahman and Serletis (2011), Baumeister and Peersman (2013), Filis and Chatziantoniou (2014).”
Oil Price Shocks: Causes and Consequences (2014, methodology): “A similar approach may also be applied when using sign restrictions for identification, in which case we can dispense with the assumption of predeterminedness (e.g., Baumeister and Peersman 2013b).”
Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, unknown): “Baumeister and Peersman (2013a, 2013b) show that the volatility of global oil production has trended downwards over the last thirtyfive years.”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “…volatility (see, inter alia , Ready, 2017; Kang et al., 2017; Angelidis et al., 2015; Kang et al. 2015a; Fang and You, 2014; Gupta and Modise, 2013; Antonakakis et al., 2013; Abhyankar et al., 2013; Degiannakis et al., 2014; Kang and Ratti, 2013; Baumeister and Peersman, 2013; Basher et al., 2012).”
Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies (2017, background): “For example, Kilian (2009), Peersman and Van Robays (2012), and Baumeister and Peersman (2013) show that the effect of oil price increases has different effects on real GDP and inflation whether they are driven by negative supply shocks or positive demand shocks.”
Time-Varying Effect of Oil Market Shocks on the Stock Market (2015, background): “Baumeister and Peersman (2013a) demonstrate that the volatility of the real price of crude oil has been higher since 1986 and that the volatility of global oil production has trended downwards over the last thirty five years.”
OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY (2009, unknown): “A number of authors therefore re-examined the oil price – macroeconomic relationship, using instead asymmetric or nonlinear methods, see e.g. Mork (1989), Mork et al. (1994), Lee et al. (1995), Hamilton (1996, 2003) and Baumeister and Peersman (2008) among others.”
Asymmetries in the response of economic activity to oil price increases and decreases (2015, unknown): “=0 q [{ ( )}− {− (−)}](2) (5)”
The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data (2014, background): “Baumeister and Peersman (2012), Basher et al. (2012), Kilian and Lewis (2011), Filis et al. (2011), Lippi and Nobili (2012), Kilian and Park (2009), Apergis and Miller (2009), Lescaroux and Mignon (2008), Kilian (2008) and Barsky and Kilian (2004) also illustrate the importance of taking into…”
Cross-Country Differences in the Effects of Oil Shocks (2012, methodology): “(1983), "Oil and the Macroeconomy Since World War II", Journal of Political Economy, 91(2), p 228-248.”