The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model
By Bwo-Nung Huang, M. Hwang, Hsiao-ping Peng. 2005
328 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/8bd1eb5cefbfa4597465b99d62a455bb6d0e2f08
How researchers see this paper
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In Economics and Econometrics
- Muhammad Shahbaz
- Gazi Salah Uddin
- Victor Troster
- Ronald A. Ratti
- Chien‐Chiang Lee
- Wensheng Kang
- Chun-ping Chang
- Ilhan Ozturk
Citations in the corpus
- Oil price shocks and stock markets in the U.S. and 13 European countries (2008, background): “…(1989), Hooker (1996; 2002), Hamilton and Herrera (1999), Davis and Haltiwanger (2001), and Balke et al. (2002), amongst others for the U.S., by Lee et al. (2001) for Japan, by Huang et al. (2005) for Canada, Japan, and the U.S., and by Cunado and Perez de Garcia (2003) for most European countries.”
- Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013, neutral): “2 See, Park and Ratti (2008), Henriques and Sadorsky (2008), Basher and Sadorsky (2006), Huang et al. (2005), Hammoudeh and Huimin (2005), Hammoudeh et al. (2004), Hammoudeh and Aleisa (2004), Sadorsky (2001), Papapetrou (2001), Faff and Brailsford (1999), Huang et al. (1996), Jones and Kaul…”
- Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, background): “, Radchenko (2005) for real gasoline prices, Huang et al. (2006) for changes in industrial production and real stock returns, and Kilian and Vigfusson (2011) for unemployment, gasoline consumption and real GDP).”
- Large Oil Shocks and the US Economy: Infrequent Incidents with Large Effects (2008, background): “1 In particular, Huang et al. (2005) demonstrate by employing a multivariate threshold model that the oil price must exceed a certain threshold value in order to have a considerable effect on industrial production; Ka-petanios and Tzevalis’ (2004) application of a state space approach shows that…”