Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
By Lutz Kilian, Robert J. Vigfusson. 2013
191 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/bebbf5d4138eca72ed38fe76fb229f0e4acb9c47
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Rangan Gupta
- M. Wohar
- Jacint Balaguer
- Lutz Kilian
- M. Cantavella
- George Filis
- Muhammad Shahbaz
- Christiane Baumeister
In Renewable Energy, Sustainability and the Environment
- Rangan Gupta
- M. Wohar
- Jacint Balaguer
- Lutz Kilian
- M. Cantavella
- George Filis
- Christiane Baumeister
- Ronald A. Ratti
Citations in the corpus
- Oil Price Shocks: Causes and Consequences (2014, background): “Exogenous increases in the price of imported crude oil are viewed as terms-of-trade shocks (e.g., Kim and Loungani 1992).”
- Forecasting oil and stock returns with a Qual VAR using over 150 years of data (2017, background): “…evidence that economic activity too plays a crucial role in predicting both in and out-of-sample movements in oil (see for example, Kilian (2009), Kilian and Vigfusson (2013), Baumeister and Kilian (2014, 2015) and Baumeister et al., (2015)) and stock prices (see for example, Rapach, Wohar and…”
- Estimating the environmental Kuznets curve for Spain by considering fuel oil prices (1874–2011) (2016, background): “2008; Kilian and Vigfusson, 2013). 3 Shahbaz et al. (2014), for example, show that more electricity consumption has been declining CO2 emissions in the United Arab Emirates.”