Oil and Macroeconomy

By Islam Rizvanoghlu. 2013

388 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d7854b2d2dad3c08fd6eddd91b8cefcb59acc779

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Citations in the corpus

Oil price shocks and uncertainty: How stable is their relationship over time? (2018, background): “1 See, Sadorsky (1999), Park and Ratti (2008), Filis (2010), Cunado and de Gracia (2014), Angelidis et al.”
Is Energy Consumption Effective to Spur Economic Growth in Pakistan? New Evidence from Bounds Test to Level Relationships and Granger Causality Tests (2012, background): “Given the commitment of the central bank to the economic stability and to minimize inflationary expectations, central bank raises the interest rate (Harris et al., 2009).”
The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015, unknown): “For example, for OECD countries, a 10 percent increase in oil prices has been associated with a decline in real activity of 0.3-0.6 19 Hamilton (2005) documents that nine out of ten recessions in the U.S. were preceded by sharp oil price increases.”
Variance and Skewness in Density Predictions: A World GDP Growth Forecast Assessment (2017, unknown): “This association is in line with Hamilton (2005), Jimenez-Rodriguez and Sánchez (2005), Blanchard and Gali (2007), Blanchard and Riggi (2013), among others.”
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (2014, unknown): “Certain work, however, argues that oil prices respond to factors that also affect stock prices (Barsky and Kilian 2002, 2004; Hamilton 2005; Kilian 2008b).”
Testing for Granger Causality with Mixed Frequency Data (2016, unknown): “The causal relationship between oil and the macroeconomy has been a major applied research area as surveyed in Hamilton (2008). See Payne (2010) for an extensive survey on the use of causality tests to determine the relationship between energy consumption and economic growth.”
Can Oil Prices Forecast Exchange Rates (2011, unknown): “…daily data even if we use an exchange rate that does not involve the U.S. Dollar.17 Instabilities in Forecast Performance The existing literature on the e¤ects of oil price shocks on the economy points to the existence of instabilities over time see Mork (1989), Hamilton (1996) and Hooker (1996).”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “…2012; Segal, 2011; Rahman and Serletis, 2011; Tang et al., 2010; Jbir and Zouari-Ghorbel, 2009; Nakov and Pescatori, 2009; Blanchard and Gali, 2007; Hamilton, 2008, 1996; Hamilton and Herrera, 2004; Barsky and Kilian, 2004; Jones et al., 2004; Leduc and Sill, 2004; Brown and Yucel, 2002; Hooker,…”
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013, unknown): “Some important studies on the relationship between oil price shocks and economic activity include Baumeister and Peersman (2012), Blanchard and Gali (2007), Hamilton (2008), Hamilton and Herrera (2004), Barsky and Kilian (2004), Brown and Yuncel (2002) and Bernanke et al., (1997).”
Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020, unknown): “(3) Output or consumption channel, by which people’s income decreases and therefore lowers their spending (Hamilton, 2008).”