On the Dynamic Effects of Oil Price Shocks

By Kiseok Lee, Shawn Ni. 2002

583 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/e3157e684792540defa32819e9f3403247566292

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Citations in the corpus

Are the responses of the U.S. economy asymmetric in energy price increases and decreases (2011, methodology): “Many of these structural VAR estimates have become accepted in academic and policy discussions of the transmission of energy price shocks (see, e.g., Hamilton (1996), Davis and Haltiwanger (2001), Lee and Ni (2002), Jones, Leiby, and Paik (2004), Herrera (2008), Ramey and Vine (2010)).”
Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004, background): “The other empirical studies examine supply-side and demandside routes of impact ( Lee and Ni, 2002 ), interest rate routes (Balke, Brown and Yucel, 2002), and interactions in the markets for refined petroleum products (Huntington, 1998).”
Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models (2003, methodology): “…economic applications of the VAR model: In the recently developed structural VAR literature numerous authors (e.g., Sims, 1986; Gordon and Leeper, 1994; Sims and Zha, 1998b; Pagan and Robertson, 1998; Leeper and Zha, 1999; Lee and Ni, 2002) derive identi3cation schemes based on the estimates of .”
Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, background): “(2008), most of these studies focus on the effects of oil prices on stock markets in a few developed countries such as the UK, US and Europe (e.g., Arouri, 2011; Arouri and Nguyen, 2010; El-Sharif et al., 2005; Elyasiani et al., 2011; Ghouri, 2006; Hammoudeh and Li, 2005; Kumar et al., 2012; Lee and”
The Economic Effects of Energy Price Shocks (2007, background): “Many empirical studies have therefore relied on disaggregate gross output data such as measures of industrial production (see, e.g., Lee and Ni 2002, Herrera 2007).”