Global Exchange Rate Configurations: Do Oil Shocks Matter?
By M. Habib, Sascha Bützer, Livio Stracca. IMF Economic Review, 2016
175 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/f1e060f882fe3dcd12c7768337efac0952acb2b0
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In Economics and Econometrics
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Citations in the corpus
- The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015, unknown): “Oil‐importing countries’ current accounts could also see substantial improvements (Kilian, Rebucci, and Spatafora 2009) but the impact might vary depending on the underlying drivers of oil price developments (IMF 2005; Buetzer et al. 2012).”
- Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model (2019, background): “Buetzer et al. (2012) explained a conditional variance that changes over time, to forecasting the Brent oil price.”
- How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020, unknown): “One can relate the linkages between these markets through the portfolio and wealth channel (see Bénassy-Quéré et al., 2007; Buetzer et al., 2012; Coudert et al., 2008; Ding and Vo, 2012; Fedoseeva, 2018; Volkov and Yuhn, 2016), and the terms of trade channel (see Amano and Van Norden, 1998a,…”
- Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS (2018, background): “However, Buetzer and Habib (2012) argue that for oil-exporting countries, a rise in oil prices could potentially lead to the Dutch Disease's phenomenon, meaning the prices of the non-tradable goods will increase and the appreciation of their currency which then leads to their exports becomingmore…”