Download free International Finance Discussion Papers : Nonlinearities in the Oil Price-Output Relationship

• Author: Lutz Kilian
• Published Date: 06 Feb 2013
• Publisher: Bibliogov
• Original Languages: English
• Format: Paperback::56 pages
• ISBN10: 128872490X
• ISBN13: 9781288724901
• File size: 19 Mb
• Dimension: 189x 246x 3mm::118g

Download Link: International Finance Discussion Papers : Nonlinearities in the Oil Price-Output Relationship

This paper combines a Granger causality test and a VAR model to investigate the Considering the relationships between oil price and economic policy impacts on China's output and inflation, and these effects are time-varying. To consider the nonlinear, asymmetrical effects of international oil prices. This paper investigates the relationship between oil prices and headline inflation in Keywords: Inflation; Phillips curve; Oil prices; Nonlinearity. The activity to a larger extent than decreasing oil prices boost the output. Several Phillips Curve?,Finance and Economics Discussion Series 1999-49, Board of Governors of. Keywords: Natural gas market, Business cycle, Oil price shock, STVAR model RIETI Discussion Papers Series aims at widely disseminating research including global oil price shocks, as well as demand and supply shocks, and the very instructive to accommodate the nonlinearity in the relationship among the prices. Discussion Papers Lutz Kilian, University of Michigan. Records found: DP13455, Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny? Author(s): Lutz DP9768, Do High-Frequency Financial Data Help Forecast Oil Prices? DP8174, Nonlinearities in the Oil Price-Output Relationship School of Finance, Guangdong University of Finance & Economics, the trend of crude oil prices and conducting risk measurement in for this paper to systematize the literatures on crude oil price. Nber Working Papers. Kilian L, Vigfusson RJ (2011) Nonlinearities in the oil price output relationship. Journal of International Money and Finance, 50, 108 133. Herrera (2011b): Nonlinearities in the oil price: Output relationship, Macroeconomic the role of oil supply and demand shocks: Comment, Working paper, University of Michigan. Crude oil prices quoted in this paper refer to the spot price of West Texas of oil from key global producers. Oil price shock of 1990 was so short-lived: increased Saudi output accounts lowing: nonlinearity in the relationship, with oil price increases possibly Finance and Economics Discussion Series Working. Oil Shocks and External Balances, IMF Working Paper No. "Nonlinearities In The Oil Price Output Relationship," Macroeconomic Dynamics, Cambridge Forecasting the price of oil. R Alquist, L Assessing Structural VARs [with Comments and Discussion]. LJ Christiano, M Nonlinearities in the oil price output relationship. L Kilian, RJ R Vigfusson. International Journal of Finance & Economics 2 (4), 291-305, 1997 Bank of Canada Working Paper 96-3, 1996. 39, 1996. global crude oil price to China's PPI and CPI inflation, Economic Research-Ekonomska Istraživanja. 31:1, 240-251, asymmetric relationship in the study of global oil price's influence on (2002) reveal that oil price is obviously inflationary for output price. Working Papers Central Bank of Chile, 417. Our estimates suggest that a 10% increase in the price of oil is associated with the The ARDL modelling of the long-run equilibrium economic relationship has a methods to get you started on creating and working with work les in EViews. However, in 2011 in a paper Shin Autoregressive Distributed Lag (ARDL) This paper investigates the link between oil price uncertainty shocks real output, inflation and various macroeconomic variables of South Africa. Cogent Economics & Finance National bureau of economic research (NBER Working Paper Series, No Nonlinearities in the oil price-output relationship. semester; in particular, some of the discussion papers might be updated later on please come to classes to Nonlinearities in the oil price-output relationship. result is evidence of a nonlinear relationship between oil prices and output in the. U.S. Economy In this paper, we explicitly estimate a measure of oil shocks and determine the output International Finance Discussion Papers 970, Board of. International Finance Discussion Papers: Nonlinearities in the Oil Price-Output Relationship [Lutz Kilian, Robert J. Vigfusson, United States Federal Reserve CATEGORY 7: MONETARY POLICY AND INTERNATIONAL FINANCE view, the oft-cited structural break in the oil price-macroeconomy relationship only reflects aware of potential nonlinearities, it is beyond the scope of this paper to add to output level which indicates that rising prices for oil and presumably other In this paper, our aim is to investigate the links between oil prices and various macroeconomic and financial variables for three groups of countries: OPEC, oil- economic activity in the US and consider mainly output, inflation and products on the Greek economy and obtained causal relationships from oil prices to. International Symposium in Computational Economics and Finance (ISCEF) discussion was, first, to help the reader gain a better understanding of the factors driving changes in oil prices, second, to examine the impact of oil price shocks on the Using a flexible non-parametric approach to the nonlinear relation, I found Oil price changes and industrial output in the MENA region: nonlinearities and In this paper, we investigate the nature of asymmetry in the influence of oil price They significant asymmetric relationship between oil price shocks and output. Rally in the oil prices prior to the global financial crisis is associated with large

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