Oil price shocks and macroeconomic dynamics
How important is the role of nonlinearity
Bibliographic Data
| ID | 21541803 |
|---|---|
| Authors | Inwook Hwang (0000-0002-2382-7575, National Assembly), Jaebeom Kim (0000-0002-7711-2532, Oklahoma State University, corresponding author) |
| Year | 2024 |
| Volume | 66 |
| Issue | 3 |
| Pages | 1103-1123 |
| Publication date | 2024-03-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-023-02484-w |
| OpenAlex | W4386225399 |
| Language | EN |
| Citations received | 2 |
| References cited | 37 |
Aggregate demand · Autoregressive model · Boom · Business cycle · Commodity · Demand shock · Econometrics · Economics · Macroeconomics · Monetary economics · Monetary policy · Oil price · Recession · Variance decomposition of forecast errors · Vector autoregression · Energy, Environment, and Transportation Policies · Global Energy and Sustainability Research · Market Dynamics and Volatility
Modelling Nonlinear Economic Relationships
What is an oil shock?
Irreversibility, Uncertainty, and Cyclical Investment
Measuring Uncertainty
Structural Interpretation of Vector Autoregressions with Incomplete Identification
Not All Oil Price Shocks Are Alike
Measuring the Output Responses to Fiscal Policy
Dynamic Asymmetries in U.S. Unemployment
The Asymmetric Business Cycle
Oil and the Macroeconomy When Prices Go Up and Down
Oil and the Macroeconomy since World War II
A Neoclassical Model of Unemployment and the Business Cycle
| Citations per year | 2 |
|---|---|
| Citation span | 2025 - 2025 (1) |
| Highly cited | No |