Skip to main content

ETHNOS_APP

Home • Search • Journals • List 0

Asymmetric effects of oil price shocks on US business sentiment

Evidence from the ISM manufacturing index

Bibliographic Data

ID21542064
AuthorsDohyoung Kwon (0000-0002-0211-2677, Gachon University, corresponding author)
Year2025
Volume69
Issue6
Pages3227-3249
Publication date2025-12-01
Open AccessYes
TypeARTICLE
VenueEmpirical Economics (JOURNAL)
Journal identifiersISSN: 0377-7332 • E-ISSN: 1435-8921
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s00181-025-02828-8
OpenAlexW4414562855
LanguageEN
References cited48

Business cycle · Consumer confidence index · Demand shock · Oil price · Oil supply · Supply shock · Energy, Environment, and Transportation Policies · Energy, Environment, Economic Growth · Market Dynamics and Volatility

  • What is an oil shock?

    Open Access•James D Hamilton•Journal of Econometrics•2003

  • Estimation and Inference of Impulse Responses by Local Projections

    Òscar Jordà•American Economic Review•2005

  • Measuring Uncertainty

    Kyle Jurado, Sydney C Ludvigson et al.•American Economic Review•2015

  • Structural Interpretation of Vector Autoregressions with Incomplete Identification

    Christiane Baumeister, James D Hamilton•American Economic Review•2019

  • Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

    Open Access•Jialin Christina Wu, Jing Cynthia Wu et al.•Journal of money credit and banking•2016

  • Uncertainty and Investment Dynamics

    Nick Bloom, Stephen Bond et al.•The Review of Economic Studies•2007

  • The Role of Inventories and Speculative Trading in the Global Market for Crude Oil

    Open Access•Lutz Kilian, Daniel P Murphy et al.•Journal of Applied Econometrics•2014

  • Not All Oil Price Shocks Are Alike

    Lutz Kilian•American Economic Review•2009

  • Measuring the Output Responses to Fiscal Policy

    Alan J Auerbach, Yuriy Gorodnichenko•American Economic Journal…•2012

  • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

    David A Dickey, Wayne A Fuller•Econometrica•1981

  • Measuring Economic Policy Uncertainty

    Scott Baker, Scott R Baker et al.•The Quarterly Journal of Economics•2016

  • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

    Whitney K Newey, Kenneth D West•Econometrica•1987

  • The shale oil boom and the US economy

    Open Access•Hilde C Bjørnland, Julia Skretting•Journal of Applied Econometrics•2024

  • Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment

    Open Access•Zeina Alsalman•Empirical Economics•2021

  • Oil price shocks and macroeconomic dynamics

    Open Access•Inwook Hwang, Jaebeom Kim•Empirical Economics•2024

  • A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using Napm Data

    Dasgupta, Susmita Dasgupta et al.•Journal of Business and Economic…•1992

  • Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices

    Lutz Kilian, Clara Vega•The Review of Economics and…•2011

  • Oil and the Macroeconomy When Prices Go Up and Down

    Knut Anton Mork•Journal of Political Economy•1989

  • Oil and the Macroeconomy since World War II

    James D Hamilton•Journal of Political Economy•1983

  • Government Spending Multipliers in Good Times and in Bad

    Valerie A Ramey, Valerie Ramey et al.•Journal of Political Economy•2017

Highly citedNo

Tools

Open DOI
Ethnos_APP • Open Source Project • MIT License • Frontend v2.0.0 • Privacy and Cookies • API Documentation: api.ethnos.app/docs • API Source Code: GitHub • DOI: 10.5281/zenodo.17049435 • Frontend Source Code: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae