Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald.
In: Working Papers.
RePEc:tas:wpaper:15727.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 28

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Socha, Robert ; Wdowiski, Piotr.
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2018:i:1:p:103-135.

    Full description at Econpapers || Download paper

  2. Crude oil price and speculative activity: a cointegration analysis. (2018). Socha, Robert ; Wdowiski, Piotr.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:10:y:2018:i:3:p:263-304.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adalid, R., Detken, C., 2007. Liquidity shocks and asset price boom/bust cycles. ECB Working Paper 732, European Central Bank, Frankfurt a.M. Baks, K., Kramer, C.F., 1999. Global liquidity and asset prices: Measurement, implications, and spillovers. IMF Working Paper 99/168, International Monetary Fund, Washington, D.C. Barsky, R.B., Kilian, L., 2002. Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative, in Bernanke, B.S., Rogoff, K. (Eds.), NBER Macroeconomics Annual 2001, MIT Press: Cambridge, MA, pp. 137-183.

  2. Belke, A., Bordon, I., Hendricks, T., 2010. Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries. Applied Financial Economics 20, 227-242.

  3. Belke, A., Orth, W., Setzer, R., 2010. Liquidity and the dynamic pattern of asset price adjustment: A global view. Journal of Banking and Finance 34, 1933-1945.

  4. Bernanke B.S., Gertler, M., Watson, M.W., 1997. Systematic Monetary Policy and the Effects of Oil Price Shocks. Brookings Papers on Aggregate demand 1, 91-142.

  5. Bodenstein, M., Erceg, C.J., Guerrieri, L., 2008. Optimal Monetary Policy with Distinct Core and Headline Inflation Rates. Journal of Monetary Economics 55(Supplement), S18–S33.

  6. Bodenstein, M., Guerrieri, L., Kilian, L., 2012. Monetary policy responses to oil price fluctuations. CEPR Discussion Papers 8928, C.E.P.R. Discussion Papers.

  7. Brana, S., Djigbenou, M.-L., Prat, S., 2012. Global excess liquidity and asset prices in emerging countries: A PVAR approach. Emerging Markets Review 13(3), 256–267.

  8. D’Agostino, A., Surico, P., 2009. Does global liquidity help to forecast US inflation? Journal of Money, Credit and Banking 41 (2/3), 479-489.

  9. Darius, R., Radde, S., 2010. Can Global Liquidity Forecast Asset Prices? IMF Working Paper 10/196, International Monetary Fund, Washington, D.C. Elekdag, S., Lalonde, R., Laxton, D., Muir, D., Pesenti, P., 2008. Oil Price Movements and the Global Economy: A Model-Based Assessment. NBER Working Paper No. 13792.

  10. Enders, W., 2004. Applied Econometric Time Series, second ed. John Wiley and Sons, New York.
    Paper not yet in RePEc: Add citation now
  11. Engle, R.F., Granger, C.W.J., 1987. Cointegration and Error-Correction: Representation, Estimation, and Testing. Econometrica 55, 251-276.

  12. Fan, L., Yu, Y., Zhang, C., 2011. An empirical evaluation of China’s monetary policies. Journal of Macroeconomics 33 (2), 358–371.

  13. Frankel, J.A., Rose, A.K., 2010. Determinants of Agricultural and Mineral Commodity Prices in: Fry, R., Jones, C., Kent, C., (Eds.), Inflation in an Era of Relative Price Shocks, Sydney, pp. 9-51.

  14. Gerdesmeier, D., Roffia, B., Reimers, H.-E., 2009. Asset price misalignments and the role of money and credit. ECB Working Paper 1068, European Central Bank, Frankfurt a.M. Gillman, M., Nakov, A., 2009. Monetary Effects on Nominal Oil Prices. North American Journal of Economics and Finance 20, 239-254.

  15. Greiber, C., Setzer, R., 2007. Money and housing: Evidence for the euro area and the US. Deutsche Bundesbank Discussion Paper Series 1: Economic Studies 07/12, Frankfurt a.M. Hamilton, J.D., 1983. Oil and the Macroeconomy since World War II. Journal of Political Economy 91, 228–248.

  16. Hamilton, J.D., 2009. Causes and Consequences of the Oil Shock of 2007-08. Brookings Papers on Economic Activity 1, Spring, 215-261.

  17. Hamilton, J.D., 2011. Historical Oil Shocks. NBER Working Paper No. 16790. Forthcoming in The Routledge Handbook of Major Events in Economic History, Parker, R.E., Whaples, R.M., (Eds.), Routledge, 2013.

  18. Kilian, L., 2009. Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market. American Economic Review 99, 1053-1069.

  19. Kilian, L., Hicks, B., 2012. Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? Journal of Forecasting, forthcoming. DOI: 10.1002/for.2243.
    Paper not yet in RePEc: Add citation now
  20. Kilian, L., Lewis, L.T., 2011. Does the Fed Respond to Oil Price Shocks? The Economic Journal 121, 1047-1072 Kim, I., Loungani, P., 1992. The role of energy in real business cycle models. Journal of Monetary Economics 29, 173–89.

  21. Leduc, S., Sill, K., 2007. Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in US Volatility. Review of Economic Dynamics 10, 595–614.

  22. Lee, K., Ni, S., Ratti, R.A., 1995. Oil shocks and the Marcoeconomy: the role of price variability. Energy Journal 16, 39-56.

  23. Nakov, A., Pescatori, A., 2010. Monetary Policy Trade-Offs with a Dominant Oil Producer. Journal of Money, Credit and Banking 42, 1-32.

  24. Ratti, R.A., Vespignani, J. L., 2012. Crude Oil Prices: China’s Influence Over 1996-2011 Working paper.

  25. Ruffer. R., Stracca, L., 2006. What is global excess liquidity, and does it matter? ECB Working Paper 696, European Central Bank, Frankfurt a. M.

  26. Sánchez-Fung, J. R., 2012. Examining the role of monetary aggregates in China. Bank of Finland Discussion Papers 18/2012.

  27. Sims, C.A., 1980. Macroeconomics and Reality. Econometrica 48, 1-48.

  28. Sousa, J., Zaghini, A., 2007. Global Monetary Policy Shocks in the G5: A SVAR Approach. Journal of International Financial Markets, Institutions and Money 17, 403-419.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying effects of international copper price shocks on Chinas producer price index. (2019). Hu, Chunyan ; Zhao, Cong ; Wen, Fenghua.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:507-514.

    Full description at Econpapers || Download paper

  2. The Impact of Monetary Policy Shocks on Commodity Prices. (2013). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:3:a:4.

    Full description at Econpapers || Download paper

  3. Oil Price Shocks, Monetary Policy and Stagflation. (2010). Kilian, Lutz.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2009-04.

    Full description at Econpapers || Download paper

  4. Determinants of Agricultural and Mineral Commodity Prices. (2010). Rose, Andrew K ; Frankel, Jeffrey A.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2009-02.

    Full description at Econpapers || Download paper

  5. Neoliberalism’s relationship with economic growth in the developing world: Was it the power of the market or the resolution of financial crisis?. (2010). Cohen, Joseph N.
    In: MPRA Paper.
    RePEc:pra:mprapa:24527.

    Full description at Econpapers || Download paper

  6. Neoliberalism’s relationship with economic growth in the developing world: Was it the power of the market or the resolution of financial crisis?. (2010). .
    In: MPRA Paper.
    RePEc:pra:mprapa:24399.

    Full description at Econpapers || Download paper

  7. The historical relationship between inflation and political rebellion, and what it might teach us about neoliberalism. (2010). Cohen, Joseph ; Linton, April .
    In: MPRA Paper.
    RePEc:pra:mprapa:22522.

    Full description at Econpapers || Download paper

  8. An Overhaul of Fed Doctrine: Nominal Income and the Great Moderation. (2010). Hendrickson, Joshua.
    In: MPRA Paper.
    RePEc:pra:mprapa:20346.

    Full description at Econpapers || Download paper

  9. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2010). Taylor, John ; Levin, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15630.

    Full description at Econpapers || Download paper

  10. Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: Working Papers.
    RePEc:cwm:wpaper:93.

    Full description at Econpapers || Download paper

  11. Oil Price Shocks and the Optimality of Monetary Policy. (2009). Kormilitsina, Anna.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0901.

    Full description at Econpapers || Download paper

  12. Keynes is Back: Global Economic Depression Monetary Policy Operations FY-02 & FY-09 Pakistan´s Economic Scenario. (2009). Abbas, Syed ; Syed, Kanwar Abbas .
    In: MPRA Paper.
    RePEc:pra:mprapa:23570.

    Full description at Econpapers || Download paper

  13. Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach. (2009). ALIYU, Shehu ; Aliyu, Shehu Usman Rano, .
    In: MPRA Paper.
    RePEc:pra:mprapa:18726.

    Full description at Econpapers || Download paper

  14. The Supply-Shock Explanation of the Great Stagflation Revisited. (2008). Blinder, Alan ; Rudd, Jeremy B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14563.

    Full description at Econpapers || Download paper

  15. Oil price shocks: Demand vs Supply in a two-country model. (2008). Campolmi, Alessia.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2008/5.

    Full description at Econpapers || Download paper

  16. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2008-018.

    Full description at Econpapers || Download paper

  17. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6.

    Full description at Econpapers || Download paper

  18. An international perspective on oil price shocks and U.S. economic activity. (2008). Brown, Stephen ; Balke, Nathan ; Yucel, Mine K. ; Stephen P. A. Brown, .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:20.

    Full description at Econpapers || Download paper

  19. Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry. (2008). Kline, Patrick.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1645.

    Full description at Econpapers || Download paper

  20. Oil Prices, Profits, and Recessions : An Inquiry Using Terrorism as an Instrumental Variable. (2007). Oswald, Andrew ; Graham, Liam ; Chen, Natalie.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:809.

    Full description at Econpapers || Download paper

  21. Does global liquidity help to forecast US inflation?. (2007). Surico, Paolo ; D'Agostino, Antonello.
    In: MPRA Paper.
    RePEc:pra:mprapa:6283.

    Full description at Econpapers || Download paper

  22. Using Wavelets to decompose time-frequency economic relations. (2007). Aguiar-Conraria, Luís ; Azevedo, Nuno ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:17/2007.

    Full description at Econpapers || Download paper

  23. Oil Shocks and External Balances. (2007). Spatafora, Nikola ; Rebucci, Alessandro ; Kilian, Lutz.
    In: Working Papers.
    RePEc:mie:wpaper:562.

    Full description at Econpapers || Download paper

  24. A note on oil dependence and economic instability. (2007). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-060.

    Full description at Econpapers || Download paper

  25. Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0717.

    Full description at Econpapers || Download paper

  26. Inflation-output gap trade-off with a dominant oil supplier. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0710.

    Full description at Econpapers || Download paper

  27. Commodity prices, money and inflation. (2007). Cronin, David ; Browne, Frank .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007738.

    Full description at Econpapers || Download paper

  28. What Do We Learn from the Price of Crude Oil Futures?. (2007). Kilian, Lutz ; Alquist, Ron.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6548.

    Full description at Econpapers || Download paper

  29. Oil Shocks and External Balances. (2007). Spatafora, Nikola ; Rebucci, Alessandro ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6303.

    Full description at Econpapers || Download paper

  30. Does global liquidity help to forecast US inflation?. (2007). Surico, Paolo ; D'Agostino, Antonello.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:10/rt/07.

    Full description at Econpapers || Download paper

  31. Inflation-output gap trade-off with a dominant oil supplier. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers.
    RePEc:bde:wpaper:0723.

    Full description at Econpapers || Download paper

  32. Understanding the large negative impact of oil shocks. (2006). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-042.

    Full description at Econpapers || Download paper

  33. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries. (2006). Manera, Matteo ; Cologni, Alessandro .
    In: Working Papers.
    RePEc:fem:femwpa:2006.29.

    Full description at Econpapers || Download paper

  34. Oil Price Shocks and Currency Denomination. (2005). Wohltmann, Hans-Werner ; Winkler, Roland.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3196.

    Full description at Econpapers || Download paper

  35. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís ; Gulamhussen, Mohamed Azzim .
    In: NIPE Working Papers.
    RePEc:nip:nipewp:2/2005.

    Full description at Econpapers || Download paper

  36. Why hasnt the jump in oil prices led to a recession?. (2005). Trehan, Bharat ; Fernald, John.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2005:i:nov18:n:2005-31.

    Full description at Econpapers || Download paper

  37. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:ecl:corcae:05-01.

    Full description at Econpapers || Download paper

  38. The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries. (2005). Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5404.

    Full description at Econpapers || Download paper

  39. Die gesamtwirtschaftlichen Auswirkungen einer Ölpreiserhöhung. (2005). .
    In: ifo Dresden berichtet.
    RePEc:ces:ifodre:v:12:y:2005:i:05:p:3-11.

    Full description at Econpapers || Download paper

  40. Supply Shocks and the Persistence of Inflation. (2004). Sommer, Martin.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0408005.

    Full description at Econpapers || Download paper

  41. Sectoral Specialization in Austria and in the EU-15. (2004). Schneider, Martin ; Janger, Jürgen.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2004:i:2:b:2.

    Full description at Econpapers || Download paper

  42. The Great Inflation of the seventies: what really happened?. (2004). Nelson, Edward.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-001.

    Full description at Econpapers || Download paper

  43. Another Look at Sticky Prices and Output Persistence. (2004). Wen, Yi ; Wang, Pengfei.
    In: Working Papers.
    RePEc:ecl:corcae:04-19.

    Full description at Econpapers || Download paper

  44. Will Stability Last?. (2004). Rowthorn, Robert ; Martin, William .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1324.

    Full description at Econpapers || Download paper

  45. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10130.

    Full description at Econpapers || Download paper

  46. Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey. (2003). Sill, Keith ; Leduc, Sylvain ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:02-13.

    Full description at Econpapers || Download paper

  47. Supply Shocks and the Persistence of Inflation. (2002). Sommer, Martin.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:485.

    Full description at Econpapers || Download paper

  48. Does inflation targeting matter? - commentary. (2002). Mishkin, Frederic.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:jul:p:149-154:n:v.84no.4.

    Full description at Econpapers || Download paper

  49. Monetary Policy and Stagflation in the UK. (2002). Nikolov, Kalin ; Nelson, Edward.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3458.

    Full description at Econpapers || Download paper

  50. Monetary policy and stagflation in the UK. (2002). Nikolov, Kalin ; Nelson, Edward.
    In: Bank of England working papers.
    RePEc:boe:boeewp:155.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-15 19:02:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.