Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?

[1]  Jaebeom Kim,et al.  Oil price shocks and the US stock market: A nonlinear approach , 2021 .

[2]  James D. Hamilton Measuring Global Economic Activity , 2019, Journal of Applied Econometrics.

[3]  James D. Hamilton,et al.  Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks , 2017, American Economic Review.

[4]  L. Kilian,et al.  Modeling Fluctuations in the Global Demand for Commodities , 2017, Journal of International Money and Finance.

[5]  Prakash Loungani,et al.  Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies , 2017, SSRN Electronic Journal.

[6]  Huiming Zhu,et al.  Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach , 2017 .

[7]  Efrem Castelnuovo,et al.  Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach , 2017, SSRN Electronic Journal.

[8]  Gabriela Nodari Financial regulation policy uncertainty and credit spreads in the US , 2014 .

[9]  Hyeongwoo Kim,et al.  How Do Oil Price Shocks Affect Consumer Prices , 2014 .

[10]  Robert J. Vigfusson,et al.  The Role of Oil Price Shocks in Causing U.S. Recessions , 2014, SSRN Electronic Journal.

[11]  Apostolos Serletis,et al.  The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach , 2010 .

[12]  L. Kilian,et al.  The Impact of Oil Price Shocks on the U.S. Stock Market , 2007 .

[13]  L. Kilian Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market , 2006 .

[14]  L. Kilian,et al.  Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative , 2001, NBER Macroeconomics Annual.

[15]  M. Hooker Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime , 1999 .

[16]  Knut Anton Mork,et al.  Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results , 1989, Journal of Political Economy.

[17]  James D. Hamilton A Neoclassical Model of Unemployment and the Business Cycle , 1988, Journal of Political Economy.

[18]  J. Burbidge,et al.  Testing for the Effects of Oil-Price Rises using Vector Autoregressions , 1984 .

[19]  James D. Hamilton Oil and the Macroeconomy since World War II , 1983, Journal of Political Economy.

[20]  Serena Ng,et al.  NBER WORKING PAPER SERIES UNCERTAINTY AND BUSINESS CYCLES : EXOGENOUS IMPULSE OR ENDOGENOUS RESPONSE ? , 2015 .

[21]  Efrem Castelnuovo,et al.  Working Paper No . 12 / 14 Uncertainty Shocks and Unemployment Dynamics in U . S . Recessions , 2014 .

[22]  Sven Ove Hansson,et al.  Measuring Uncertainty , 2009, Stud Logica.