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Asymmetries, demand and supply, forecasting, oil price, predictability
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8388.
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Asymmetries, Demand and supply, Forecasting, Oil price, Predictability
external adjustment, U.S. current account, commodity prices, China
productivity, long-run restriction, hours worked, weak instruments
Vector autoregression, dynamic stochastic general equilibrium model, confidence intervals, impulse response functions, identification, long run restrictions, specification error, sampling
Productivity, long-run identifying assumption, Granger-causality
Asymmetry, oil price, energy prices, net increase, shocks, propagation, transmission, vector autoregression
File name: DP7284.
Asymmetry, Energy price, Impulse response, Net increase, Oil price, Propagation, Shock, Transmission, Vector autoregression
financial markets, forecasting, commodities
Pass-through, trade integration, strategic complementarity
real GDP, nonlinearity, asymmetry, time variation, conditional response, prediction
Real GDP, nonlinearity, asymmetry, time variation, conditional response, prediction.
File name: DP10040.
asymmetry, conditional response, nonlinearity, oil price, real GDP, recession, time variation
Macroeconomic models, vector autoregressions, impulse responses, weak instruments, long-run identification assumption
Oil prices, energy prices, net increase, shocks, propagation, transmission, vector autoregression
File name: DP8174.
Asymmetry, Nonlinearity, Oil price, Real Output, Uncertainty
Technology shocks, hours worked, frequency domain, spectral density matrix
Commodity storage, panel GARCH, dynamic factor model
Productivity, co-movement, border effects
exchange rate pass-through, price index
exchange rate pass-through, import prices, item replacement
Vector autoregression, dynamic stochastic general equilibrium model, confidence intervals, impulse responpd functions, identifications, long run restrictions, specification error, sampling
Pass-through, trade integration, strategic complementarity, intensive margin
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: roie.
Exchange rate pass-through, import prices, item replacement
macroeconomic announcements, news, monetary policy, zero lower bound, fiscal policy, fiscal multiplier
Kalman filter, Time-variation, Inventories, Conditional response
Out-of-sample forecast, Oil price, Real GDP, Nonlinearity, Asymmetry
File name: DP8980.
Asymmetry, Nonlinearity, Oil price, Out-of-sample forecast, Real GDP
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