Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Year of publication: |
August 2017
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Authors: | Morana, Claudio |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 82-96
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Subject: | Oil price shocks | Oil price-macroeconomy relationship | Risk factors | Semiparametric dynamic conditional correlation model | Time-varying parameter models | Ölpreis | Oil price | ARCH-Modell | ARCH model | VAR-Modell | VAR model | EU-Staaten | EU countries | Eurozone | Euro area | Schock | Shock | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
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