Oil price shocks and their transmission mechanism in an oil-exporting economy : a VAR analysis informed by a DSGE model
Year of publication: |
November 2016
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Authors: | Hou, Keqiang ; Mountain, Dean C. ; Wu, Ting |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 68.2016, p. 21-49
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Subject: | Oil price shock | Structural VAR | Sign restrictions | Two-country DSGE model | Canada | Ölpreis | Oil price | VAR-Modell | VAR model | Dynamisches Gleichgewicht | Dynamic equilibrium | Kanada | Schock | Shock | DSGE-Modell | DSGE model | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment | Zwei-Länder-Modell | Two-country model |
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