The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Xin Sheng (Anglia Ruskin University), Rangan Gupta (University of Pretoria), Qiang Ji (Chinese Academy of Sciences and University of Chinese Academy of Sciences)
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Sheng, Xin ; Gupta, Rangan ; Ji, Qiang |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | Oil shocks | Expected macroeconomic skewness | US economy | Local projection model | Impulse response functions | USA | United States | Schock | Shock | Ölpreis | Oil price | Konjunktur | Business cycle | Wirkungsanalyse | Impact assessment | Makroökonometrie | Macroeconometrics | Aggregation | VAR-Modell | VAR model | Volatilität | Volatility | Erwartungsbildung | Expectation formation |
freely available