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Macro Shocks and Fluctuations
Rapach, David E. - In: Journal of Economics and Business 50 (1998) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10005313117
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Macro shocks and real stock prices
Rapach, David E. - In: Journal of Economics and Business 53 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10005313235
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Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993
Newbold, Paul; Leybourne, Stephen; Wohar, Mark E. - In: Journal of Economics and Business 53 (2001) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10005301605
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Changes in the oil price-inflation pass-through
Valcarcel, Victor J.; Wohar, Mark E. - In: Journal of Economics and Business 68 (2013) C, pp. 24-42
We estimate a Bayesian structural vector autoregression that allows for time-varying parameters and stochastic volatility in the errors to account for the effects of various aggregate shocks on the real price of oil. We employ US quarterly data from 1948:Q1 to 2011:Q2. We find that aggregate...
Persistent link: https://www.econbiz.de/10010679308