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The response of CO2 emissions to macroeconomic shocks : a panel VAR analysis

Omar, Nadeen; Klose, Jens - 2024

unbalanced panel of 78 countries using annual data between 1990 to 2022. We estimate a panel vector autoregression (VAR) model to … population growth, GDP growth, renewable energy consumption, and interest rates. …

Persistent link: https://www.econbiz.de/10014530667

Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests

Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018

The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt, Jordan, Morocco, Qatar, Saudi Arabia, Tunisia,...

Persistent link: https://www.econbiz.de/10011897569

Do Energy-Price Shocks Affect Core-Price Measures?

Humpage, Owen F. - 2009

This paper investigates the relationship between energy-price shocks and three core measures of inflation in a vector autoregression model that incorporates measures of monetary policy and inflation expectations. The sample set includes data at monthly frequencies from 1980 through 2000. We find...

Persistent link: https://www.econbiz.de/10012721045

Accounting for the declining economic effects of oil price shocks

Lyu, Yifei - In: Energy economics 96 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012817825

Oil price shocks and GDP growth : do energy shares amplify causal effects?

Bergmann, Philip - In: Energy economics 80 (2019), pp. 1010-1040

Persistent link: https://www.econbiz.de/10012173769

Global financial markets and oil price shocks in real time

Venditti, Fabrizio; Veronese, Giovanni - 2020

The role that the price of oil plays in economic analysis in central banks as well as in financial markets has evolved over time. Oil is not seen anymore just as a input to production but also as a barometer of global economic activity as well as a financial asset. A high frequency structural...

Persistent link: https://www.econbiz.de/10012299083

Oil price shock in the US and the euro area - evidence from the shadow rate and the term premium

Pažický, Martin - In: Národohospodářský obzor : časopis věnovaný … 21 (2021) 3, pp. 309-346

area. Oil price transmission channel is assessed using Granger causalities and structural vector autoregressive (VAR … confirmed by the outcomes of the Bayesian VAR specification with sign restrictions. The consequences of changes in oil prices …

Persistent link: https://www.econbiz.de/10012651358

Exploring the economic resilience of low vs. high carbon intensity sectors

Lichtenberger, Andreas; Stehrer, Robert - 2024

employment within both LCI and HCI industries. To illustrate these dynamics, we conducted a vector autoregression (VAR) analysis …

Persistent link: https://www.econbiz.de/10015132889

Insurance penetration and economic growth in Africa : dynamic effects analysis using Bayesian TVP-VAR approach

Olayungbo, D. O.; Akinlo, Anthony Enisan - In: Cogent economics & finance 4 (2016) 1, pp. 1-19

This paper examines the dynamic interactions between insurance and economic growth in eight African countries for the … sample countries. A Bayesian Time Varying Parameter Vector Auto regression (TVP-VAR) model with stochastic volatility is used … insurance to economic growth, we find positive relationship for Egypt, while short-run negative and long-run positive effects …

Persistent link: https://www.econbiz.de/10011531077

New evidence on sources of macroeconomic fluctuations in sub‐Saharan African countries

Taiwo, Shakirrudeen; Uwilinggiye, Josine - 2023

Persistent link: https://www.econbiz.de/10014336595