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Asymmetries in the response of economic activity to oil price increases and decreases?

Herrera, Ana María; Lagalo, Latika Gupta; Wada, Tatsuma - In: Journal of international money and finance 50 (2015), pp. 108-133

Persistent link: https://www.econbiz.de/10010465420

The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles

Wada, Tatsuma - In: Macroeconomic dynamics 18 (2014) 6, pp. 1234-1270

Persistent link: https://www.econbiz.de/10010467986

Oil price shocks, inventories, and macroeconomic dynamics

Herrera, Ana María - In: Macroeconomic dynamics 22 (2018) 3, pp. 620-639

Persistent link: https://www.econbiz.de/10011916664

Oil shocks and aggregate macroeconomic behavior : the role of monetary policy

Hamilton, James D.; Herrera, Ana María - In: Journal of money, credit and banking : JMCB 36 (2004) 2, pp. 265-286

Persistent link: https://www.econbiz.de/10002093357

When do state-dependent local projections work?

Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2022

Persistent link: https://www.econbiz.de/10013332588

State-dependent local projections

Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2023

Persistent link: https://www.econbiz.de/10014311197

When do state-dependent local projections work?

Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2022

Persistent link: https://www.econbiz.de/10013187676

Tax news in good and bad times

Rangaraju, Sandeep Kumar; Herrera, Ana María - In: Economics letters 207 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013170617

Oil news shocks and the U.S. stock market

AlSalman, Zeina; Herrera, Ana María; Rangaraju, … - In: Energy economics 126 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014483387

Oil News Shocks and the U.S. Stock Market

Herrera, Ana María; Alsalman, Zeina N.; Rangaraju, … - 2023

We study the effect of oil news shocks on U.S. aggregate and industry-level stock returns. Using a Proxy-VAR and a sample from January 1973 to December 2019, we find no significant effect on aggregate stock price index on impact, but a persistent and significant drop at longer horizons. An...

Persistent link: https://www.econbiz.de/10014348417