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The decline in US output volatility : structural changes and inventory investment

Herrera, Ana María; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 462-472

Persistent link: https://www.econbiz.de/10003193537

The comovement in inventories and in sales : higher and higher

Herrera, Ana María; Murtazashvili, Irina; Pesavento, Elena - In: Economics letters 99 (2008) 1, pp. 155-158

Persistent link: https://www.econbiz.de/10003723286

The effect of oil news shocks on job creation and destruction

Hanson, Ryan; Herrera, Ana María - 2025

Persistent link: https://www.econbiz.de/10015339676

Oil price shocks, systematic monetary policy, and the "great moderation"

Herrera, Ana María; Pesavento, Elena - In: Macroeconomic dynamics 13 (2009) 1, pp. 107-137

Persistent link: https://www.econbiz.de/10003815949

Oil price shocks and the US stock market : do sign and size matter?

Alsalman, Zeina; Herrera, Ana María - In: The energy journal 36 (2015) 3, pp. 171-188

Persistent link: https://www.econbiz.de/10011403533

Forecasting crude oil price volatility

Herrera, Ana María; Hu, Liang; Pastor, Daniel - In: International journal of forecasting 34 (2018) 4, pp. 622-635

Persistent link: https://www.econbiz.de/10012031060

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023

Persistent link: https://www.econbiz.de/10014249865

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

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023

Persistent link: https://www.econbiz.de/10014302183

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