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1by Liao, Shushu Published in Journal of banking & finance (01.04.2021)“...The recent financial crisis was associated with a large and prolonged deterioration of the credit supply. I build and calibrate a structural model to explore...”
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3“...We study how oil supply shocks affect the output growth of selected countries in the Mediterranean region. We focus on the effects of oil supply shocks on...”
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4by Hobbs, Jill E Published in Meat science (11.02.2021)“...The Covid-19 pandemic has upended societies, economic activity, and business environments. With a focus on the meat processing sector, this paper considers the...”
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5“...This study examines the impact of structural oil demand and supply shocks, derived from a structural vector autoregression model proposed by Kilian (2009), on...”
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6by Kilian, Lutz Published in The American economic review (01.06.2009)“...Shocks to the real price of oil may reflect oil supply shocks, shocks to the global demand for all industrial commodities, or demand shocks that are specific...”
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7“...Firing restrictions are in use throughout the developed world but their role in the transmission of macroeconomic shocks into the real economy is mostly...”
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8by David H. Autor David Dorn Gordon H. Hanson Jae Song Published in The Quarterly journal of economics (01.11.2014)“...We analyze the effect of exposure to international trade on earnings and employment of U.S. workers from 1992 through 2007 by exploiting industry shocks to...”
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9by Stavros Degiannakis George Filis Renatas Kizys Published in The Energy journal (Cambridge, Mass.) (01.01.2014)“...The paper investigates the effects of oil price shocks on stock market volatility in Europe by focusing on three measures of volatility, i.e. the conditional,...”
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10“...This paper examines the effects of oil demand and supply shocks on emerging market economies in Latin America using a Bayesian vector autoregressive (VAR)...”
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11by Lutz Kilian Cheolbeom Park Published in International economic review (Philadelphia) (01.11.2009)“...It is shown that the reaction of U.S. real stock returns to an oil price shock differs greatly depending on whether the change in the price of oil is driven by...”
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12by Nadeem Iqbal Amjad Amin Danish Wadood Alam Published in Journal of Accounting and Finance in Emerging Economies (01.12.2020)“...Price stability are important for macroeconomic stability, especially for the economies, which are facing macroeconomic instability. Contractionary monetary...”
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13“...The paper provides a review of the estimation of structural vector autoregressions with sign restrictions. It is shown how sign restrictions solve the...”
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14“...This paper examines the nonlinear effect of oil price shocks on precious metal returns using Markov regime switching regression. We use Ready's (2018) approach...”
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15by DARRELL DUFFIE Published in The Journal of finance (New York) (01.08.2010)“...I describe asset price dynamics caused by the slow movement of investment capital to trading opportunities. The pattern of price responses to supply or demand...”
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16by Kilian, Lutz Published in Journal of economic literature (01.12.2008)“...Large fluctuations in energy prices have been a distinguishing characteristic of the U.S. economy since the 1970s. Turmoil in the Middle East, rising energy...”
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17by George J. Borjas Published in The Quarterly journal of economics (01.11.2003)“...Immigration is not evenly balanced across groups of workers who have the same education but differ in their work experience, and the nature of the supply...”
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18by Lutz Kilian Published in The review of economics and statistics (01.05.2008)“...The paper proposes a new measure of exogenous oil supply shocks. The timing, the magnitude, and the sign of this measure may differ greatly from current...”
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19by Javier García-Cicco Roberto Pancrazi Martín Uribe Published in The American economic review (01.12.2010)“...We use more than a century of Argentine and Mexican data to estimate the structural parameters of a small-open-economy real-business-cycle model driven by...”
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20by Uddin, Gazi Salah Rahman, Md Lutfur Shahzad, Syed Jawad Hussain Rehman, Mobeen Ur Published in Energy economics (01.06.2018)“...This paper examines the nonlinear effect of oil price shocks on precious metal returns using Markov regime switching regression. We use Ready's (2018) approach...”