NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES

被引：277

作者：

Hamilton, James D. ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA

来源：

MACROECONOMIC DYNAMICS | 2011年 / 15卷

关键词：

Oil Shocks; Nonlinear Dynamics; Asymmetric Response Oil Prices; SHOCKS; REAL; ENERGY; HETEROSKEDASTICITY; RESPONSES;

D O I：

10.1017/S1365100511000307

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper reviews some of the literature on the macroeconomic effects of oil price shocks with a particular focus on possible nonlinearities in the relation and recent new results obtained by Kilian and Vigfusson [http://www-personal.umich/(similar to)lkilian/kvsubmission.pdf (2009)].

引用

页码：364 / 378

页数：15

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