A01=Apostolos Serletis
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Asymmetric Output Responses
Author_Apostolos Serletis
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Category1=Non-Fiction
Category=KNBP
COP=Singapore
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Language_English
Multivariate GARCH-in-Mean VAR
Oil Price Volatility
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Price_€50 to €100
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Product details
- ISBN 9789814390675
- Publication Date: 07 Sep 2012
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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The relationship between the price of oil and the level of economic activity is a fundamental issue in macroeconomics. There is an ongoing debate in the literature about whether positive oil price shocks cause recessions in the United States (and other oil-importing countries), and although there exists a vast empirical literature that investigates the effects of oil price shocks, there are relatively few studies that investigate the direct effects of uncertainty about oil prices on the real economy. The book uses recent advances in macroeconomics and financial economics to investigate the effects of oil price shocks and uncertainty about the price of oil on the level of economic activity.
