Are the macroeconomic effects of oil price shock symmetric? A Factor-Augmented Vector Autoregressive approach

Lian An, Xiaoze Jin, Xiaomei Ren

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)217-228
Number of pages12
JournalEnergy Economics
Volume45
DOIs
StatePublished - Sep 1 2014
Externally publishedYes

ASJC Scopus Subject Areas

  • Economics and Econometrics
  • General Energy

Keywords

  • Asymmetry
  • Factor Augmented Vector Autoregression
  • Oil fluctuation
  • Real economic activity

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