Essays about: "Orthogonalized Impulse Response Functions"

Found 1 essay containing the words Orthogonalized Impulse Response Functions.

  1. 1. Oil price shocks and trade

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Viktor Åkerström; Simon Ljungqvist; [2016]
    Keywords : Oil price shocks; trade balance; VAR; Orthogonalized Impulse Response Functions; Euro area; Business and Economics;

    Abstract : This study aims to examine the effects of oil price shocks on the overall trade- and the non-oil trade balances for ten oil-importing Euro area countries. Theory suggests that the effects from an oil price shock on the oil component of the trade balance for oil importers is negative, but that the effect on the non-oil component is positive. READ MORE