Essays about: "oil price shock"
Showing result 6 - 10 of 16 essays containing the words oil price shock.
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6. Oil price shocks on Swedish economy : Case study on the oil's effect on a small country.
University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)Abstract : We estimate the macroeconomic performance in terms of inflation and GDP growth of Sweden in relations to oil price shocks, focusing on the differences across two periods, pre and post 2008. By using a Vector Error Correction model and linear hypothesis testing we can see short term and long term correlations between the nominal oil price and three dependent variables, GDP, CPI and GDP deflator. READ MORE
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7. The oil price-macroeconomy relationship revisted
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Our study aims to evaluate the Mundell-Fleming model ability to predict the effects from a oil price shock to output and interest rates by analyzing data, from the last thirty years, by using a VAR-model. Our results show an asymmetric effect between oil price and GDP growth while the oil price-interest rate relationship partly holds. READ MORE
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8. Oil price shocks and trade
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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9. Do Oil Price Shock Affect Household Consumption? -Evidence from five OECD Countries
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : International oil prices have been fluctuating a lot since decades. Since oil is an important component influencing global indicators, it is also important to evaluate to what extent consumer spending is affected in the aftermath of oil price shocks. READ MORE
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10. The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper aims to investigate the effects of macroeconomic variables on stock market volatility in three Asian countries by applying GARCH MIDAS model. The study covers the period from 01/2003 to 06/2014. The GARCH MIDAS framework allows to incorporate macro variables directly in the model and obtain long-term and short-term volatility separately. READ MORE