Nonlinearities and the Macroeconomic Effects of Oil Prices

James Hamilton

No 16186, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: 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 (2009).

JEL-codes: E32 Q43 (search for similar items in EconPapers)
Date: 2010-07
New Economics Papers: this item is included in nep-bec, nep-cba, nep-ene, nep-mac, nep-opm and nep-ore
Note: EEE EFG
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Citations: View citations in EconPapers (27)

Published as Hamilton, James D., 2011. "Nonlinearities And The Macroeconomic Effects Of Oil Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 364-378, November.

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Related works:
Journal Article: NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)
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