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Details about Ronald A. Ratti

Homepage:http://ronaldratti.com
Workplace:Economics Department, University of Missouri, (more information at EDIRC)

Access statistics for papers by Ronald A. Ratti.

Last updated 2019-05-06. Update your information in the RePEc Author Service.

Short-id: pra615


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Working Papers

2018

  1. Financial and non-financial global stock market volatility shocks
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2018) Downloads
  2. Global Commodity Prices and Global Stock Volatility Shocks
    MPRA Paper, University Library of Munich, Germany Downloads

2017

  1. Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads
  2. Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (14)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (14)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads View citations (14)

    See also Journal Article in Energy Economics (2017)
  4. The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (1)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads

2016

  1. Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) Downloads
  2. The impact of oil price shocks on the US stock market: A note on the roles of US and non-US oil production
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (29)
  3. The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (29)
  4. The implications of liquidity expansion in China for the US dollar
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2016) Downloads
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) Downloads

2015

  1. Oil prices and global factor macroeconomic variables
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    See also Journal Article in Energy Economics (2016)
  2. The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non-U.S. oil production
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (3)
    See also Journal Article in Economics Letters (2016)
  3. Time-varying effect of oil market shocks on the stock market
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (19)
    See also Journal Article in Journal of Banking & Finance (2015)
  4. What drives the global interest rate
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
  5. What drives the global official/policy interest rate?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2015) Downloads View citations (1)

2014

  1. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) Downloads

    See also Journal Article in Journal of Banking & Finance (2015)
  2. Liquidity expansion in China and the U.S. economy
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Not all international monetary shocks are alike for the Japanese economy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads

    See also Journal Article in Economic Modelling (2016)
  4. OPEC and non-OPEC oil producioon and the global economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (2)
    MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (2)

    See also Journal Article in Energy Economics (2015)
  5. Oil prices and the economy: A global perspective
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (1)
  6. Policy Uncertainty in China, Oil Shocks and Stock Returns
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
  7. The Impact of Oil Price Shocks on U.S. Bond Market Returns
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (19)
    See also Journal Article in Energy Economics (2014)
  8. The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (9)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2015)

2013

  1. Chinese Monetary Expansion and the US Economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
  2. Economic Policy Uncertainty and Firm-Level Investment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Macroeconomics (2014)
  3. International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
  4. Oil Price Shocks and Volatility in Australian Stock Returns ‎
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
  5. Oil shocks, policy uncertainty and stock market return
    MPRA Paper, University Library of Munich, Germany Downloads View citations (82)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  6. Structural oil price shocks and policy uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (71)
    See also Journal Article in Economic Modelling (2013)
  7. Taxation of Domestic Dividend Income and Foreign Investment Holdings
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Economics & Finance (2014)
  8. Why crude oil prices are high when global activity is weak?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (15)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (1)

2012

  1. Crude Oil Prices and Liquidity, the BRIC and G3 countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (2)

    See also Journal Article in Energy Economics (2013)
  2. Crude Oil Prices: China’s Influence Over 1996-2011
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (2)

2010

  1. Oil Price Shocks, Firm Uncertainty and Investment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2011)

2009

  1. Crude Oil and Stock Markets: Stability, Instability, and Bubbles
    Working Papers, Department of Economics, University of Missouri Downloads View citations (220)
    See also Journal Article in Energy Economics (2009)
  2. Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2009)

2007

  1. High Heterogeneous Information and Investment under Uncertainty
    Working Papers, Department of Economics, University of Missouri Downloads

2002

  1. Do Main Banks Extract Rents from their Client Firms? Evidence from Korean Chaebol
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
    See also Journal Article in Hitotsubashi Journal of Economics (2004)

1999

  1. Optimal Contracts for Central Bankers and Inflation and Exchange Rate Targeting Regimes
    Macroeconomics, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. The asymmetric response of gasoline prices to oil price shocks and policy uncertainty
    Energy Economics, 2019, 77, (C), 66-79 Downloads

2018

  1. Controlling shareholders and financial constraints around the world
    Managerial Finance, 2018, 44, (1), 92-108 Downloads
  2. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
    Energy Economics, 2018, 72, (C), 505-516 Downloads View citations (1)

2017

  1. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production
    Energy Economics, 2017, 66, (C), 536-546 Downloads View citations (13)
    See also Working Paper (2017)
  2. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
    Journal of International Money and Finance, 2017, 70, (C), 344-359 Downloads View citations (19)

2016

  1. Chinese liquidity increases and the U.S. economy
    Economic Modelling, 2016, 52, (PB), 764-771 Downloads View citations (1)
  2. House price cycles in Australia’s four largest capital cities
    Economic Analysis and Policy, 2016, 52, (C), 11-22 Downloads View citations (1)
  3. Not all international monetary shocks are alike for the Japanese economy
    Economic Modelling, 2016, 52, (PB), 822-837 Downloads View citations (2)
    See also Working Paper (2014)
  4. Oil prices and global factor macroeconomic variables
    Energy Economics, 2016, 59, (C), 198-212 Downloads View citations (9)
    See also Working Paper (2015)
  5. The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non-U.S. oil production
    Economics Letters, 2016, 145, (C), 176-181 Downloads View citations (16)
    See also Working Paper (2015)
  6. The implications of monetary expansion in China for the US dollar
    Journal of Asian Economics, 2016, 46, (C), 71-84 Downloads

2015

  1. Coal Sector Returns and Oil Prices: Developed and Emerging Countries
    International Journal of Energy Economics and Policy, 2015, 5, (2), 515-524 Downloads View citations (1)
  2. Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
    Journal of Banking & Finance, 2015, 53, (C), 18-33 Downloads View citations (11)
    See also Working Paper (2014)
  3. OPEC and non-OPEC oil production and the global economy
    Energy Economics, 2015, 50, (C), 364-378 Downloads View citations (12)
    See also Working Paper (2014)
  4. Oil shocks, policy uncertainty and stock returns in China
    The Economics of Transition, 2015, 23, (4), 657-676 Downloads View citations (21)
  5. The impact of oil price shocks on the stock market return and volatility relationship
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 41-54 Downloads View citations (40)
    See also Working Paper (2014)
  6. Time-varying effect of oil market shocks on the stock market
    Journal of Banking & Finance, 2015, 61, (S2), S150-S163 Downloads View citations (17)
    See also Working Paper (2015)

2014

  1. Australian Coal Company Risk Factors: Coal and Oil Prices
    The International Journal of Business and Finance Research, 2014, 8, (1), 57-67 Downloads View citations (2)
  2. Economic policy uncertainty and firm-level investment
    Journal of Macroeconomics, 2014, 39, (PA), 42-53 Downloads View citations (44)
    See also Working Paper (2013)
  3. Taxation of domestic dividend income and foreign investment holdings
    International Review of Economics & Finance, 2014, 31, (C), 218-231 Downloads View citations (2)
    See also Working Paper (2013)
  4. The impact of oil price shocks on U.S. bond market returns
    Energy Economics, 2014, 44, (C), 248-258 Downloads View citations (16)
    See also Working Paper (2014)

2013

  1. Crude oil prices and liquidity, the BRIC and G3 countries
    Energy Economics, 2013, 39, (C), 28-38 Downloads View citations (10)
    See also Working Paper (2012)
  2. Home bias and cross border taxation
    Journal of International Money and Finance, 2013, 32, (C), 169-193 Downloads View citations (6)
  3. Liquidity and crude oil prices: China's influence over 1996–2011
    Economic Modelling, 2013, 33, (C), 517-525 Downloads View citations (17)
  4. Oil Price Shocks and Volatility in Australian Stock Returns
    The Economic Record, 2013, 89, 67-83 Downloads View citations (7)
  5. Oil shocks, policy uncertainty and stock market return
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 305-318 Downloads View citations (85)
    See also Working Paper (2013)
  6. Structural oil price shocks and policy uncertainty
    Economic Modelling, 2013, 35, (C), 314-319 Downloads View citations (72)
    See also Working Paper (2013)
  7. Why are crude oil prices high when global activity is weak?
    Economics Letters, 2013, 121, (1), 133-136 Downloads View citations (30)

2011

  1. Energy price uncertainty, energy intensity and firm investment
    Energy Economics, 2011, 33, (1), 67-78 Downloads View citations (31)
  2. Governance, monitoring and foreign investment in Chinese companies
    Emerging Markets Review, 2011, 12, (2), 171-188 Downloads View citations (4)
  3. OIL PRICE SHOCKS, FIRM UNCERTAINTY, AND INVESTMENT
    Macroeconomic Dynamics, 2011, 15, (S3), 416-436 Downloads View citations (14)
    See also Working Paper (2010)
  4. Relative energy price and investment by European firms
    Energy Economics, 2011, 33, (5), 721-731 Downloads View citations (25)

2009

  1. Crude oil and stock markets: Stability, instability, and bubbles
    Energy Economics, 2009, 31, (4), 559-568 Downloads View citations (204)
    See also Working Paper (2009)
  2. Heterogeneous parameter uncertainty and the timing of investment during crisis
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, 1-22 Downloads View citations (1)
    See also Working Paper (2009)

2008

  1. Bank concentration and financial constraints on firm-level investment in Europe
    Journal of Banking & Finance, 2008, 32, (12), 2684-2694 Downloads View citations (37)
  2. Conservative Central Banks and Nominal Growth, Exchange Rate and Inflation Targets
    Economica, 2008, 75, (299), 549-568 Downloads
  3. Oil price shocks and stock markets in the U.S. and 13 European countries
    Energy Economics, 2008, 30, (5), 2587-2608 Downloads View citations (407)

2007

  1. Political Influence and the Banking Sector: Evidence from Korea
    Oxford Bulletin of Economics and Statistics, 2007, 69, (1), 75-98 Downloads View citations (3)

2006

  1. Economic activity, foreign exchange rate, and the interest rate during the Asian crisis
    Journal of Policy Modeling, 2006, 28, (4), 387-402 Downloads View citations (4)

2004

  1. Alternative indicators for predicting the probability of declining inflation: evidence from the US
    Cambridge Journal of Economics, 2004, 28, (1), 37-57
  2. Do Main Banks Extract Rents from Their Client Firms? Evidence from Korean Chaebol
    Hitotsubashi Journal of Economics, 2004, 45, (1), 15-45 Downloads View citations (5)
    See also Working Paper (2002)

2003

  1. Multiple equilibria and currency crisis: evidence for Korea
    Journal of International Money and Finance, 2003, 22, (5), 681-696 Downloads View citations (3)
  2. On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy
    Journal of Policy Modeling, 2003, 25, (9), 931-946 Downloads View citations (11)

2002

  1. On Optimal Contracts for Central Bankers and Inflation and Exchange-Rate-Targeting Regimes
    Journal of Money, Credit and Banking, 2002, 34, (3), 678-85 View citations (1)

2001

  1. Monetary policy, oil price shocks, and the Japanese economy
    Japan and the World Economy, 2001, 13, (3), 321-349 Downloads View citations (55)

2000

  1. Long-run neutrality, high inflation, and bank insolvencies in Argentina and Brazil
    Journal of Monetary Economics, 2000, 46, (3), 581-604 Downloads View citations (34)
  2. Real Activity, Inflation, Stock Returns, and Monetary Policy
    The Financial Review, 2000, 35, (2), 59-77 View citations (28)
  3. The Predictive Power of Alternative Indicators of Monetary Policy
    Journal of Macroeconomics, 2000, 22, (4), 581-610 Downloads View citations (3)

1999

  1. On the relevance of distinctions between anticipated, unanticipated expansionary, and unanticipated contractionary monetary policy
    Journal of Economics and Business, 1999, 51, (2), 109-131 Downloads

1998

  1. Monetary policy and asymmetric response in default risk
    Economics Letters, 1998, 60, (1), 83-90 Downloads View citations (2)
  2. Stationary data and the effect of the minimum wage on teenage employment
    Applied Economics, 1998, 30, (4), 435-440 Downloads View citations (5)

1997

  1. Effects of Unanticipated Monetary Policy on Aggregate Japanese Output: The Role of Positive and Negative Shock
    Canadian Journal of Economics, 1997, 30, (3), 722-41 Downloads View citations (10)
  2. The Stabilizing Properties of a Nominal GNP Rule: A Comment
    Journal of Money, Credit and Banking, 1997, 29, (2), 263-69 View citations (7)

1996

  1. On asymmetric costs of disequilibrium and forecasting money demand
    Journal of Macroeconomics, 1996, 18, (2), 271-288 Downloads

1995

  1. Oil Shocks and the Macroeconomy: The Role of Price Variability
    The Energy Journal, 1995, Volume16, (Number 4), 39-56 Downloads View citations (388)

1994

  1. Variation in the real exchange rate as a source of currency substitution
    Journal of International Money and Finance, 1994, 13, (5), 537-550 Downloads View citations (8)

1993

  1. On Seigniorage, Operating Rules, and Dual Equilibria
    The Quarterly Journal of Economics, 1993, 108, (2), 543-550 Downloads View citations (2)

1991

  1. Involuntary part-time employment: Cyclical behavior and trend over 1968-1987
    Economics Letters, 1991, 35, (4), 461-464 Downloads

1988

  1. Divergent trends in the discouragement of adult men, adult women, and teenagers: 1970-1986
    Economics Letters, 1988, 28, (1), 93-96 Downloads

1985

  1. A descriptive analysis of economic indicators
    Review, 1985, (Jan), 14-23 Downloads View citations (1)
  2. Sectoral Employment Variability and Unexpected Inflation
    The Review of Economics and Statistics, 1985, 67, (2), 278-83 Downloads
  3. The Effects of Inflation Surprises and Uncertainty on Real Wages
    The Review of Economics and Statistics, 1985, 67, (2), 309-14 Downloads View citations (4)
  4. The contribution of food and energy price shocks to relative price variability
    Economics Letters, 1985, 18, (1), 49-52 Downloads View citations (1)

1984

  1. Second moments of consumption components and unexpected inflation
    Economics Letters, 1984, 15, (1-2), 87-90 Downloads

1981

  1. Erratum: Bank Attitude Toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks
    The Quarterly Journal of Economics, 1981, 96, (2), 363 Downloads

1980

  1. Bank Attitude Toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks
    The Quarterly Journal of Economics, 1980, 95, (2), 309-331 Downloads View citations (11)
  2. Generalized tax incidence results using the Harberger model with three factors
    Economics Letters, 1980, 6, (3), 273-277 Downloads

1979

  1. Pledging requirements and bank asset portfolios
    Economic Review, 1979, (Sep), 13-23 Downloads View citations (2)
  2. Stochastic reserve losses and bank credit expansion
    Journal of Monetary Economics, 1979, 5, (2), 283-294 Downloads View citations (2)

1977

  1. On a general equilibrium model of the incidence of the corporation tax under uncertainty
    Journal of Public Economics, 1977, 8, (2), 233-238 Downloads View citations (4)
  2. On the Separability of the Incidence and Efficiency Effects of the Corporation Income Tax
    Public Finance = Finances publiques, 1977, 32, (3), 348-53
  3. The general equilibrium theory of tax incidence under uncertainty
    Journal of Economic Theory, 1977, 14, (1), 68-83 Downloads View citations (2)
 
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