On the Sources of Oil Price Fluctuations /

Analyzing macroeconomic impacts of oil price changes requires first to investigate different sources of these changes and their distinct effects. Kilian (2009) analyzes the effects of an oil supply shock, an aggregate demand shock, and a precautionary oil demand shock. The paper's aim is to mod...

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מידע ביבליוגרפי
מחבר ראשי: Unalmis, Deren
מחברים אחרים: Unalmis, Ibrahim, Unsal, Filiz
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2009.
סדרה:IMF Working Papers; Working Paper ; No. 2009/285
גישה מקוונת:Full text available on IMF
תיאור
סיכום:Analyzing macroeconomic impacts of oil price changes requires first to investigate different sources of these changes and their distinct effects. Kilian (2009) analyzes the effects of an oil supply shock, an aggregate demand shock, and a precautionary oil demand shock. The paper's aim is to model macroeconomic consequences of these shocks within a new Keynesian DSGE framework. It models a small open economy and the rest of the world together to discover both accompanying effects of oil price changes and their international transmission mechanisms. Our results indicate that different sources of oil price fluctuations bring remarkably diverse outcomes for both economies.
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תיאור פיזי:1 online resource (28 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students