Holdings: Measuring Oil-Price Shocks Using Market-Based Information

Measuring Oil-Price Shocks Using Market-Based Information:

We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then develop measures of exogenous shocks that avoid endogeneity and predictability concern...

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Main Author:	Wu, Tao (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 2012
Series:	IMF Working Papers Working Paper No. 12/19
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then develop measures of exogenous shocks that avoid endogeneity and predictability concerns. Estimation results indicate that oil-price shocks have had substantial and statistically significant effects during the last 25 years. In contrast, traditional VAR approaches imply much weaker and insignificant effects for the same period. This discrepancy stems from the inability of VARs to separate exogenous oil-supply shocks from endogenous oil-price fluctuations driven by changes in oil demand
Physical Description:	1 Online-Ressource (42 p)
ISBN:	1463931816 9781463931810

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spelling	Wu, Tao Verfasser aut Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao Washington, D.C International Monetary Fund 2012 1 Online-Ressource (42 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/19 We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then develop measures of exogenous shocks that avoid endogeneity and predictability concerns. Estimation results indicate that oil-price shocks have had substantial and statistically significant effects during the last 25 years. In contrast, traditional VAR approaches imply much weaker and insignificant effects for the same period. This discrepancy stems from the inability of VARs to separate exogenous oil-supply shocks from endogenous oil-price fluctuations driven by changes in oil demand Online-Ausg Cavallo, Michele Sonstige oth http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Wu, Tao Measuring Oil-Price Shocks Using Market-Based Information
title	Measuring Oil-Price Shocks Using Market-Based Information
title_auth	Measuring Oil-Price Shocks Using Market-Based Information
title_exact_search	Measuring Oil-Price Shocks Using Market-Based Information
title_exact_search_txtP	Measuring Oil-Price Shocks Using Market-Based Information
title_full	Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao
title_fullStr	Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao
title_full_unstemmed	Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao
title_short	Measuring Oil-Price Shocks Using Market-Based Information
title_sort	measuring oil price shocks using market based information
url	http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml
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