Volume/Issue: 2012/298
Series: IMF Working Papers
Author(s):
Tamim Bayoumi
, and
Trung Bui
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
20
December
2012
ISBN: 9781475586633
This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...
Volume/Issue: 2011/143
Series: IMF Working Papers
Author(s):
Reinout De Bock
, and
Jose Gijon
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
June
2011
ISBN: 9781455266449
We show that US natural gas prices have decoupled from oil prices following substantial institutional and technological changes. We then examine how this interrelationship has evolved in Europe using data for Alger...
Volume/Issue: 2015/259
Series: IMF Working Papers
Author(s):
Kamiar Mohaddes
, and
Mehdi Raissi
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
10
December
2015
ISBN: 9781513509846
This paper investigates the global macroeconomic consequences of falling oil prices due to the oil revolution in the United States, using a Global VAR model estimated for 38 countries/regions over the period 1979Q2...
Volume/Issue: 2012/298
Series: IMF Working Papers
Author(s):
Tamim Bayoumi
, and
Trung Bui
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
20
December
2012
DOI: http://dx.doi.org/10.5089/9781475586633.001
ISBN: 9781475586633
This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...
Volume/Issue: 2011/143
Series: IMF Working Papers
Author(s):
Reinout De Bock
, and
Jose Gijon
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
June
2011
DOI: http://dx.doi.org/10.5089/9781455266449.001
ISBN: 9781455266449
We show that US natural gas prices have decoupled from oil prices following substantial institutional and technological changes. We then examine how this interrelationship has evolved in Europe using data for Alger...
Volume/Issue: 2015/259
Series: IMF Working Papers
Author(s):
Kamiar Mohaddes
, and
Mehdi Raissi
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
10
December
2015
DOI: http://dx.doi.org/10.5089/9781513509846.001
ISBN: 9781513509846
This paper investigates the global macroeconomic consequences of falling oil prices due to the oil revolution in the United States, using a Global VAR model estimated for 38 countries/regions over the period 1979Q2...