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Cover Image for The differential effects of oil demand and supply shocks on the global economy View Article
The differential effects of oil demand and supply shocks on the global economy
P Cashin, K Mohaddes, M Raissi, M Raissi
Mar 04, 2016
We employ a set of sign restrictions on the impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, as well as bounds on impact price elasticities of oil supply and oil demand...
Global VAR (GVAR) Interconnectedness Global macroeconomic modeling Sign restrictions Impulse responses International business cycle Oil-demand and oil-supply shocks
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Cover Image for Country-specific oil supply shocks and the global economy View Article
Country-specific oil supply shocks and the global economy
K Mohaddes, MH Pesaran
Oct 07, 2016
Country-specific oil supply shocks Identification of shocks Oil sanctions Oil prices Global oil markets Iran Saudi Arabia International business cycle Global VAR (GVAR) Interconnectedness Impulse responses
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