Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries

Energy Economics

Volumn 30, Issue 3, 2008, Pages 856-888

  Cologni, Alessandro ^a   Manera, Matteo ^b,c  

^a IMT SCHOOL FOR ADVANCED STUDIES LUCCA   (Italy)

^b UNIVERSITY OF MILANO BICOCCA   (Italy)

^c FONDAZIONE ENI ENRICO MATTEI   (Italy)

Author keywords

Monetary policy response; Oil price shocks; Structural VAR models

Indexed keywords

COSTS; DEVELOPING COUNTRIES; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; PUBLIC POLICY;

IMPULSE RESPONSE FUNCTIONS; INFLATION RATE; MONETARY POLICY RESPONSE; OIL PRICE SHOCKS;

ECONOMIC ANALYSIS;

COINTEGRATION ANALYSIS; COMMODITY PRICE; CRUDE OIL; ECONOMIC ANALYSIS; ENERGY MARKET; G-7 COUNTRY; INFLATION; INTEREST RATE; MONETARY POLICY;

CANADA; EURASIA; EUROPE; FRANCE; ITALY; NORTH AMERICA; SOUTHERN EUROPE; UNITED STATES; WESTERN EUROPE;

EID: 39749184128     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2006.11.001     Document Type: Article

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