Role of oil price shocks on macroeconomic activities: An SVAR approach to the Malaysian economy and monetary responses

Energy Policy

Volumn 39, Issue 12, 2011, Pages 8062-8069

  Ali Ahmed, Huson Joher ^a   Wadud, I K M Mokhtarul ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Macroeconomic activities; Oil price volatility; Structural VAR

Indexed keywords

CENTRAL BANK; CONSUMER PRICE INDEX; CONTROLLING MECHANISM; DAMPENING EFFECTS; EGARCH MODELS; IMPULSE RESPONSE FUNCTIONS; INDUSTRIAL PRODUCTION; MACROECONOMIC ACTIVITIES; MALAYSIA; MALAYSIANS; MODEL-BASED OPC; MONETARY POLICIES; NEGATIVE DEMANDS; OIL PRICE SHOCKS; OIL PRICE UNCERTAINTY; OIL PRICE VOLATILITY; OIL PRICES; PRICE LEVELS; STRUCTURAL VAR; VARIANCE DECOMPOSITION;

ECONOMICS; IMPULSE RESPONSE; VALUE ENGINEERING;

COSTS;

COMMODITY PRICE; DYNAMIC RESPONSE; MACROECONOMICS; MONETARY POLICY; NUMERICAL MODEL; OIL PRODUCTION; UNCERTAINTY ANALYSIS;

MALAYSIA;

EID: 80855143765     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2011.09.067     Document Type: Article

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