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2338
result(s)
January 31, 2012
International Cross-Listing and the Bonding Hypothesis
Content Type(s):
Publications,
Financial System Review articles
January 27, 2012
Strengthening Defined-Benefit Pension Plans
Content Type(s):
Publications,
Financial System Review articles
January 26, 2012
Results of the FSR Readership Survey
Content Type(s):
Publications,
Financial System Review articles
January 26, 2012
Collateral Valuation for Extreme Market Events
Content Type(s):
Publications,
Financial System Review articles
Time-Varying Effects of Oil Supply Shocks on the U.S. Economy
Staff Working Paper 2012-2
Christiane Baumeister,
Gert Peersman
We use vector autoregressions with drifting coefficients and stochastic volatility to investigate how the dynamic effects of oil supply shocks on the U.S. economy have changed over time. We find a substantial decline in the short-run price elasticity of oil demand since the mid-eighties.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods,
International topics
JEL Code(s):
E,
E3,
E31,
E32,
Q,
Q4,
Q43