Measuring Oil-Price Shocks Using Market-Based Information:
Gespeichert in:
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV048344068 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 220713s2012 xx o|||| 00||| eng d | ||
| 020 | |a 1463931816 |c 18.00 USD |9 1-463-93181-6 | ||
| 020 | |a 9781463931810 |c 18.00 USD |9 978-1-463-93181-0 | ||
| 035 | |a (ZDB-1-IMF)845835971 | ||
| 035 | |a (OCoLC)1337115294 | ||
| 035 | |a (DE-599)BVBBV048344068 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
| 100 | 1 | |a Wu, Tao |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Measuring Oil-Price Shocks Using Market-Based Information |c Wu, Tao |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2012 | |
| 300 | |a 1 Online-Ressource (42 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a IMF Working Papers |v Working Paper No. 12/19 | |
| 520 | 3 | |a We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then develop measures of exogenous shocks that avoid endogeneity and predictability concerns. Estimation results indicate that oil-price shocks have had substantial and statistically significant effects during the last 25 years. In contrast, traditional VAR approaches imply much weaker and insignificant effects for the same period. This discrepancy stems from the inability of VARs to separate exogenous oil-supply shocks from endogenous oil-price fluctuations driven by changes in oil demand | |
| 533 | |a Online-Ausg | ||
| 700 | 1 | |a Cavallo, Michele |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-1-IMF | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033723336 | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-20 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-824 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-70 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-155 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-29 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-22 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-473 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-1102 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-703 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-859 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-706 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-384 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-860 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-19 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-739 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-355 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-Aug4 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-1049 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-12 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |l DE-91 |p ZDB-1-IMF |x Verlag |3 Volltext | |
Datensatz im Suchindex
| DE-BY-TUM_katkey | 2667036 |
|---|---|
| _version_ | 1821936378124959744 |
| any_adam_object | |
| author | Wu, Tao |
| author_facet | Wu, Tao |
| author_role | aut |
| author_sort | Wu, Tao |
| author_variant | t w tw |
| building | Verbundindex |
| bvnumber | BV048344068 |
| collection | ZDB-1-IMF |
| ctrlnum | (ZDB-1-IMF)845835971 (OCoLC)1337115294 (DE-599)BVBBV048344068 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05099nam a2200589 cb4500</leader><controlfield tag="001">BV048344068</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2012 xx o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1463931816</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">1-463-93181-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781463931810</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">978-1-463-93181-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845835971</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337115294</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048344068</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Wu, Tao</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Measuring Oil-Price Shocks Using Market-Based Information</subfield><subfield code="c">Wu, Tao</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (42 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 12/19</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then develop measures of exogenous shocks that avoid endogeneity and predictability concerns. Estimation results indicate that oil-price shocks have had substantial and statistically significant effects during the last 25 years. In contrast, traditional VAR approaches imply much weaker and insignificant effects for the same period. This discrepancy stems from the inability of VARs to separate exogenous oil-supply shocks from endogenous oil-price fluctuations driven by changes in oil demand</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Cavallo, Michele</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033723336</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-20</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-824</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-70</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-155</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-29</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-22</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-473</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-1102</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-703</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-859</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-706</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-384</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-860</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-19</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-739</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-355</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-Aug4</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-1049</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-12</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048344068 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:06Z |
| institution | BVB |
| isbn | 1463931816 9781463931810 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033723336 |
| oclc_num | 1337115294 |
| open_access_boolean | |
| owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (42 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spellingShingle | Wu, Tao Measuring Oil-Price Shocks Using Market-Based Information |
| title | Measuring Oil-Price Shocks Using Market-Based Information |
| title_auth | Measuring Oil-Price Shocks Using Market-Based Information |
| title_exact_search | Measuring Oil-Price Shocks Using Market-Based Information |
| title_full | Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao |
| title_fullStr | Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao |
| title_full_unstemmed | Measuring Oil-Price Shocks Using Market-Based Information Wu, Tao |
| title_short | Measuring Oil-Price Shocks Using Market-Based Information |
| title_sort | measuring oil price shocks using market based information |
| url | http://elibrary.imf.org/view/IMF001/12571-9781463931810/12571-9781463931810/12571-9781463931810.xml |
| work_keys_str_mv | AT wutao measuringoilpriceshocksusingmarketbasedinformation AT cavallomichele measuringoilpriceshocksusingmarketbasedinformation |