Measuring Oil-Price Shocks Using Market-Based Information /
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 concern...
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| Natura: | Periodico |
| Lingua: | English |
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Washington, D.C. :
International Monetary Fund,
2012.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2012/019 |
| Accesso online: | Full text available on IMF |