IMPACTS OF OIL PRICE SHOCKS ON ECONOMIC VARIABLES IN A VAR MODEL

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SARZAIEM A.

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Journal: ENERGY ECONOMICS REVIEW Year:2007 | Volume:4 | Issue:12 Page(s): 27-51

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Title

IMPACTS OF OIL PRICE SHOCKS ON ECONOMIC VARIABLES IN A VAR MODEL

Author(s)

SARZAIEM A. | Issue Writer Certificate

Keywords

OIL PRICE SHOCKSQ2

VAR MODELQ2

MACRO ECONOMICSQ3

Abstract

In recent decades, volatility of oil prices has led to such consequences as macroeconomic turbulences. Most of the researches look at the matter from oil importer's point of view while oil producers are usually neglected. This paper explains the relationship between OIL PRICE SHOCKS and economic growth and inflation by the econometric methods like VAR MODEL and OLS regression. Based on quarterly data, an unrestricted autoregressive model is estimated in order to gauge short run effects of oil shocks on different variables such as exchange rate, money, government expenditure, inflation and GDP. Long run effects are also measured by the aid of a co-integration autoregressive model. Impulse-response technique is used to estimate reaction of aforementioned variables to different shocks. At the end, the paper proposes the economic policies based on statistical results.

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APA: Copy

SARZAIEM, A.. (2007). IMPACTS OF OIL PRICE SHOCKS ON ECONOMIC VARIABLES IN A VAR MODEL. ENERGY ECONOMICS REVIEW, 4(12), 27-51. SID. https://sid.ir/paper/99477/en

Vancouver: Copy

SARZAIEM A.. IMPACTS OF OIL PRICE SHOCKS ON ECONOMIC VARIABLES IN A VAR MODEL. ENERGY ECONOMICS REVIEW[Internet]. 2007;4(12):27-51. Available from: https://sid.ir/paper/99477/en

IEEE: Copy

A. SARZAIEM, “IMPACTS OF OIL PRICE SHOCKS ON ECONOMIC VARIABLES IN A VAR MODEL,” ENERGY ECONOMICS REVIEW, vol. 4, no. 12, pp. 27–51, 2007, [Online]. Available: https://sid.ir/paper/99477/en

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