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The Differential Effects of Oil Demand and Supply Shocks on the Global Economy*

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »

Source: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

Global and Regional Spillovers to Pacific Island Countries

Global and Regional Spillovers to Pacific Island Countries »

Source: Global and Regional Spillovers to Pacific Island Countries

Volume/Issue: 2012/154

Series: IMF Working Papers

Author(s): Yiqun Wu , Patrizia Tumbarello , and Niamh Sheridan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504491

Keywords: Pacific islands, spillover, downside scenarios, equation, statistic, cointegration, oil prices

Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging Asia has increased over the last two decades. PICs have become more exposed to the region's business cycles, and spi...

The Global Impact of the Systemic Economies and MENA Business Cycles*

The Global Impact of the Systemic Economies and MENA Business Cycles* »

Source: The Global Impact of the Systemic Economies and MENA Business Cycles

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

Oil Prices and the Global Economy

Oil Prices and the Global Economy »

Volume/Issue: 2017/15

Series: IMF Working Papers

Author(s): Rabah Arezki , Zoltan Jakab , Douglas Laxton , Akito Matsumoto , Armen Nurbekyan , Hou Wang , and Jiaxiong Yao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2017

DOI: http://dx.doi.org/10.5089/9781475572360.001

ISBN: 9781475572360

Keywords: Oil prices, Oil sector, Supply and demand, Oil production, Econometric models, Oil market; macroeconomic model; depletion; consumption efficiency; technology; cycle.

This paper presents a simple macroeconomic model of the oil market. The model incorporates features of oil supply such as depletion, endogenous oil exploration and extraction, as well as features of oil demand such...

Dynamic Fuel Price Pass-Through
			: Evidence from a New Global Retail Fuel Price Database

Dynamic Fuel Price Pass-Through : Evidence from a New Global Retail Fuel Price Database »

Volume/Issue: 2016/254

Series: IMF Working Papers

Author(s): Kangni Kpodar , and Chadi Abdallah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2016

DOI: http://dx.doi.org/10.5089/9781475563221.001

ISBN: 9781475563221

Keywords: Developed countries, Emerging markets, Europe, Gasoline prices, Fuels, Commodity price shocks, Price increases, Oil product prices, North Africa, Oil

This paper assesses the dynamic pass-through of crude oil price shocks to retail fuel prices using a novel database on monthly retail fuel prices for 162 countries. The impulse response functions suggest that on av...

Global and Regional Spillovers to Pacific Island Countries

Global and Regional Spillovers to Pacific Island Countries »

Volume/Issue: 2012/154

Series: IMF Working Papers

Author(s): Yiqun Wu , Patrizia Tumbarello , and Niamh Sheridan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475504491.001

ISBN: 9781475504491

Keywords: Pacific islands, spillover, downside scenarios, equation, statistic, cointegration, oil prices

Regional integration of Pacific Island countries (PICs) with Australia, New Zealand, and emerging Asia has increased over the last two decades. PICs have become more exposed to the region's business cycles, and spi...

Oil Prices and the Global Economy
			: Is It Different This Time Around?

Oil Prices and the Global Economy : Is It Different This Time Around? »

Volume/Issue: 2016/210

Series: IMF Working Papers

Author(s): Kamiar Mohaddes , and M. Pesaran

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 November 2016

DOI: http://dx.doi.org/10.5089/9781475552034.001

ISBN: 9781475552034

Keywords: Economic growth, Markets, Oil, Oil prices, United States, Western Hemisphere, Econometric models, Supply and demand, Vector autoregression, Equity prices

The recent plunge in oil prices has brought into question the generally accepted view that lower oil prices are good for the United States and the global economy. In this paper, using a quarterly multi-country econ...

Spillovers from Global and Regional Shocks to Armenia

Spillovers from Global and Regional Shocks to Armenia »

Volume/Issue: 2015/241

Series: IMF Working Papers

Author(s): Knarik Ayvazyan , and Teresa Daban Sanchez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 November 2015

DOI: http://dx.doi.org/10.5089/9781513590462.001

ISBN: 9781513590462

Keywords: Spillovers, Trade, Business cycles, Transmission channels, SVAR, economy, trading partners, regional shocks, oil prices, General

Using a structural vector auto-regression (SVAR) model, this paper examines the size, geographical sources, and transmission channels of global and regional shocks to the Armenian economy. Results show that Armenia...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy »

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

DOI: http://dx.doi.org/10.5089/9781475597158.001

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Impact of the Systemic Economies and MENA Business Cycles

The Global Impact of the Systemic Economies and MENA Business Cycles »

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

DOI: http://dx.doi.org/10.5089/9781475581645.001

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...