Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 64 for “"Price Shocks"”.
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Commodity price shocks and international finance
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1989.
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Optimal Monetary Policy and Oil Price Shocks
… U.S. monetary policy in the presence of oil price shocks. The second chapter is devoted to studying different approaches to modeling energy demand. </p><p>In an influential paper, Bernanke, Gertler, and Watson (1997) and (2004) argue that systematic monetary policy exacerbated the recessions …
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The effect of oil price shocks on the macroeconomy
The traditional view of oil price movements is that they represent exogenous changes in the supply of oil. In that case, oil price increases will hurt output. Recently, some have questioned whether oil price increases are actually due to higher demand for oil, in which case higher oil prices will …
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Essays on Commodity Price Shocks, Bank Risk and Market Volatility Forecasting
… model that estimates the effects of commodity price shocks on the Canadian macroeconomy, bank lending and bank risk. Unlike most literature treating commodity price changes as exogenous, I identify global structural shocks driving real commodity prices and find that global demand and commodity …
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Essays On The Impact Of Oil Price Shocks On The Macroeconomy
<p>ABSTRACT </p> <p>ESSAYS O THE IMPACT OF OIL PRICE SHOCKS O THE </p> <p>Advisor: Dr. Ana María Herrera </p> <p>Major: Economics </p> <p>Degree: Doctor of Philosophy </p> <p>MACROECOOMY </p> <p>by </p> <p>LATIKA GUPTA LAGALO </p> <p>December 2011 </p> <p>This dissertation analyzes the relationship …
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Essays On The Effects Of Oil Price Shocks On The U.s. Stock Returns
… investigates the effect of changes in oil prices and oil price volatility on the U.S. stock returns. The first essay tests whether the sign and the size of oil price shocks matter for the U.S. stock returns. The results suggest a linear model provides a good approximation to the response of …
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Essays On The Effects Of Oil Price Shocks And Monetary Shocks On Labor Reallocation
… effects associated with oil and monetary shocks on the economy has revived interest in analyzing the channels of transmission that generate asymmetries in the response of economic activity to these shocks. This dissertation examines the role of the allocative channel in the transmission …
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Heterogeneous Effects of Commodity Price Shocks on Inflation Rates. Evidence from a Panel Study.
<p>Do commodity price shocks have heterogeneous effect on countries based on their export and import profiles? I address this question through a panel study of 142 countries using Export and Import Indexes aimed at differentiating the retail pass-through and fiscal balance channel of transmission …
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Empirical Essays on the Economics of Food Price Shocks: Micro-econometric Evidence from Uganda
… consequences, and households’ responses to food price shocks in Uganda. The first essay investigates the nature of volatilities in agricultural commodity prices in Uganda between 2000 and 2012 by focusing on six key food staples, namely matooke, cassava, maize, sweet potatoes, beans, and millet …
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Oil price shocks, exchange rate dynamics and stock market behaviour: empirical evidence from Nigeria
This thesis explores the relationship between oil price shocks, exchange rate dynamics and stock market behaviour in Nigeria using a variety of econometric specifications. The response of exchange rates and stock markets to oil price fluctuations is an issue of great interest to policy makers, …
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The Colombian Manufacturing Industry During The Era of The Opec Price Shocks (Input/output Application)
… affected by an increase in the international oil price because utility-maximizing consumers would reduce their demand for oil-intensive goods. Further, cost-minimizing manufacturers would reduce their oil and energy product input coefficients, through conservation and substitution. These changes …
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Industrial Heterogeneity in Response to Factor Price Shocks: A Dynamic Framework of Production with Money Input
… how it led to differential reactions to monetary shocks. I reviewed studies on the dynamics in industry-level and firm-level output, sales, employment, and investment in response to monetary policy shocks and during business cycle phases, summarized the implication to monetary transmission …
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Agricultural practices, price shocks, and weather shocks- impact on household food security: Empirical evidence from Malawi
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2026-08-01
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Transformation in US Agriculture: Insights from Energy Price Shocks, Ecosystem Service Enhancements, and Renewable Energy Developments
… this dissertation explores how changes in energy prices, renewable energy policies, and conservation programs influence agricultural production, land use, and environmental outcomes across the country. In the first chapter, the focus is on the impacts of energy price shocks and ethanol policy …
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An analysis of the impact of crude oil price shocks on the exchange rate in South Africa
… studies have investigated the impact of oil price shocks on the exchange rates in developed economies. However, fewer studies have examined the effect of oil price shocks in developing economies. One study by Turhan, Hacihasanoglu and Soytas in 2012 examines the dynamic effect of oil price …
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Systematic Liquidity Risk and Stock Price Reaction to Large One-Day Price Changes: Evidence from London Stock Exchange.
… systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index over the period from 1st July 1992 to 29th June 2007. We show that the US evidence of a priced systematic liquidity risk of Pastor and Stambaugh …
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The impact of fluctuations in the international oil markets on the Iraqi economy
This study examined the impact of oil price shocks on economic growth in oil-exporting countries, including Iraq. As the fourth-largest exporter of crude oil, Iraq's economy faces the challenge of being highly dependent on oil revenues, which places the economy under the influence of fluctuations …
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Essays on Industrial Pollution, Regulation, and Health
… infant mortality in India. Using global mineral price shocks as an exogenous source of variation in local mining activity, I find that infant and neonatal mortality increase in communities located downstream, though the estimates are not statistically precise. To assess how mineral price shocks …
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Bayesian Applications in Financial Econometrics
… Chapter 3 studies the predictive power of oil price information for forecasting the U.S. industrial production. Oil price information is divided into two distinct categories: nominal oil price changes and oil price shocks using four definitions proposed in the literature. Previous work has …
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