Article citationsMore>>

Kilian, L. (2008) Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the US Economy? Review of Economics and Statistics, 90, 216-240.
http://dx.doi.org/10.1162/rest.90.2.216

has been cited by the following article:

• TITLE: Oil Price Shocks and the US Stock Market: Slope Heterogeneity Analysis

  AUTHORS: Sarfaraz Ali Shah Syed, Hélène Syed Zwick

  KEYWORDS: Oil Prices, Structural Break, US Economy, Slope Heterogeneity

  JOURNAL NAME: Theoretical Economics Letters, Vol.6 No.3, June 9, 2016

  ABSTRACT: This study investigates the oil and stock prices nexus in the US economy over the period 1980-2016. Using breakpoint regression technique, our findings are twofold: 1) we confirm the existence of the nexus as established in the existing literature on the subject; 2) while the relationship between the oil and stock prices remains intact, the slope changes over time, thus identifying a non-linear relationship.