create a website

The Impact of Oil Shocks on the South African Economy. (2013). GUPTA, RANGAN ; Chisadza, Carolyn ; Modise, Mampho P. ; Dlamini, Janneke .
In: Working Papers.
RePEc:pre:wpaper:201311.

Full description at Econpapers || Download paper

Cited: 12

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals. (2021). Salisu, Afees ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202144.

    Full description at Econpapers || Download paper

  2. Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Ogunbowale, Gideon O ; Oduyemi, Gabriel O ; Akinseye, Ademola B.
    In: International Economics.
    RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181.

    Full description at Econpapers || Download paper

  3. The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
    In: Working Papers.
    RePEc:pre:wpaper:202024.

    Full description at Econpapers || Download paper

  4. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). Ji, Qiang ; GUPTA, RANGAN ; Sheng, Xin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

    Full description at Econpapers || Download paper

  5. Oil prices and African stock markets co-movement: A time and frequency analysis. (2018). Mendy, Pierre ; Zamereith, Grakolet Arnold.
    In: Journal of African Trade.
    RePEc:spr:jouafr:v:5:y:2018:i:1:d:10.1016_j.joat.2018.03.002.

    Full description at Econpapers || Download paper

  6. The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN.
    In: Energy Economics.
    RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

    Full description at Econpapers || Download paper

  7. The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa. (2016). Wohar, Mark ; Hollander, Hylton ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201652.

    Full description at Econpapers || Download paper

  8. Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attraverso l’utilizzo di un approccio basato sulla frequenza.. (2015). Kanda, Patrick ; GUPTA, RANGAN.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0763.

    Full description at Econpapers || Download paper

  9. Second Round Effects from Food and Energy Prices an SBVAR approach. (2015). Ruch, Franz ; Du Plessis, Stan.
    In: Working Papers.
    RePEc:rbz:wpaper:7008.

    Full description at Econpapers || Download paper

  10. Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis. (2015). Mendy, Pierre ; Zamereith, Grakolet Arnold.
    In: MPRA Paper.
    RePEc:pra:mprapa:75852.

    Full description at Econpapers || Download paper

  11. The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). Uwilingiye, Josine ; GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-13.pdf.

    Full description at Econpapers || Download paper

  12. Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (2012). Analysis of Macroeconomic Effects of Oil Price Shocks: The Case of South Africa. Mimeo, Stellenbosch University.
    Paper not yet in RePEc: Add citation now
  2. Barsky, R.B & Kilian, L. (2002). Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative. NBER Macroeconomics Annual 2001 , 137-183.

  3. Barsky, R.B & Kilian, L. (2004). Oil and the Macroeconomy since the 1970s. Journal of Economic Perspectives 18:4 , 115-134.

  4. Baumeister, C. & Peersman, G. (2011). Time-Varying Effects of Oil Supply Shocks on the US Economy. Journal of Economic Literature .

  5. Baumeister, C., Peersman, G. & Van Robays, I. (2009). The Economic Consequences of Oil Shocks: Differences across Countries and Time. Inflation Challenges in an Era of Relative Price Shocks. Sydney.

  6. Bellamy, D. 2006. The Macroeconomic Effects of the Crude Oil Price on the South African Economy. Unpublished Master’s Dissertation. University of Cape Town.
    Paper not yet in RePEc: Add citation now
  7. Bernanke, B.S., Gertler, M. & Watson, M.W. (1997). Systematic Monetary Policy and the Effect of Oil Price Shocks. Brookings Papers on Economic Activity 1, 91-157 Blanchard, O.J. & Gali, J. (2007). The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so different from the 1970s?, in J. Gali and M. Gertler (Eds). International Dimensions of Monetary Policy.

  8. Edelstein, P. & Kilian, L. (2009). How sensitive are consumer expenditures to retail prices? Journal of Monetary Economics , 766-779.Essama-Nssah, B., Go, S.D., Kearney, M., Korman, V., Robinson, S. & Thierfelder, K. (2008). Economywide and Distributional Iimpact of an Oil Price Shock on the South African Econmy. Federer, J.P. (1996). Oil Price Volatility and the Macroeconomy. Journal of Macroeconomics 18:1 , 1-26.

  9. Fofana, I., Mabugu, R. & Chitiga, M. (2007). Oil prices and the South African economy: a macromeso -micro analysis. Financial and Fiscal Commission Report.

  10. Fofana, I., Mabugu, R. & Chitiga, M. (2008). Analysing Impacts of Alternative Policy Responses to High Oil Prices Using an Energy-Focused Macro-Micro model for South Africa. Financial and Fiscal Commission Report.
    Paper not yet in RePEc: Add citation now
  11. Hamilton, J. (2003). What is an oil shock? Journal of Econometrics, 113(2) , 363-398.Hollander, H.

  12. Hooker, M.A. (1996). What Happened to the Oil Price-Macroeconomy Relationship? Journal of Monetary Economics 38:2 , 195-213.

  13. Hooker, M.A. (2002). Are Oil Shocks Inflstionary? Asymmetric and Nonlinear Specifications versus changes in Regime. Journal of Money, Credit, and Banking 34:2 , 540-561.

  14. Kilian, L. (2008a). The Economic Effects of Energy Price Shocks. Journal of Economic Literature, 46(4): 871-909.

  15. Kilian, L. (2008b). A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries. Journal of the European Economic Association, 6(1) , 78-121.

  16. Kilian, L. (2008c). Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the US Economy. Review of Economics and Statistics, 90(2) , 216-240.

  17. Kilian, L. (2009). Not All Oil Price Shocks Are Alike: Disentagling Demand and Supply Shocks in the Crude Oil Market. The American Economic Review , 1053-1069.Kilian, L. & Park, C. (2009).

  18. Nkomo, J. (2006a). The impact of higher oil prices on Southern African countries. Journal of Energy in Southern Africa, 17(1) .
    Paper not yet in RePEc: Add citation now
  19. Nkomo, J. (2006b). Crude oil price movements and their impact on South Africa. Journal of Energy in Southern Africa, 17(4) .
    Paper not yet in RePEc: Add citation now
  20. Oner, C. (2012). Inflation: Prices on the Rise. International Monetary Fund. Finance and Development.
    Paper not yet in RePEc: Add citation now
  21. Peersman, G. & Van Robays, I. (2009). Oil and the Euro Area. Economic Policy .

  22. Swanepoel, J.A. 2006. The Impact of External Shocks on South African Inflation at Different Price Stages. Journal for Studies in Economics and Econometrics, 30:1, 1-22.
    Paper not yet in RePEc: Add citation now
  23. The Impact of Oil Price Shocks on the U.S. Stock Market. International Economic Review 50:4.McDonald, S. & Van Schoor, M. (2005). A Computable General Equilibrium (CGE) Analysis of the Impact of an Oil Price Increase in South Africa. Provide Project Working Paper 2005:1.

  24. Wakeford, J. (2006). The impact of oil price shocks on the South African macroeconomy: History and prospects. SARB Conference .
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying effects of international copper price shocks on Chinas producer price index. (2019). Wen, Fenghua ; Zhao, Cong ; Hu, Chunyan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:507-514.

    Full description at Econpapers || Download paper

  2. The Impact of Monetary Policy Shocks on Commodity Prices. (2013). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:3:a:4.

    Full description at Econpapers || Download paper

  3. Oil Price Shocks, Monetary Policy and Stagflation. (2010). Kilian, Lutz.
    In: RBA Annual Conference Volume (Discontinued).
    RePEc:rba:rbaacv:acv2009-04.

    Full description at Econpapers || Download paper

  4. Determinants of Agricultural and Mineral Commodity Prices. (2010). Frankel, Jeffrey A ; Rose, Andrew K.
    In: RBA Annual Conference Volume (Discontinued).
    RePEc:rba:rbaacv:acv2009-02.

    Full description at Econpapers || Download paper

  5. Neoliberalism’s relationship with economic growth in the developing world: Was it the power of the market or the resolution of financial crisis?. (2010). Cohen, Joseph N.
    In: MPRA Paper.
    RePEc:pra:mprapa:24527.

    Full description at Econpapers || Download paper

  6. Neoliberalism’s relationship with economic growth in the developing world: Was it the power of the market or the resolution of financial crisis?. (2010). .
    In: MPRA Paper.
    RePEc:pra:mprapa:24399.

    Full description at Econpapers || Download paper

  7. The historical relationship between inflation and political rebellion, and what it might teach us about neoliberalism. (2010). Cohen, Joseph ; Linton, April.
    In: MPRA Paper.
    RePEc:pra:mprapa:22522.

    Full description at Econpapers || Download paper

  8. An Overhaul of Fed Doctrine: Nominal Income and the Great Moderation. (2010). Hendrickson, Joshua.
    In: MPRA Paper.
    RePEc:pra:mprapa:20346.

    Full description at Econpapers || Download paper

  9. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2010). Taylor, John ; Levin, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15630.

    Full description at Econpapers || Download paper

  10. Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: Working Papers.
    RePEc:cwm:wpaper:93.

    Full description at Econpapers || Download paper

  11. Oil Price Shocks and the Optimality of Monetary Policy. (2009). Kormilitsina, Anna.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0901.

    Full description at Econpapers || Download paper

  12. Keynes is Back: Global Economic Depression Monetary Policy Operations FY-02 & FY-09 Pakistan´s Economic Scenario. (2009). Abbas, Syed ; Syed, Kanwar Abbas .
    In: MPRA Paper.
    RePEc:pra:mprapa:23570.

    Full description at Econpapers || Download paper

  13. Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach. (2009). ALIYU, Shehu ; Aliyu, Shehu Usman Rano, .
    In: MPRA Paper.
    RePEc:pra:mprapa:18726.

    Full description at Econpapers || Download paper

  14. The Supply-Shock Explanation of the Great Stagflation Revisited. (2008). Blinder, Alan ; Rudd, Jeremy B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14563.

    Full description at Econpapers || Download paper

  15. Oil price shocks: Demand vs Supply in a two-country model. (2008). Campolmi, Alessia.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2008/5.

    Full description at Econpapers || Download paper

  16. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2008-018.

    Full description at Econpapers || Download paper

  17. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
    In: Review.
    RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6.

    Full description at Econpapers || Download paper

  18. An international perspective on oil price shocks and U.S. economic activity. (2008). Yucel, Mine ; Balke, Nathan ; Stephen P. A. Brown, .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:20.

    Full description at Econpapers || Download paper

  19. Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry. (2008). Kline, Patrick.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1645.

    Full description at Econpapers || Download paper

  20. Oil Prices, Profits, and Recessions : An Inquiry Using Terrorism as an Instrumental Variable. (2007). Oswald, Andrew ; Graham, Liam ; Chen, Natalie.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:809.

    Full description at Econpapers || Download paper

  21. Does global liquidity help to forecast US inflation?. (2007). Surico, Paolo ; D'Agostino, Antonello.
    In: MPRA Paper.
    RePEc:pra:mprapa:6283.

    Full description at Econpapers || Download paper

  22. Using Wavelets to decompose time-frequency economic relations. (2007). Aguiar-Conraria, Luís ; Azevedo, Nuno ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:17/2007.

    Full description at Econpapers || Download paper

  23. Oil Shocks and External Balances. (2007). Spatafora, Nikola ; Rebucci, Alessandro ; Kilian, Lutz.
    In: Working Papers.
    RePEc:mie:wpaper:562.

    Full description at Econpapers || Download paper

  24. A note on oil dependence and economic instability. (2007). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-060.

    Full description at Econpapers || Download paper

  25. Oil and the Great Moderation. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0717.

    Full description at Econpapers || Download paper

  26. Inflation-output gap trade-off with a dominant oil supplier. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0710.

    Full description at Econpapers || Download paper

  27. Commodity prices, money and inflation. (2007). Cronin, David ; Browne, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007738.

    Full description at Econpapers || Download paper

  28. What Do We Learn from the Price of Crude Oil Futures?. (2007). Kilian, Lutz ; Alquist, Ron.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6548.

    Full description at Econpapers || Download paper

  29. Oil Shocks and External Balances. (2007). Spatafora, Nikola ; Rebucci, Alessandro ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6303.

    Full description at Econpapers || Download paper

  30. Does global liquidity help to forecast US inflation?. (2007). Surico, Paolo ; D'Agostino, Antonello.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:10/rt/07.

    Full description at Econpapers || Download paper

  31. Inflation-output gap trade-off with a dominant oil supplier. (2007). Pescatori, Andrea ; Nakov, Anton.
    In: Working Papers.
    RePEc:bde:wpaper:0723.

    Full description at Econpapers || Download paper

  32. Understanding the large negative impact of oil shocks. (2006). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-042.

    Full description at Econpapers || Download paper

  33. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries. (2006). Manera, Matteo ; Cologni, Alessandro.
    In: Working Papers.
    RePEc:fem:femwpa:2006.29.

    Full description at Econpapers || Download paper

  34. Oil Price Shocks and Currency Denomination. (2005). Wohltmann, Hans-Werner ; Winkler, Roland.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3196.

    Full description at Econpapers || Download paper

  35. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís ; Gulamhussen, Mohamed Azzim.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:2/2005.

    Full description at Econpapers || Download paper

  36. Why hasnt the jump in oil prices led to a recession?. (2005). Trehan, Bharat ; Fernald, John.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2005:i:nov18:n:2005-31.

    Full description at Econpapers || Download paper

  37. Understanding the Impact of Oil Shocks. (2005). Wen, Yi ; Aguiar-Conraria, Luís.
    In: Working Papers.
    RePEc:ecl:corcae:05-01.

    Full description at Econpapers || Download paper

  38. The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries. (2005). Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5404.

    Full description at Econpapers || Download paper

  39. Die gesamtwirtschaftlichen Auswirkungen einer Ölpreiserhöhung. (2005). .
    In: ifo Dresden berichtet.
    RePEc:ces:ifodre:v:12:y:2005:i:05:p:3-11.

    Full description at Econpapers || Download paper

  40. Supply Shocks and the Persistence of Inflation. (2004). Sommer, Martin.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0408005.

    Full description at Econpapers || Download paper

  41. Sectoral Specialization in Austria and in the EU-15. (2004). Schneider, Martin ; Janger, Jürgen.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2004:i:2:b:2.

    Full description at Econpapers || Download paper

  42. The Great Inflation of the seventies: what really happened?. (2004). Nelson, Edward.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-001.

    Full description at Econpapers || Download paper

  43. Another Look at Sticky Prices and Output Persistence. (2004). Wen, Yi ; Wang, Pengfei.
    In: Working Papers.
    RePEc:ecl:corcae:04-19.

    Full description at Econpapers || Download paper

  44. Will Stability Last?. (2004). Martin, William ; Rowthorn, Robert.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1324.

    Full description at Econpapers || Download paper

  45. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10130.

    Full description at Econpapers || Download paper

  46. Supply Shocks and the Persistence of Inflation. (2002). Sommer, Martin.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:485.

    Full description at Econpapers || Download paper

  47. Self-fulfilling expectations and the inflation of the 1970s: evidence from the Livingston Survey. (2002). Sill, Keith ; Leduc, Sylvain ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:02-13.

    Full description at Econpapers || Download paper

  48. Does inflation targeting matter? - commentary. (2002). Mishkin, Frederic.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:jul:p:149-154:n:v.84no.4.

    Full description at Econpapers || Download paper

  49. Monetary Policy and Stagflation in the UK. (2002). Nikolov, Kalin ; Nelson, Edward.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3458.

    Full description at Econpapers || Download paper

  50. Monetary policy and stagflation in the UK. (2002). Nikolov, Kalin ; Nelson, Edward.
    In: Bank of England working papers.
    RePEc:boe:boeewp:155.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 12:56:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.