The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach

Nezir KÖSE; Sabit BAİMAGANBETOV

Makale detayları

The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach

Yazarlar:

Nezir KÖSE | Sabit BAİMAGANBETOV

Yayıncı:

İlhan ÖZTÜRK

Dergi:

International Journal of Energy Economics and Policy 2015 Vol.5 Issue 4, pp.1058-1064

Belge Tipi:

Makale

Yayın Tarihi:

11/2015

Belge Dili:

Türkçe

Document ID (Org No.):

2000816427

Sıklık:

İki Aylık

eISSN:

2146-4553

Özet:

 

This paper assesses empirically the asymmetric effects of real oil price shocks on the industrial production, real exchange rate and inflation in Kazakhstan for the monthly period 2000-2013 by using a Structural VAR model. Structural VAR analysis is carried out using the scaled model. The empirical findings show that the negative oil price shocks have a larger impact on Kazakhstan economic performance.

Makale detayları

The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach

Yazarlar: Nezir KÖSE | Sabit BAİMAGANBETOV

Yayıncı: İlhan ÖZTÜRK

Dergi: International Journal of Energy Economics and Policy 2015 Vol.5 Issue 4, pp.1058-1064

Belge Tipi: Makale

Yayın Tarihi: 11/2015

Belge Dili: Türkçe

Document ID (Org No.): 2000816427

Sıklık: İki Aylık

eISSN: 2146-4553

Sayı

Yazarlar:

Nezir KÖSE | Sabit BAİMAGANBETOV

Yayıncı:

İlhan ÖZTÜRK

Dergi:

International Journal of Energy Economics and Policy 2015 Vol.5 Issue 4, pp.1058-1064

Belge Tipi:

Makale

Yayın Tarihi:

11/2015

Belge Dili:

Türkçe

Document ID (Org No.):

2000816427

Sıklık:

İki Aylık

eISSN:

2146-4553