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On the sources and consequences of oil price shocks [[electronic resource] ] : the role of storage / / Deren Unalmis, Ibrahim Unalmis, and D. Filiz Unsal
On the sources and consequences of oil price shocks [[electronic resource] ] : the role of storage / / Deren Unalmis, Ibrahim Unalmis, and D. Filiz Unsal
Autore Unalmis Deren
Pubbl/distr/stampa Washington, D.C., : International Monetary Fund, c2012
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) UnalmisIbrahim
UnsalD. Filiz
Collana IMF working paper
Soggetto topico Petroleum products - Prices - Econometric models
Petroleum products - Storage
Soggetto genere / forma Electronic books.
ISBN 1-61635-702-9
1-4755-9843-2
1-283-94779-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage
Record Nr. UNINA-9910453122503321
Unalmis Deren  
Washington, D.C., : International Monetary Fund, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
Autore Unalmis Deren
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) UnalmisIbrahim
UnsalFiliz
Collana IMF Working Papers
IMF working paper
Soggetto topico Petroleum products - Prices - Econometric models
Petroleum products - Storage
Investments: Energy
Inflation
Macroeconomics
Economic Theory
General Aggregative Models: Keynes
Keynesian
Post-Keynesian
Energy and the Macroeconomy
Energy: Demand and Supply
Prices
Energy: General
Commodity Markets
Price Level
Deflation
Agriculture: Aggregate Supply and Demand Analysis
Investment & securities
Economic theory & philosophy
Oil prices
Oil
Commodity price fluctuations
Supply shocks
Commodities
Economic theory
Petroleum industry and trade
Supply and demand
ISBN 1-61635-702-9
1-4755-9843-2
1-283-94779-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage
Record Nr. UNINA-9910779593503321
Unalmis Deren  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
Autore Unalmis Deren
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (42 p.)
Disciplina 338.29346
Altri autori (Persone) UnalmisIbrahim
UnsalFiliz
Collana IMF Working Papers
IMF working paper
Soggetto topico Petroleum products - Prices - Econometric models
Petroleum products - Storage
Investments: Energy
Inflation
Macroeconomics
Economic Theory
General Aggregative Models: Keynes
Keynesian
Post-Keynesian
Energy and the Macroeconomy
Energy: Demand and Supply
Prices
Energy: General
Commodity Markets
Price Level
Deflation
Agriculture: Aggregate Supply and Demand Analysis
Investment & securities
Economic theory & philosophy
Oil prices
Oil
Commodity price fluctuations
Supply shocks
Commodities
Economic theory
Petroleum industry and trade
Supply and demand
ISBN 9781616357023
1616357029
9781475598438
1475598432
9781283947794
128394779X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage
Record Nr. UNINA-9910973896503321
Unalmis Deren  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
On the sources of oil price fluctuations [[electronic resource] /] / Deren Unalmis, Ibrahim Unalmis and D. Filiz Unsal
On the sources of oil price fluctuations [[electronic resource] /] / Deren Unalmis, Ibrahim Unalmis and D. Filiz Unsal
Autore Unalmis Deren
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2009
Descrizione fisica 28 p. : ill
Altri autori (Persone) UnalmisIbrahim
UnsalD. Filiz
Collana IMF working paper
Soggetto topico Petroleum products - Prices
Accounting and price fluctuations
Soggetto genere / forma Electronic books.
ISBN 1-4623-2447-9
1-4518-7430-8
1-4527-4097-6
1-282-84472-5
9786612844720
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910463695903321
Unalmis Deren  
[Washington, D.C.], : International Monetary Fund, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
On the Sources of Oil Price Fluctuations / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
On the Sources of Oil Price Fluctuations / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
Autore Unalmis Deren
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 28 p. : ill
Altri autori (Persone) UnalmisIbrahim
UnsalFiliz
Collana IMF Working Papers
Soggetto topico Petroleum products - Prices
Accounting and price fluctuations
Investments: Energy
Inflation
Macroeconomics
Production and Operations Management
Energy: Demand and Supply
Prices
Energy: General
Price Level
Deflation
Human Capital
Skills
Occupational Choice
Labor Productivity
Nonprofit Organizations and Public Enterprise: General
Investment & securities
Public ownership
nationalization
Oil prices
Oil
Labor productivity
Public enterprises
Petroleum industry and trade
Government business enterprises
ISBN 1-4623-2447-9
1-4518-7430-8
1-4527-4097-6
1-282-84472-5
9786612844720
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788221303321
Unalmis Deren  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
On the Sources of Oil Price Fluctuations / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
On the Sources of Oil Price Fluctuations / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
Autore Unalmis Deren
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 28 p. : ill
Disciplina 339.53091724
Altri autori (Persone) UnalmisIbrahim
UnsalFiliz
Collana IMF Working Papers
Soggetto topico Petroleum products - Prices
Accounting and price fluctuations
Deflation
Energy: Demand and Supply
Energy: General
Government business enterprises
Human Capital
Inflation
Investment & securities
Investments: Energy
Labor Productivity
Labor productivity
Macroeconomics
Nationalization
Nonprofit Organizations and Public Enterprise: General
Occupational Choice
Oil prices
Oil
Petroleum industry and trade
Price Level
Prices
Production and Operations Management
Public enterprises
Public ownership
Skills
ISBN 9786612844720
9781462324477
1462324479
9781451874303
1451874308
9781452740973
1452740976
9781282844728
1282844725
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. The Small Open Economy Model -- A. Households -- B. Firms -- C. Monetary and Fiscal Policy -- D. Equilibrium -- III. Rest of the World and the Oil Market -- A. Equilibrium in the Rest of the World -- B. Oil Market Equilibrium -- IV. Impulse Response Analysis -- A. Aggregate Demand Shocks -- B. Oil Supply Shock -- C. Precautionary Demand Shock -- V. Conclusions -- References -- Tables -- 1. Model in Log- Linearized Form: Behavioral Equations for SOE -- 2. Model in Log-Linearized Form: Behavioral Equations for the ROW and the Oil Market -- 3. Model in Log-Linearized Form: Parameters -- 4. Model in Log-Linearized Form: Exogenous Processes -- 5. Parameters Values Used in Calibration -- Appendix: Equilibrium Conditions -- A. Households and Goods Market Equilibrium in SOE -- B. Marginal Cost and Inflation Dynamics -- C. Rest of the World and Oil Market Equilibrium -- Appendix Figures -- 1. Impulse Responses to 1 Percent Labor Productivity Shock -- 2. Impulse Responses to 1 Percent Government Spending Shock -- 3. Impulse Responses to 10 Percent Negative Oil Supply Shock -- 4. Impulse Responses to 10 Percent Expected Negative Oil Supply Shock.
Record Nr. UNINA-9910965895403321
Unalmis Deren  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui