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

Year 2015, Volume: 5 Issue: 4, 1058 - 1064, 01.12.2015

Nezir Köse Sabit Baimaganbetov

https://izlik.org/JA55TA38HD

Abstract

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.

Keywords

Oil price shocks structural VAR asymmetric effects Kazakhstan.

Year 2015, Volume: 5 Issue: 4, 1058 - 1064, 01.12.2015

Nezir Köse Sabit Baimaganbetov

https://izlik.org/JA55TA38HD

Abstract

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Details

Other ID JA53BR23PB
Authors

Nezir Köse This is me

Sabit Baimaganbetov This is me

Publication Date December 1, 2015
IZ https://izlik.org/JA55TA38HD
Published in Issue Year 2015 Volume: 5 Issue: 4

Cite

APA Köse, N., & Baimaganbetov, S. (2015). The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. International Journal of Energy Economics and Policy, 5(4), 1058-1064. https://izlik.org/JA55TA38HD
AMA 1.Köse N, Baimaganbetov S. The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. IJEEP. 2015;5(4):1058-1064. https://izlik.org/JA55TA38HD
Chicago Köse, Nezir, and Sabit Baimaganbetov. 2015. “The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach”. International Journal of Energy Economics and Policy 5 (4): 1058-64. https://izlik.org/JA55TA38HD.
EndNote Köse N, Baimaganbetov S (December 1, 2015) The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. International Journal of Energy Economics and Policy 5 4 1058–1064.
IEEE [1]N. Köse and S. Baimaganbetov, “The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach”, IJEEP, vol. 5, no. 4, pp. 1058–1064, Dec. 2015, [Online]. Available: https://izlik.org/JA55TA38HD
ISNAD Köse, Nezir - Baimaganbetov, Sabit. “The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach”. International Journal of Energy Economics and Policy 5/4 (December 1, 2015): 1058-1064. https://izlik.org/JA55TA38HD.
JAMA 1.Köse N, Baimaganbetov S. The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. IJEEP. 2015;5:1058–1064.
MLA Köse, Nezir, and Sabit Baimaganbetov. “The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach”. International Journal of Energy Economics and Policy, vol. 5, no. 4, Dec. 2015, pp. 1058-64, https://izlik.org/JA55TA38HD.
Vancouver 1.Nezir Köse, Sabit Baimaganbetov. The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. IJEEP [Internet]. 2015 Dec. 1;5(4):1058-64. Available from: https://izlik.org/JA55TA38HD