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.
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.
AMA
Köse N, Baimaganbetov S. The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. IJEEP. December 2015;5(4):1058-1064.
Chicago
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 5, no. 4 (December 2015): 1058-64.
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
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, 2015.
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 2015), 1058-1064.
JAMA
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, 2015, pp. 1058-64.
Vancouver
Köse N, Baimaganbetov S. The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach. IJEEP. 2015;5(4):1058-64.
