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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

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

Abstract

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Details

Other ID JA53BR23PB
Journal Section Research Article
Authors

Nezir Köse This is me

Sabit Baimaganbetov This is me

Publication Date December 1, 2015
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.
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.