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

Cilt: 5 Sayı: 4 1 Aralık 2015
  • Nezir Köse
  • Sabit Baimaganbetov
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EN

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

Öz

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.

Anahtar Kelimeler

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Nezir Köse Bu kişi benim

Sabit Baimaganbetov Bu kişi benim

Yayımlanma Tarihi

1 Aralık 2015

Gönderilme Tarihi

1 Aralık 2015

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2015 Cilt: 5 Sayı: 4

Kaynak Göster

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, ve 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 (01 Aralık 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 ve S. Baimaganbetov, “The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach”, IJEEP, c. 5, sy 4, ss. 1058–1064, Ara. 2015, [çevrimiçi]. Erişim adresi: 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 (01 Aralık 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, ve 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, c. 5, sy 4, Aralık 2015, ss. 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]. 01 Aralık 2015;5(4):1058-64. Erişim adresi: https://izlik.org/JA55TA38HD