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The Effects of Oil Price Shocks on GDP Growth and Stock Market Returns In Developing and Developed Countries.

机译：石油价格冲击对发展中国家和发达国家的GDP增长和股票市场收益的影响。

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摘要

This dissertation empirically assesses the effects of oil price shocks on GDP growth and stock market returns for a select group of developing and developed countries. The history of oil price shocks is discussed along with different ways oil price shocks have been defined in the literature. The dissertation uses two models to analyze the effects of oil price shocks on both developing and developing countries. The first model is a net oil price increase transformation over a one-year and three-year period. The second model is a multivariate VAR analysis which isolates supply, demand, and precautionary demand shocks. Including a model that controls for demand shocks is important given the role strong global growth played in increasing commodity prices from 2002 through mid-2008. This dissertation finds that developing country GDP growth and stock market returns are more affected by oil price shocks compared to developed countries. However, developing countries cannot be treated as a homogeneous group since the effect of oil price shocks vary by country. Lastly, effects of oil price shocks on a select group of oil-importing and oil-exporting developing and developed countries is examined.
机译：本文通过经验评估了部分发展中国家和发达国家的石油价格冲击对GDP增长和股票市场回报的影响。讨论了石油价格冲击的历史以及文献中对石油价格冲击的不同定义。本文采用两种模型来分析石油价格冲击对发展中国家和发展中国家的影响。第一个模型是一年和三年期内的净油价上涨转换。第二个模型是多变量VAR分析，将供应，需求和预防性需求冲击隔离开来。考虑到从2002年到2008年中，全球强劲的增长在商品价格上涨中所起的作用，包括控制需求冲击的模型非常重要。本文发现，与发达国家相比，发展中国家的GDP增长和股市收益受石油价格冲击的影响更大。但是，由于油价冲击的影响因国家而异，因此不能将发展中国家视为同质的群体。最后，研究了石油价格冲击对选定的一组石油进口和石油出口发展中国家和发达国家的影响。

著录项

  • 作者

    Harter, Michael.;

  • 作者单位

    The Claremont Graduate University.;

  • 授予单位 The Claremont Graduate University.;
  • 学科 Economics.;Finance.
  • 学位 Ph.D.
  • 年度 2014
  • 页码 156 p.
  • 总页数 156
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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