Fiscal Policy and Economic Cycles in Oil-Exporting Countries.
Material type: TextSeries: IMF Working PapersPublisher: Washington : International Monetary Fund, 2008Copyright date: ©2008Description: 1 online resource (23 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9781451915648Subject(s): Business cycles -- Econometric models | Fiscal policy -- Econometric models | Petroleum industry and trade -- Econometric modelsGenre/Form: Electronic books.Additional physical formats: Print version:: Fiscal Policy and Economic Cycles in Oil-Exporting CountriesDDC classification: 336.3015195 LOC classification: HJ192 -- .H87 2008ebOnline resources: Click to ViewIntro -- Contents -- I. Introduction -- II. Data and Cyclical Properties -- III. Oil Prices, Output Cycles, and Fiscal Policy -- IV. Panel VAR Framework -- V. Sensitivity Checks and Extensions -- VI. Conclusions -- References -- Appendixes -- A. Data Sources and Descriptions -- B. Unit Root Tests.
This paper empirically assesses the impact of oil price shocks on the underlying non-oil economic cycle in oil-exporting countries. Panel VAR analysis and the associated impulse responses indicate that in countries where the oil sector is large in relation to the economy, oil price changes affect the economic cycle only through their impact on fiscal policy. Once fiscal policy changes are removed, oil price shocks do not have a significant independent effect on the economic cycle.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2018. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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