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Record W1492587132

The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries

2005· article· en· W1492587132 on OpenAlexaboutno aff
Lutz Kilian

Bibliographic record

VenueSSRN Electronic Journal · 2005
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsCounterfactual thinkingSupply shockInflation (cosmology)Shock (circulatory)Monetary economicsOil supplyMonetary policyProduction (economics)Demand shockInflation targetingOil priceMacroeconomics
DOInot available

Abstract

fetched live from OpenAlex

Using state-of-the-art methods, this study estimates and compares the effects of exogenous shocks to global oil production on seven major industrialized economies. The main findings are: (1) There is a fair degree of similarity in the real growth responses. An exogenous oil supply disruption typically causes a temporary reduction in real GDP growth that is concentrated in the second year after the shock. (2) Inflation responses are more varied. The median CPI inflation response peaks after three to four quarters. There is clear evidence that exogenous oil supply disruptions need not generate sustained consumer price inflation. Evidence of sustained inflation (as in the case of Germany) therefore must reflect a favorable institutional environment. (3) The evidence of stagflationary responses is strongest for Germany, Japan and Canada, whereas for the US, the UK and Italy there is little or no evidence of stagflationary responses to oil supply shocks. (4) As measured by cumulative inflation and real growth responses, some countries such as Italy, France and Japan have fared well when faced with exogenous oil supply disruptions, whereas others such as Germany have not. (5) A counterfactual historical exercise suggests that the evolution of CPI inflation in the G7 countries would have been similar overall to the actual path even in the absence of exogenous shocks to oil production, consistent with a monetary explanation of inflation. There is no evidence that the 1973/74 and 2002/03 oil supply shocks had a substantial impact on real growth in any G7 country, but for some G7 countries the 1978/79, 1980, and 1990/91 shocks had some impact.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.272
Threshold uncertainty score0.326

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.010
GPT teacher head0.204
Teacher spread0.194 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations17
Published2005
Admission routes1
Has abstractyes

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