Subject 1: The effects of oil price uncertainty on the economic activity and monetary policy

 

  The effects of oil price uncertainty on the economic activity and monetary policy

 

The last five decades have witnessed dramatic changes in crude oil price dynamics. Uncertainty related to changes in oil prices can have an impact on firm-level investment decisions, consumer expenditures, financial markets or decisions of monetary policy. This project will investigate how oil price uncertainty and oil price shocks affect economic activity and monetary policy. This will require an understanding and measurement of the risk and uncertainty associated with the oil prices. Next, multivariate econometric models will be used to study the effects of this uncertainty.

  This subject requires sound knowledge of econometrics time series.

 

Host laboratory: LEMNA (University of Nantes)

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