Asymmetric responses of consumer spending to energy prices: A threshold VAR approach
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DOI: 10.1016/j.eneco.2021.105127
Abstract: Abstract We document asymmetric responses of consumer spending to energy price shocks: using a threshold vector autoregressive model estimated with Bayesian methods on U.S. data with high and low real energy inflation regimes, positive energy… read more here.
Keywords: consumer spending; responses consumer; consumption; energy ... See more keywords