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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/57995
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dc.contributor.advisorDr. Nguyen Van Ngaien_US
dc.contributor.authorTruong Ngo Trong Nghiaen_US
dc.date.accessioned2018-11-15T09:55:54Z-
dc.date.available2018-11-15T09:55:54Z-
dc.date.issued2012-
dc.identifier.urihttp://vnp.edu.vn/vi/nghien-cuu/luan-van-tot-nghiep/tom-tat-luan-van/800-the-impact-of-oil-price-on-inflation-the-case-of-vietnam.html-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/57995-
dc.description.abstractA steep upward trend in the price of crude oil in recent years, reaching a spike record in middle of 2008, has led to increasing concern about its impacts on macroeconomic, both abroad and in Vietnam. In this study, using the vector auto regression approach (VAR) with monthly dataset from 2001M1 to 2010M10, I attempt to empirically investigate the dynamic effects of oil price and Vietnam macroeconomics. Focusing on the reduced-form of causal relationships between world oil price (expressed in Vietnamese price) and macroeconomic variables, I have used both linear and non linear form of oil prices to get the results of their impact on price level and output. In empirical analysis, I find consistent evidence that oil price shocks have a significant effect on output and price level in short term. In detail, my research finds a weak and positive statistically significant association between oil price shocks and price level. The output is more highly sensitive and I find an empirical evidence about the negative impact of oil price shocks on economic growth although it’s not straight forward. I also assert the existence of asymmetric impact of oil price proxies’ changes on economic growth rate.en_US
dc.format.medium80 p.en_US
dc.language.isoEnglishen_US
dc.publisherUniversity of Economics Ho Chi Minh City; VNP (Vietnam – The Netherlands Programme for M.A. in Development Economics)en_US
dc.subjectInflationen_US
dc.subjectGDPen_US
dc.subjectOil price shocken_US
dc.subjectVAR modelsen_US
dc.subjectCointegrationen_US
dc.subjectGranger causalityen_US
dc.subjectPhillips curveen_US
dc.titleThe impact of oil price on inflation - The case of Vietnamen_US
dc.typeMaster's Thesesen_US
ueh.specialityDevelopment Economics = Kinh tế phát triểnen_US
item.cerifentitytypePublications-
item.languageiso639-1English-
item.openairetypeMaster's Theses-
item.grantfulltextreserved-
item.fulltextFull texts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
Appears in Collections:MASTER'S THESES
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