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Article title
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Abstract
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Keywords
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1. Introduction
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2. Literature review
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3. Data and methodology
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3.1. Data
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3.2. Econometric methodology
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3.2.2. GMM estimation of PVAR model
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3.2.3. Impulse response functions
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4. Empirical analysis
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4.1. Pre-estimation results
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4.1.2. Stationarity tests
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4.1.3. Lag-selection criterion
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4.1.4. Stability test
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4.2. Evidence from GMM-PVAR estimation
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4.3. Generalized impulse response function analysis
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5. Robustness
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5.1. Sensitivity to forward orthogonal transformation
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5.2. Sensitivity to the alternative U.S. EPU index
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5.3. Addressing potential endogeneity of the oil price uncertainty index
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6. Conclusion
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References
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Acknowledgements
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Appendix A
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Appendix B
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Appendix C
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Appendix D
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