A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia
Chaker Aloui, Besma Hkiri, Shawkat Hammoudeh, and Muhammad Shahbaz
Year of publication: |
2018
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Authors: | Aloui, Chaker ; Hkiri, Besma ; Hammoudeh, Shawkat ; Shahbaz, Muhammad |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 4/5/6, p. 935-956
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Subject: | cross-wavelets | FX rate | GDP growth | inflation | multiple wavelet coherence | oil price | partial wavelet coherency | wavelet coherency | wavelets | Ölpreis | Oil price | Zustandsraummodell | State space model | Wirtschaftswachstum | Economic growth | Saudi-Arabien | Saudi Arabia | Inflation | Bruttoinlandsprodukt | Gross domestic product | Wechselkurs | Exchange rate | Nationaleinkommen | National income |
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Online Resource