Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Erick Meira de Oliveira, Fernando Luiz Cyrino Oliveira, Marcelo Cabus Klötzle, and Antonio Carlos Figueiredo Pinto
| Year of publication: |
2021
|
|---|---|
| Authors: | Oliveira, E. M. de ; Oliveira, Fernando Luiz Cyrino ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo |
| Subject: | GARCH filtering | GDP | nonlinear causality | oil prices | regime shifts | Ölpreis | Oil price | Nationaleinkommen | National income | Brasilien | Brazil | Kausalanalyse | Causality analysis | Volatilität | Volatility | Ölmarkt | Oil market | Bruttoinlandsprodukt | Gross domestic product | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1658072 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012607411