Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective

In this paper, we use wavelet analysis to investigate the cyclical comovements between crude oil prices and US GDP, taking into account the decline in the volatility of US GDP growth that has occurred since the mid-1980s.

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Year of publication:	2013
Authors:	Benhmad, François
Published in:	Energy Policy. - Elsevier, ISSN 0301-4215. - Vol. 57.2013, C, p. 141-151
Publisher:	Elsevier
Subject:	Wavelets \| Business cycle \| Granger causality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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