Granger predictability of real oil prices by us money and inflation in Markov-switching regimes
Emrah I. Cevik, Sel Dibooglu, Max Gillman, Szilard Benk
| Year of publication: |
2025
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|---|---|
| Authors: | Cevik, Emrah Ismail ; Dibooglu, Sel ; Gillman, Max ; Benk, Szilárd |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 15.2025, 1, p. 29-52
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| Subject: | Granger-predictability | Impulse responses | Present value | US inflation and money supply, real oil prices | Volatility regimes | Inflation | Ölpreis | Oil price | Geldmenge | Money supply | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-024-00305-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015457564