Investigation of the relations between crude oil prices and real effective exchange rate (REER) in Iran using phase-angle analysis
Farhad Ghaffari, Aghigh Farhadi
| Year of publication: |
2016
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|---|---|
| Authors: | Ghaffari, Farhad ; Farhadi, Aghigh |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 20.2016, 1, p. 93-109
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| Subject: | Coherency | Oil Price | Phase-Angle | REER | Time Series | Wavelet | Ölpreis | Oil price | Iran | Wechselkurs | Exchange rate | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätzung | Estimation | Kausalanalyse | Causality analysis | Zustandsraummodell | State space model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011581483