Investigation of the relations between crude oil prices and real effective exchange rate (REER) in Iran using phase-angle analysis
Year of publication: |
2016
|
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Authors: | Ghaffari, Farhad ; Farhadi, Aghigh |
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 |
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