Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Thi Hong Van Hoang, Amine Lahiani, David Heller
| Year of publication: |
April 2016
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|---|---|
| Authors: | Hoang, Thi Hong Van ; Lahiani, Amine ; Heller, David |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 54.2016, p. 54-66
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| Subject: | Gold | Inflation | Nonlinear autoregressive distributed lags model (NARDL) | GARCH structural break unit root test | Data frequency effect | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Lag-Modell | Lag model | ARCH-Modell | ARCH model | Inflationsrate | Inflation rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011641377