Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Joscha Beckmann; Robert Czudaj
| Year of publication: |
2013
|
|---|---|
| Authors: | Beckmann, Joscha ; Czudaj, Robert |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 40.2013, p. 665-678
|
| Subject: | Bayesian econometrics | Cointegration | Exchange rates | Markov-switching model | Oil prices | Oil-importing and oil-exporting countries | Ölpreis | Oil price | Wechselkurs | Exchange rate | Ölmarkt | Oil market | Kointegration | Markov-Kette | Markov chain | Schätzung | Estimation | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | OPEC-Staaten | OPEC countries | Welt | World | Erdöl | Petroleum |
| Extent: | graph. Darst. |
|---|---|
| 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/10010354953