Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
François Benhmad
| Year of publication: |
2012
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|---|---|
| Authors: | Benhmad, François |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1505-1514
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| Subject: | Granger causality | Wavelets | Real oil price | Real effective U.S. Dollar exchange rate | Kausalanalyse | Causality analysis | Ölpreis | Oil price | US-Dollar | US dollar | Wechselkurs | Exchange rate | USA | United States | Zustandsraummodell | State space model | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility |
| 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/10009667309