Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?

Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon & Tovonony Razafindrabe

Year of publication:	October 2015
Authors:	Allegret, Jean-Pierre ; Couharde, Cécile ; Mignon, Valérie ; Razafindrabe, Tovonony
Publisher:	Paris : CEPII, Centre d'etudes prospectives et d'informations internationales
Subject:	oil currencies \| oil shocks \| time-varying parameter VAR model \| VAR-Modell \| VAR model \| Ölpreis \| Oil price \| Schock \| Shock \| Schätzung \| Estimation \| Ölmarkt \| Oil market \| Welt \| World \| Volatilität \| Volatility \| Erdölindustrie \| Oil industry

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