OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA

In this discussion, the theoretical structure of the great depression and the historical dimension of the crisis were taken into consideration and while we examine the depression within the framework of oil prices and financial crisis, we will use mortgage credit and current account deficits. Depression will be tested with TVAR and Granger Causality analysis.

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Year of publication:	2010
Authors:	BILDIRICI, M.E. ; ALP, E.A. ; BAKIRTAS, T.
Published in:	Applied Econometrics and International Development. - Euro-American Association of Economic Development. - Vol. 10.2010, 1
Publisher:	Euro-American Association of Economic Development
Subject:	Threshold VAR \| Granger Causality \| Financial Crisis \| Depression \| Oil Prices

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Type of publication:	Article
Classification:	C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E32 - Business Fluctuations; Cycles ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008468251