Oil prices and the US effective exchange rate : a hidden cointegration analysis
Panagiotis Rafailidis, Constantinos Katrakilidis
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Rafailidis, Panagiotis ; Katrakilides, K. |
| Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 5.2016, 4, p. 134-144
|
| Subject: | exchange rate | oil prices | hidden cointegration | structural breaks | U.S. | Ölpreis | Oil price | Kointegration | Cointegration | Wechselkurs | Exchange rate | USA | United States | Strukturbruch | Structural break | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17811/ebl.5.4.2016.134-144 [DOI] hdl:11159/837 [Handle] |
| Classification: | C22 - Time-Series Models ; C5 - Econometric Modeling ; F31 - Foreign Exchange ; Q43 - Energy and the Macroeconomy |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715968