Reconsidering the macroeconomics of the oil price in Germany: testing for causality in the frequency domain
Year of publication: |
2009
|
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Authors: | Gronwald, Marc |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 36.2009, 2, p. 441-453
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Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Oil price | Causality | Frequency domain | Spectral analysis | Vector autoregressions |
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