The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
Year of publication: |
2013
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Authors: | Tiwari, Aviral Kumar ; Mutascu, Mihai ; Albulescu, Claudiu Tiberiu |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 40.2013, p. 714-733
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Subject: | Oil prices | Exchange rate nexus | Wavelet cross-correlation | Granger causality | Romania | Rumänien | Ölpreis | Oil price | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Kaufkraftparität | Purchasing power parity | Zustandsraummodell | State space model | Volatilität | Volatility |
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