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~subject:"Asian crisis"
~subject:"Inflation Rate"
~subject:"Multiple structural breaks"
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Granger causality
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Analisis Hubungan Timbal Balik Antara Tingkat Inflasi dengan Tingkat Pengangguran di Indonesia
Siregar, Natalin R.
-
2011
are inflation rate and unemployment rate in Indonesia annually during 1980-2008.This research used
Granger
Causality test … and unemployment rate data were stationary at the first difference.
Granger
causality test indicated there is an …
Persistent link: https://www.econbiz.de/10009464179
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2
Monetary effects on nominal oil prices
Gillman, Max
;
Nakov, Anton
-
2009
nominal oil price that are used to illustrate the theory of oil price jumps. The evidence also indicates strong
Granger
…
Persistent link: https://www.econbiz.de/10012530274
Saved in:
3
Financial market contagion: evidence from the Asian crisis using a multivariate GARCH approach
Khalid, Ahmed M.
;
Rajaguru, Gulasekaran
-
2007
multivariate GARCH model and apply the
Granger
causality test to identify inter-linkages among exchange rate markets in selected …
Persistent link: https://www.econbiz.de/10009441578
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