Kisswani, Khalid; M.; Nusair, Salah; A. - Volkswirtschaftliche Fakultät, … - 2012
We utilize non-linear models to examine the stationarity of oil prices (Brent, Dubai, WIT and World) over the period … 1973:2-2011:2. Real oil prices are calculated and expressed in the domestic currencies of seven Asian countries (Indonesia … oil prices. Applying unit root tests, which account for two types of non-linearities (smooth transition and nonlinear …