El Hedi Arouri, Mohamed; Jawadi, Fredj - In: Nonlinear modeling of economic and financial time-series, (pp. 121-141). 2010
Purpose – The purpose of this chapter is to investigate the linear and nonlinear short- and long-run relationships between the real price of oil and the US real effective exchange rate. Methodology/approach – We use recent linear and nonlinear econometric techniques over the period...