Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Year of publication: |
2021
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Authors: | Oliveira, E. M. de ; Oliveira, Fernando Luiz Cyrino ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 10, p. 2767-2791
|
Subject: | GARCH filtering | GDP | nonlinear causality | oil prices | regime shifts | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Nationaleinkommen | National income | Brasilien | Brazil | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Bruttoinlandsprodukt | Gross domestic product |
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