How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Year of publication: |
2023
|
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Authors: | Mensi, Walid ; Ur Rehman, Mobeen ; Hammoudeh, Shawkat ; Xuan Vinh Vo ; Kim, Won Joong |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 173.2023, p. 212-232
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Subject: | Oil | Inflation | Macroeconomic factors | Nonparametric quantile causality | Partial and multivariate wavelets | Ölmarkt | Oil market | Welt | World | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Kointegration | Cointegration | Schätzung | Estimation |
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