Oil price uncertainty and manufacturing production
Year of publication: |
2014
|
---|---|
Authors: | Aye, Goodness C. ; Dadam, Vincent ; Gupta, Rangan ; Mamba, Bonginkosi |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 43.2014, p. 41-47
|
Subject: | Oil volatility | Vector autoregression | Bivariate GARCH-in-mean VAR | Manufacturing production | Ölpreis | Oil price | VAR-Modell | VAR model | Industrie | Manufacturing industries | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | ARCH-Modell | ARCH model | Produktivität | Productivity |
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