Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks
Year of publication: |
2012
|
---|---|
Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
Published in: |
Journal of Reviews on Global Economics. - Lifescience Global. - Vol. 1.2012, p. 41-46
|
Publisher: |
Lifescience Global |
Subject: | Oil price | cointegration test with structural breaks | Granger causality | Kilian economic index | interest rate |
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