Unveiling the relationship between oil price and exchange rate : new insight from time-varying versus fixed coefficient cointegration
Year of publication: |
2024
|
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Authors: | Sharma, Akhil ; Gupta, Sanjeev ; Rishad, Abdul |
Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 72.2024, 3, p. 477-493
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Subject: | Oil price | exchange rate | time-varying cointegration | structural break | ARDL model | India | Ölpreis | Kointegration | Cointegration | Wechselkurs | Exchange rate | Indien | Strukturbruch | Structural break |
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