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~institution:"DIW Berlin (Deutsches Institut für Wirtschaftsforschung)"
~institution:"Department of Econometrics and Business Statistics, Monash Business School"
~institution:"School of Economics and Finance, Queen Mary"
~subject:"Oil shocks"
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Oil shocks
structural breaks
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Kapetanios, George
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Tzavalis, Elias
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
Department of Econometrics and Business Statistics, Monash Business School
School of Economics and Finance, Queen Mary
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The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks
Kapetanios, George
;
Tzavalis, Elias
-
School of Economics and Finance, Queen Mary
-
2004
This paper introduces a new model of
structural
breaks
which assumes that
structural
breaks
are driven by large …
Persistent link: https://www.econbiz.de/10005106366
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