Salem, Leila Ben; Nouira, Ridha; Saafi, Sami; Rault, … - 2024
allows for the possibility that oil prices will have a time-varying effect on economic activity. We also employ the … innovative time-varying threshold regression kink model of Yang and Su (2018). Our analysis focuses on a sample of 20 top oil … evidence to support the existence of time-varying threshold levels in the relationship between oil prices and macroeconomic …