Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati - In: Economic Modelling 31 (2013) C, pp. 414-422
In this paper, we explore linear and nonlinear Granger causalities between oil price and the real effective exchange …-linear causality tests in the time and the frequency domain. We uncover linear and nonlinear causal relationships between the oil price …