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of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides … toward the long run. The Wavelet-Granger causality provides us further insights into the lead-lag relationships between oil …
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Equilibrium assumptions posit relations between different people's beliefs and behavior without describing a process that causes these relations to hold. I show that because equilibrium models do not describe a causal process whereby one endogenous variable affects another, attempts to decompose...
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Equilibrium assumptions posit relations between different people's beliefs and behavior without describing a process that causes these relations to hold. I show that because equilibrium models do not describe a causal process whereby one endogenous variable affects another, attempts to decompose...
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