Atil, Ahmed; Lahiani, Amine; Nguyen, Duc Khuong - HAL - 2014
In this article,we use the recently developed nonlinear autoregressive distributedlags (NARDL) model to examine the pass-through of crude oil prices into gasoline and natural gas prices. Our approach allowsus to simultaneously test the short-and long-run nonlinearities through positive and...