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The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011396483

GCC countries and the nexus between exchange rate and oil price : what wavelet decomposition reveals?

Bouoiyour, Jamal; Selmi, Refk - In: International journal of computational economics and … 5 (2015) 1, pp. 55-70

Persistent link: https://www.econbiz.de/10011317310

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

The co-integrated vector autoregression with errors-in-variables

Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200

Persistent link: https://www.econbiz.de/10011549904

Tax smoothing hypothesis : a Turkish case

Turan, Taner; Karakas, Mesut; Yanikkaya, Halit - In: Panoeconomicus 61 (2014) 4, pp. 487-501

Persistent link: https://www.econbiz.de/10010401703

A Kalman filter approach to Fisher effect : evidence from Nigeria

Asemota, Omorogbe J.; Bala, Dahiru A. - In: CBN journal of applied statistics 2 (2011) 1, pp. 71-91

interest rates data. For a more robust result we conducted integration and cointegration tests in order to examine time …-series properties of the variables. Using Co-integration and Kalman filter methodologies, the study did not find evidence of a full …

Persistent link: https://www.econbiz.de/10011477662