Listar por autor UPNA "Castro Rozo, César Augusto"
Mostrando ítems 1-3 de 3
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Dynamic interactions between oil price and exchange rate
This paper contributes to better understand the dynamic interactions between effective exchange rate (EER) and oil price for an oil-importing country like the U.S. by considering a Time-Varying Parameter VAR model with the ... -
Oil price pass-through into inflation in Spain at national and regional level
Oil price showed sharp fluctuations in recent years which revived the interest in its effect on inflation. In this paper, we discuss the relationship between oil price and inflation in Spain, at national and regional levels, ... -
Time-varying relation between oil shocks and european stock market returns
This paper considers a time-varying parameter vector autoregression model to analyze the varying impact of three types of structural oil shocks (the supply-side shock, the aggregate demand shock, and the oil-specific demand ...