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Time-varying relation between oil shocks and european stock market returns
(MDPI, 2023)
Artículo / Artikulua,
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 ...
Dynamic interactions between oil price and exchange rate
(Public Library of Science, 2020)
info:eu-repo/semantics/article,
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 ...