Listar Artículos de revista DE - ES Aldizkari artikuluak por autor UPNA "Castro Rozo, César Augusto"

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    • Dynamic interactions between oil price and exchange rate 

      Castro Rozo, César Augusto Upna Orcid; Jiménez Rodríguez, Rebeca (Public Library of Science, 2020)   Artículo / Artikulua  OpenAccess
      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 

      Topan, Ligia; Castro Rozo, César Augusto Upna Orcid; Jerez, Miguel; Barge Gil, Andrés (Springer, 2020)   Artículo / Artikulua  OpenAccess
      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 

      Castro Rozo, César Augusto Upna Orcid; Jiménez Rodríguez, Rebeca; Kizys, Renatas (MDPI, 2023)   Artículo / Artikulua  OpenAccess
      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 ...
      El Repositorio ha recibido la ayuda de la Fundación Española para la Ciencia y la Tecnología para la realización de actividades en el ámbito del fomento de la investigación científica de excelencia, en la Línea 2. Repositorios institucionales (convocatoria 2020-2021).
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