Long-run equilibrium real exchange rates and oil prices

DOI10.1016/S0165-1765(97)00282-6zbMath0908.90057WikidataQ127771255 ScholiaQ127771255MaRDI QIDQ1129169

Kausik Chaudhuri, Betty C. Daniel

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

causalitycointegrationpurchasing power parityoil prices

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets ⋮ An interval method for studying the relationship between the Australian dollar exchange rate and the gold price

Cites Work

• Cointegration in partial systems and the efficiency of single-equation analysis
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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