OIL PRICES, INFLATION AND INTEREST RATES IN A STRUCTURAL COINTEGRATED VAR MODEL FOR THE G-7 COUNTRIES

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COLOGNI A.; MANERA M.

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Journal Paper

Paper Information

Journal: ENERGY ECONOMICS Year:2008 | Volume:30 | Issue:3 Page(s): 856-888

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Information Journal Paper

Title

OIL PRICES, INFLATION AND INTEREST RATES IN A STRUCTURAL COINTEGRATED VAR MODEL FOR THE G-7 COUNTRIES

Author(s)

COLOGNI A. | MANERA M. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

ASSESSING THE ASYMMETRIC EFFECTS OF CRUDE OIL SHOCKS ON THE IRANIAN ECONOMY IN ECONOMIC REGIMES: MARKOV SWITCHING MODEL
THE EFFECT OF OIL PRICE VOLATILITY ON GDP IN IRAN
ASSESSING THE EFFECTS OF OIL PRICE SHOCKS ON TEHRAN EXCHANGE STOCK RETURNS: USING WAVELET DECOMPOSITION AND MARKOV SWITCHING
INVESTIGATION OF THE SIMULTANEOUS EFFECT OF OIL PRICE UNCERTAINTY AND GOLD PRICE UNCERTAINTY ON TEHRAN STOCK MARKET INDEX: AN APPLICATION OF THREE-VARIATE GARCH MODEL

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APA: Copy

COLOGNI, A., & MANERA, M.. (2008). OIL PRICES, INFLATION AND INTEREST RATES IN A STRUCTURAL COINTEGRATED VAR MODEL FOR THE G-7 COUNTRIES. ENERGY ECONOMICS, 30(3), 856-888. SID. https://sid.ir/paper/596936/en

Vancouver: Copy

COLOGNI A., MANERA M.. OIL PRICES, INFLATION AND INTEREST RATES IN A STRUCTURAL COINTEGRATED VAR MODEL FOR THE G-7 COUNTRIES. ENERGY ECONOMICS[Internet]. 2008;30(3):856-888. Available from: https://sid.ir/paper/596936/en

IEEE: Copy

A. COLOGNI, and M. MANERA, “OIL PRICES, INFLATION AND INTEREST RATES IN A STRUCTURAL COINTEGRATED VAR MODEL FOR THE G-7 COUNTRIES,” ENERGY ECONOMICS, vol. 30, no. 3, pp. 856–888, 2008, [Online]. Available: https://sid.ir/paper/596936/en

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