Dynamic integration and transmission channels among interest rates and oil price shocks
This paper examines the short term dynamic integration among oil price shocks and interest rates for the U.S.A, Euro area and twelve Asian economies from August 1999 to January 2018 using a Time-Varying Parameter Vector Autoregression (TVP-VAR) with stochastic volatility. First, we found convincing...
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| Format: | article |
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2023
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| Online Access: | http://hdl.handle.net/10725/17920 https://doi.org/10.1016/j.qref.2021.04.008 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://www.sciencedirect.com/science/article/abs/pii/S1062976921000697 |
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