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

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