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The impact of oil shock on exchange rates in BRICS countries: a Markov switching model

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Publication:2086212
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DOI10.1007/978-3-030-77094-5_32zbMath1495.62104OpenAlexW3186505362MaRDI QIDQ2086212

Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta

Publication date: 25 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_32


zbMATH Keywords

exchange rateMarkov-switchingoil shocksBRICS countries


Mathematics Subject Classification ID

Applications of statistics to economics (62P20)




Cites Work

  • Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
  • A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
  • Efficient Tests for an Autoregressive Unit Root
  • Significance test for linear regression: how to test without P-values?
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This page was last edited on 1 February 2024, at 22:21.
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