Long‐run co‐variability between oil prices and economic policy uncertainty
Long‐run co‐variability between oil prices and economic policy uncertainty
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
Journal title
Language
English
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
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Scope and Contents
Contents
This study investigates the long run co‐variability between prices of oil and uncertainty of economic policy by using monthly data for the period of 1998M1‐2018M12. We develop an innovative approach based on long‐run co‐variability approach developed recently by Muller and Watson (Müller & Watson, 2018). Our empirical results reveal the positive lo...
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Full title
Long‐run co‐variability between oil prices and economic policy uncertainty
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TN_cdi_hal_primary_oai_HAL_hal_03677996v1
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_03677996v1
Other Identifiers
ISSN
1076-9307
E-ISSN
1099-1158
DOI
10.1002/ijfe.2478
