Changes in inflation compensation and oil prices
Short-term and long-term dynamics
Bibliographic Data
| ID | 21541769 |
|---|---|
| Authors | Inês Cabral (0000-0002-9968-9869, University of Lisbon, corresponding author), Inês da Cunha Cabral, Pedro Pires Ribeiro (Iscte – Instituto Universitário de Lisboa), João Nicolau, Jo ão Nicolau (0000-0001-5401-0309, University of Lisbon) |
| Year | 2022 |
| Volume | 62 |
| Issue | 2 |
| Pages | 581-603 |
| Publication date | 2022-02-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-021-02032-4 |
| OpenAlex | W3135520644 |
| Language | EN |
| References cited | 33 |
Autoregressive conditional heteroskedasticity · Conditional variance · Covariance · Econometrics · Economics · Financial economics · Monetary economics · Statistics · Vector autoregression · Energy, Environment, Economic Growth · Market Dynamics and Volatility · Mathematics · Monetary Policy and Economic Impact
New Introduction to Multiple Time Series Analysis
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Generalized autoregressive conditional heteroskedasticity
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Testing for a unit root in time series regression
Testing the null hypothesis of stationarity against the alternative of a unit root
Modelling the Coherence in Short-Run Nominal Exchange Rates
| Highly cited | No |
|---|