The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
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DOI: 10.1016/j.eneco.2013.08.016
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More about this item
Keywords
Oil prices; Exchange rate nexus; Wavelet cross-correlation; Granger causality; Romania;All these keywords.
JEL classification:
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
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