The Effect of Asymmetrical Relationship of Oil Price Shocks on Gross Domestic Product
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DOI: http://dx.doi.org/10.17576/JEM-2021-5502-10
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Keywords
Crude oil price; GDP; asymmetric; nonlinear; threshold value;All these keywords.
JEL classification:
- B27 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - International Trade and Finance
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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