Oil and the G7 business cycle : Friedman's Plucking Markov Switching Approach
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- Med Imen Gallali & Raggad Zahraa, 2012. "Evaluation of VaR models' forecasting performance: the case of oil markets," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 5(3), pages 197-215.
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More about this item
Keywords
oil; OPEC; G7; GDP; business cycle; Friedman’s Plucking Markov Switching; permanent; transitory;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2004-10-30 (Macroeconomics)
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