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Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective

  • Benhmad, François
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    In this paper, we use wavelet analysis to investigate the cyclical comovements between crude oil prices and US GDP, taking into account the decline in the volatility of US GDP growth that has occurred since the mid-1980s.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0301421513000244
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    Article provided by Elsevier in its journal Energy Policy.

    Volume (Year): 57 (2013)
    Issue (Month): C ()
    Pages: 141-151

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    Handle: RePEc:eee:enepol:v:57:y:2013:i:c:p:141-151
    Contact details of provider: Web page: http://www.elsevier.com/locate/enpol

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