A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
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More about this item
KeywordsOil prices; US dollar exchange rates; Wavelet; NARDL;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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