On the Impact of Oil Price Volatility on the Real Exchange Rate - Terms of Trade Nexus : Revisiting Commodity Currencies
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- Virginie Coudert & Cécile Couharde & Valérie Mignon, 2014. "On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies," EconomiX Working Papers 2014-3, University of Paris Nanterre, EconomiX.
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- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2017.
"Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?,"
Applied Economics, Taylor & Francis Journals, vol. 49(18), pages 1774-1793, April.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411817, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," EconomiX Working Papers 2015-38, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411812, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers 2015-18, CEPII research center.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2016. "Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?," Post-Print hal-01386055, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2017. "Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?," Post-Print hal-01589267, HAL.
- Mahmut ZORTUK & Sinan ÇEKEN, 2015. "The Relationship between Health Care Expenditures and Income in the Selected Transition Economies: A Panel Smooth Transition Regression Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 105-118, June.
- Syed Shujaat AHMED & Abdul QAYYUM, 2016.
"The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach,"
Journal of Economics Library, KSP Journals, vol. 3(4), pages 643-661, December.
- Syed Ahmed, Shujaat & Qayyum, Abdul, 2015. "The Effect of Oil Prices and Regime Switches on Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach," MPRA Paper 66872, University Library of Munich, Germany.
- Mahmut Zortuk & Sinan Çeken, 2016. "Testing Environmental Kuznets Curve in the Selected Transition Economies with Panel Smooth Transition Regression Analysis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(43), pages 537-537, August.
More about this item
Keywords
Commodity currencies; Oil price; Non-linearity;JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2013-12-15 (Energy Economics)
- NEP-INT-2013-12-15 (International Trade)
- NEP-OPM-2013-12-15 (Open Economy Macroeconomics)
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