Tag: Time-varying
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Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions (Macroeconomic Dynamics)
NEW PUBLICATION: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this…
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Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions
NEW WORKING PAPER: This paper assesses the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To…
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How to test fiscal sustainability in OECD countries?
NEW PUBLICATION: We can use Fourier Dickey-Fuller unit root tests, time-varying fiscal reaction functions and threshold fiscal reactions functions. Over the period spanning from 1870 to…