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标题:Revisiting global economic activity and crude oil prices: A wavelet analysis
时间:2019-05-27 01:33:10
DOI:10.1016/j.econmod.2018.08.012
作者:Dong, Minyi;Chang, Chun-Ping;Gong, Qiang;Chu, Yin
出版源: Economic Modelling
摘要:Revisiting global economic activity and crude oil prices: A wavelet analysisdoi:10.1016/j.econmod.2018.08.012Economic ModellingDong, MinyiChang, Chun-PingGong, QiangChu, Yin...
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目录:
  • Revisiting global economic activity and crude oil prices: A wavelet analysis
    • 1. Introduction
    • 2. Literature review
    • 3. Wavelet analysis
    • 4. Data description and empirical results
      • 4.1. The data
      • 4.2. Empirical findings
        • 4.2.1. Evidence from the unit root tests, degree of stationarity test and cointegration test
        • 4.2.2. Evidence from the generalized impulse response and causality test
        • 4.2.3. Evidence from conventional structural break test
        • 4.2.4. Empirical results of the wavelet analysis
        • 4.2.5. More evidence using the OECD industrial production as a proxy for global economics activity
    • 5. Concluding remarks
    • Acknowledgement
    • References

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