Causality relationship between the price of oil and economic growth in Japan

Energy Policy

Volumn 37, Issue 5, 2009, Pages 1953-1957

  Hanabusa, Kunihiro ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Causality in mean; Causality in variance; EGARCH model

Indexed keywords

ECONOMICS;

CAUSALITY IN MEAN; CAUSALITY IN VARIANCE; CROSS-CORRELATION FUNCTIONS; ECONOMIC ACTIVITIES; ECONOMIC GROWTH RATES; ECONOMIC GROWTHS; EGARCH MODEL; EMPIRICAL RESULTS; FINANCIAL MARKETS; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; INFORMATION FLOWS; OIL PRICE SHOCKS; OIL PRICES;

COSTS;

CORRELATION; ECONOMETRICS; ECONOMIC GROWTH; GRANGER CAUSALITY TEST; NUMERICAL MODEL; OIL SUPPLY; VARIANCE ANALYSIS; VECTOR AUTOREGRESSION;

ASIA; EURASIA; FAR EAST; JAPAN;

EID: 62849125847     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2009.02.007     Document Type: Article

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