Reconsidering the macroeconomics of the oil price in Germany: Testing for causality in the frequency domain

Empirical Economics

Volumn 36, Issue 2, 2009, Pages 441-453

  Gronwald, Marc ^a  

^a UNIVERSITY OF HAMBURG   (Germany)

Author keywords

Causality; Frequency domain; Oil price; Spectral analysis; Vector autoregressions

Indexed keywords

FINANCIAL MARKET; INDUSTRIAL PRODUCTION; INTEREST RATE; MACROECONOMICS; OIL INDUSTRY; PRICE DYNAMICS; REGRESSION ANALYSIS;

CENTRAL EUROPE; EURASIA; EUROPE; GERMANY;

EID: 63449124614     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-008-0204-3     Document Type: Article

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