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Volumn 37, Issue 12, 2009, Pages 5417-5426

Identifying the oil price-macroeconomy relationship: An empirical mode decomposition analysis of US data

Author keywords

Empirical mode decomposition; Macroeconomy; Oil price

Indexed keywords

CORRELATION ANALYSIS; ECONOMIC DECLINE; EMPIRICAL MODE DECOMPOSITION; GROSS DOMESTIC PRODUCTS; NON-LINEAR; NONSTATIONARY DATA; OIL MARKET; OIL PRICES; OIL SUPPLIES; WEAK CORRELATION; WEST TEXAS INTERMEDIATES;

EID: 71549151598     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2009.08.002     Document Type: Article
Times cited : (68)

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