OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA

Melike E. Bildirici, Elçin Aykaç Alp () and Tahsin Bakirtas ()

Applied Econometrics and International Development, 2010, vol. 10, issue 1

Abstract: In this discussion, the theoretical structure of the great depression and the historical dimension of the crisis were taken into consideration and while we examine the depression within the framework of oil prices and financial crisis, we will use mortgage credit and current account deficits. Depression will be tested with TVAR and Granger Causality analysis.

Keywords: Threshold VAR; Granger Causality; Financial Crisis; Depression; Oil Prices (search for similar items in EconPapers)
JEL-codes: C32 C52 E32 G21 (search for similar items in EconPapers)
Date: 2010
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