Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models

Hassan Mohammadi and Mohammad Jahan-Parvar

Journal of Economics and Finance, 2012, vol. 36, issue 3, 766-779

Keywords: Asymmetry; Cointegration; Dutch Disease; Error Correction; Oil Prices; Real Exchange Rates; Threshold and Momentum Threshold Autoregressive Models; JEL Classification; C32; C52; F31; F37; F47 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (41)

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DOI: 10.1007/s12197-010-9156-5

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