Browsing Economics by Subject "threshold autoregressive model"

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OIL PRICES AND REAL EXCHANGE RATES

Alpysbayeva, Dinara (Nazarbayev University School of Sciences and Humanities, 2017)

Fluctuations in oil prices during the last decade have reignited the interest in the \Dutch Disease" hypothesis. The paper aims at identifying the presence of the Dutch Disease and at assessing the importance of choosing ...