Oil price shocks and Vietnam’s macroeconomic fundamentals: quantile-on-quantile approach
This study aims to explore the asymmetric relationships between global oil prices and the selected Vietnam macroeconomic indicators using both quantile-on-quantile regression and Granger causality in quantile frameworks. The macroeconomic factors under study, as expected, have a strong relationship...
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| Formato: | Artigo |
| Idioma: | Inglês |
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Taylor & Francis Group
2022-12-01
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| Series: | Cogent Economics & Finance |
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| Acceso en liña: | https://www.tandfonline.com/doi/10.1080/23322039.2022.2095767 |
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