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Study the Possibility of Address Complex Models in Linear and Non-Linear Causal Relationships between Oil Price and GDP in KSA: Using the Combination of Toda-Yamamoto, Diks-Panchenko and VAR Approach
<p>This paper is about the causal relationship between Oil price, GDP in KSA and to that end, we apply a linear Granger causality test introduced by Toda-Yamamoto 1995 and the nonlinear Granger causality test of Diks-Panchenko 2006. By combining linear causality effects with the nonlinear ones...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
EconJournals
2020-10-01
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| Col·lecció: | International Journal of Energy Economics and Policy |
| Accés en línia: | https://econjournals.com/index.php/ijeep/article/view/10130 |
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