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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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Bibliografske podrobnosti
Glavni avtor: Hassan Tawakol A. Fadol
Format: Artigo
Jezik:Inglês
Izdano: EconJournals 2020-10-01
Serija:International Journal of Energy Economics and Policy
Online dostop:https://econjournals.com/index.php/ijeep/article/view/10130
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