Browsing Economics by Subject "Nonlinear ARDL (NARDL)"
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The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US (Elsevier, 2020-02-01)In this study, we investigate the presence of asymmetric interactions between oil prices, oil price uncertainty, interest rates, and unemployment in a cointegration framework. Utilizing the nonlinear auto-regressive ...
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