Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR
This paper aims to examine the dynamic pass-through effect of oil price shocks on inflation in OAPEC countries using quarterly data ranging from 1990:Q1 to 2022:Q4. The incorporation of the TVP-VAR model along with the Markov Chain Monte Carlo method with stochastic volatility estimation offers a r...
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2024-05-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://www.econjournals.com.tr/index.php/ijeep/article/view/15686 |
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