Oil-price macroeconomic relationship in Australia and New Zealand: Application of hidden co-integration technique
This study examines the relationships between oil prices and macroeconomic variables such as industrial/manufacturing production index, consumer price index, real effective exchange rates, lending rates and stock price index in Australia and New Zealand within the framework of hidden cointegration t...
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| Format: | Article |
| Language: | English |
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University of Malaya
2014
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| Online Access: | http://irep.iium.edu.my/34394/1/Published_paper_Institution_IE%25205.pdf http://irep.iium.edu.my/34394/ http://ijie.um.edu.my/filebank/published_article/6532/IE%205.pdf |
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