Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity

Gupta, Rangan; Seu Epse Kean, Gbeada Josiane; Tsebe, Mpho Asnath; Tsoanamatsie, Nthabiseng; Sato, Joao Ricard

dc.contributor.author	Gupta, Rangan
dc.contributor.author	Seu Epse Kean, Gbeada Josiane
dc.contributor.author	Tsebe, Mpho Asnath
dc.contributor.author	Tsoanamatsie, Nthabiseng
dc.contributor.author	Sato, Joao Ricard
dc.date.accessioned	2016-08-19T12:39:47Z
dc.date.available	2016-08-19T12:39:47Z
dc.date.issued	2015
dc.description.abstract	Please read abstract in article.	en_ZA
dc.description.department	Economics	en_ZA
dc.description.librarian	am2016	en_ZA
dc.description.uri	http://www.ge.camcom.gov.it/IT/Page/t01/view_html?idp=555	en_ZA
dc.identifier.citation	Gupta, R, Seu Epse Kean, GJ, Tsebe, MA, Tsoanamatsie, N & Ricardo, SJ 2015, 'Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity', Economia Internazionale, vol. 68, pp. 469-491.	en_ZA
dc.identifier.issn	0012-981X
dc.identifier.uri	http://hdl.handle.net/2263/56426
dc.language.iso	en	en_ZA
dc.publisher	Camera di Commercio, Industria, Artigianato e	en_ZA
dc.rights	Camera di Commercio, Industria, Artigianato e	en_ZA
dc.subject	Oil prices	en_ZA
dc.subject	Commodity prices	en_ZA
dc.subject	Stability	en_ZA
dc.subject	Causality	en_ZA
dc.subject	Linear	en_ZA
dc.subject	Time-varying	en_ZA
dc.title	Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity	en_ZA
dc.type	Postprint Article	en_ZA