Browsing Economic and Management Sciences by Subject "Bivariate GARCH-in-mean VAR"

Browsing Economic and Management Sciences by Subject "Bivariate GARCH-in-mean VAR"

Sort by: Order: Results:

  • Oil price uncertainty and manufacturing production 
    Aye, Goodness Chioma; Dadam, Vincent; Gupta, Rangan; Mamba, Bonginkosi (Elsevier, 2014-05)
    Given the rapid rise and volatility of oil prices, the paper investigates the effect of oil price uncertainty on the South African manufacturing production using monthly observations covering the period 1974:02 to 2012:12. ...