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dc.contributor.authorSotoudeh, M Ali
dc.contributor.authorWorthington, Andrew C
dc.date.accessioned2018-06-26T23:13:45Z
dc.date.available2018-06-26T23:13:45Z
dc.date.issued2017
dc.identifier.issn1973-3909
dc.identifier.urihttp://hdl.handle.net/10072/377575
dc.description.abstractIn this paper, we implement a number of modified causality tests, including linear models, and nonlinear non-parametric Hiemstra – Jones and parametric Mackey – Glass models, to compare the causal relationships between changes in oil prices and consumer prices across large net oil consuming and producing countries. Our findings indicate that despite the inconclusive results in the extant literature, oil prices affect consumer prices mostly (non) linearly in net oil-consuming (-producing) countries through country-specific mechanisms. Moreover, the nonlinear causations are largely asymmetric.
dc.description.peerreviewedYes
dc.languageEnglish
dc.language.isoeng
dc.publisherRimini Centre for Economic Analysis
dc.publisher.urihttp://rofea.org/index.php?journal=journal&page=article&op=view&path%5B%5D=164
dc.relation.ispartofpagefrom57
dc.relation.ispartofpageto79
dc.relation.ispartofjournalReview of Economics Analysis
dc.relation.ispartofvolume9
dc.subject.fieldofresearchApplied economics not elsewhere classified
dc.subject.fieldofresearchcode380199
dc.titleNonlinear Effects of Oil Prices on Consumer Prices: A Comparative Study of Net Oil Consuming and Producing Countries
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
dcterms.licensehttp://creativecommons.org/licenses/by-nc/3.0/
dc.description.versionVersion of Record (VoR)
gro.facultyGriffith Business School, Department of Accounting, Finance and Economics
gro.rights.copyrightCopyright remains with the author[s] 2017. This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial 3.0 Unported (CC BY-NC 3.0) License (http://creativecommons.org/licenses/by-nc/3.0/) which permits unrestricted, non-commercial use, distribution and reproduction in any medium, providing that the work is properly cited.
gro.hasfulltextFull Text
gro.griffith.authorSotoudeh Mollashahi, Ali


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