dc.contributor.author | Sotoudeh, M Ali | |
dc.contributor.author | Worthington, Andrew C | |
dc.date.accessioned | 2018-06-26T23:13:45Z | |
dc.date.available | 2018-06-26T23:13:45Z | |
dc.date.issued | 2017 | |
dc.identifier.issn | 1973-3909 | |
dc.identifier.uri | http://hdl.handle.net/10072/377575 | |
dc.description.abstract | In 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.peerreviewed | Yes | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | Rimini Centre for Economic Analysis | |
dc.publisher.uri | http://rofea.org/index.php?journal=journal&page=article&op=view&path%5B%5D=164 | |
dc.relation.ispartofpagefrom | 57 | |
dc.relation.ispartofpageto | 79 | |
dc.relation.ispartofjournal | Review of Economics Analysis | |
dc.relation.ispartofvolume | 9 | |
dc.subject.fieldofresearch | Applied economics not elsewhere classified | |
dc.subject.fieldofresearchcode | 380199 | |
dc.title | Nonlinear Effects of Oil Prices on Consumer Prices: A Comparative Study of Net Oil Consuming and Producing Countries | |
dc.type | Journal article | |
dc.type.description | C1 - Articles | |
dc.type.code | C - Journal Articles | |
dcterms.license | http://creativecommons.org/licenses/by-nc/3.0/ | |
dc.description.version | Version of Record (VoR) | |
gro.faculty | Griffith Business School, Department of Accounting, Finance and Economics | |
gro.rights.copyright | Copyright 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.hasfulltext | Full Text | |
gro.griffith.author | Sotoudeh Mollashahi, Ali | |