Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables

Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta. Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables. In Vladik Kreinovich, Nguyen Ngoc Thach, Nguyen Duc Trung, Dang Van Thanh, editors, Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, International Econometric Conference of Vietnam, Ho Chi Minh City, Vietnam, 14-16 January, 2019. Volume 809 of Studies in Computational Intelligence, pages 1121-1131, Springer, 2019. [doi]

Abstract

Abstract is missing.