A mixed data sampling approach to the asymmetric impacts of world oil price on macroeconomic variables in Vietnam

A mixed data sampling approach to the asymmetric impacts of world oil price on macroeconomic variables in Vietnam

Purpose – This paper aims to analyse the asymmetric impacts of world oil price on macroeconomic variables in Vietnam, including domestic oil price, inflation and output growth. Design/methodology/approach – The mixed data sampling (MIDAS) approach is employed to examine the impact of world oil price...

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Bibliographic Details
Main Authors: Trinh Thi Tuyet Pham, Nhan Phan Ai Le
Format: Article
Language:English
Published: Emerald Publishing 2020-07-01
Series:Journal of Economics and Development
Subjects:
asymmetric impact
inflation
midas
oil price
output growth
c32
f41
q43
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JED-03-2020-0017/full/pdf?title=a-mixed-data-sampling-approach-to-the-asymmetric-impacts-of-world-oil-price-on-macroeconomic-variables-in-vietnam

Internet

https://www.emerald.com/insight/content/doi/10.1108/JED-03-2020-0017/full/pdf?title=a-mixed-data-sampling-approach-to-the-asymmetric-impacts-of-world-oil-price-on-macroeconomic-variables-in-vietnam

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