Quantile regression approach in investigation of the effects of oil price shocks on exchange rates of selected OPEC member countries
This article investigates the effects of oil price shocks on different quantiles of real exchange rates of selected OPEC member countries (Islamic republic of Iran, Nigeria, Algeria and Saudi Arabia) from January 1993 to December 2018 with quantile regression approach. The result indicates that posi...
Main Authors: | , , |
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Format: | Article |
Language: | fas |
Published: |
Semnan University
2020-11-01
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Series: | مدلسازی اقتصادسنجی |
Subjects: | |
Online Access: | https://jem.semnan.ac.ir/article_4833_a1381ae649afffc4fc5695199325ac40.pdf |