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...

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Bibliographic Details
Main Authors: Masoud Amani, Kiumars Shahbazi, Seyed Jamaleddin Mohseni zonouzi
Format: Article
Language:fas
Published: Semnan University 2020-11-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_4833_a1381ae649afffc4fc5695199325ac40.pdf