Does Oil Price Volatility Matter for Asian Emerging Economies?

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Does Oil Price Volatility Matter for Asian Emerging Economies?

This article investigates the impact of oil price volatility on six major emerging economies in Asia using time-series cross-section and time-series econometric techniques. To assess the robustness of the findings, we further implement such heterogeneous panel data estimation methods as Mean Group (...

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Bibliographic Details
Main Authors:	Rafiq, S., Salim, Ruhul
Format:	Journal Article
Published:	The Economic Society of Australia 2014
Subjects:	Bayesian VAR Oil price volatility Generalized variance decompositions Cross-sectional dependence Generalized impulse response functions
Online Access:	http://hdl.handle.net/20.500.11937/13611

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