Impact of crude-oil price volatility on economic activities: An empirical investigation in the Thai economy

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Impact of crude-oil price volatility on economic activities: An empirical investigation in the Thai economy

This paper empirically examines the impact of oil price volatility on key macroeconomic indicators of Thailand. Following Andersen et al. [2004. Analytical evaluation of volatility forecasts. International Economic Review 45(4), 1079-1110], quarterly oil price volatility is measured by using the rea...

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Bibliographic Details
Main Authors:	Rafiq, Shuddsattwa, Salim, Ruhul, Bloch, Harry
Format:	Journal Article
Published:	Pergamon 2008
Subjects:	Impulse response function Thailand Oil price volatility Variance decomposition Granger causality test
Online Access:	http://hdl.handle.net/20.500.11937/14119

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