The effect of asymmetrical relationship of oil price shocks on gross domestic product

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The effect of asymmetrical relationship of oil price shocks on gross domestic product

This paper revisits the asymmetrical crude oil prices and Gross Domestic Product (GDP) relationship for Malaysia and Indonesia using Hansen (2000) Threshold regression method. The empirical analysis uses quarterly data for the period of 1990 (quarter 1) until 2018 (quarter 1). The paper confirms t...

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Bibliographic Details
Main Authors:	Zalina Zainal, Mukhriz Izraf Azman Aziz, Mohd Faisol Md. Salleh
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2021
Online Access:	http://journalarticle.ukm.my/18793/ http://journalarticle.ukm.my/18793/1/jeko_552-10-1.pdf

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