Oil price volatility and economic growth: Evidence from advanced economies using more than a century's data
This paper uses a number of different panel data estimators, including fixed effects, bias-corrected least squares dummy variables (LSDVC), generalised methods of moments (GMM), feasible generalised least squares (FGLS), and random coefficients (RC) to analyse the impact of real oil price volatility...
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| Main Authors: | , , , |
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| Format: | Default Article |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/36367 |
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