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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Bibliographic Details
Main Authors: Renee Van Eyden, Mamothoana Difeto, Rangan Gupta, Mark Wohar
Format: Default Article
Published: 2018
Subjects:
Online Access:https://hdl.handle.net/2134/36367
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