Study the Possibility of Address Complex Models in Linear and Non-Linear Causal Relationships between Oil Price and GDP in KSA: Using the Combination of Toda-Yamamoto, Diks-Panchenko and VAR Approach
<p>This paper is about the causal relationship between Oil price, GDP in KSA and to that end, we apply a linear Granger causality test introduced by Toda-Yamamoto 1995 and the nonlinear Granger causality test of Diks-Panchenko 2006. By combining linear causality effects with the nonlinear ones...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-10-01
|
| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/10130 |