Time-varying spillover effect among oil price and macroeconomic variables

© Springer Nature Switzerland AG 2019. A purpose of this study is to examine a dynamic relationship between oil price and macroeconomic variables namely consumer price index, interest rate, effective exchange rate, and broad money (M3). The rising prices of oil could affect producer’s cost and, in t...

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Bibliographic Details
Main Authors: Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
Format: Book Series
Published: 2019
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065610360&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/65531
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Institution: Chiang Mai University