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The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis
16 references·5 citing·40 second hop
The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis (2015)The nexus between oil price and Russia's …An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Oil prices and real exchange rates (2006)Oil prices and real exchange …Testing for short- and long-run causality: A frequency-domain approach (2005)Testing for short- and long-r…Commodity currencies and the real exchange rate (2004)Commodity currencies and the …Commodity currencies (2003)Commodity currenciesFurther Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Booming Sector and De-Industrialisation in a Small Open Economy (1982)Booming Sector and De-Industr…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The effect of energy price shocks on commodity currencies during the war in Ukraine (2023)The effect of energy price sh…Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework (2021)Time-Varying Nexus between In…The response of exchange rates to economic policy uncertainty: Evidence from Russia (2021)The response of exchange rate…Oil price and US dollar exchange rate: Change detection of bi-directional causal impact (2021)Oil price and US dollar excha…Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches (2019)Modelling systemic risk and d…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical analysis of cointegration vectors (1988)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Do renewable energy consumption and financial development matter for environmental sustainability? New global evidence (2020)Analyze the environmental sustainability factors of China: The role of fossil fuel energy and renewable energy (2022)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)Time Series Analysis, Forecasting and Control. 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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1982Booming Sector and De-Industrialisation in a Small Open Economy3,295 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 2005Testing for short- and long-run causality: A frequency-domain approach945 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited
  • 2006Oil prices and real exchange rates584 cited
  • 2003Commodity currencies513 cited
  • 2004Commodity currencies and the real exchange rate

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482 cited
  • 2011Modelling oil price and exchange rate co-movements378 cited
  • Cited by

    • 2021The response of exchange rates to economic policy uncertainty: Evidence from Russia62 cited
    • 2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact60 cited
    • 2023The effect of energy price shocks on commodity currencies during the war in Ukraine57 cited
    • 2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches56 cited
    • 2021Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework23 cited