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Evidence for chaotic dependence between US inflation and commodity prices
7 references·16 citing·47 second hop
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this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2005A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis311 cited
  • 2005A Note on the Hiemstra-Jones Test for Granger Non-causality246 cited
  • 1997Nonparametric cointegration analysis202 cited
  • 2000Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM88 cited
  • 2005New Trends in Macroeconomics64 cited

Cited by

  • 2014Factors determining energy consumption: Evidence from Indonesia, Malaysia and Thailand165 cited
  • 2010Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model162 cited
  • 2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?119 cited
  • 2017Dynamic linkages among the gold market, US dollar and crude oil market109 cited
  • 2006Maximum entropy ensembles for time series inference in economics104 cited
  • 2014Energy Consumption, Economic Growth and Financial Development: Exploring the Empirical Linkages for India102 cited
  • 2011Commodity prices and inflation: Testing in the frequency domain

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95 cited
  • 2014Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period90 cited
  • 2018Nonlinear relationships amongst the implied volatilities of crude oil and precious metals79 cited
  • 2009Unobservable shocks as carriers of contagion66 cited
  • 2020Does Bitcoin still own the dominant power? An intraday analysis65 cited
  • 2021The effects of public sentiments and feelings on stock market behavior: Evidence from Australia51 cited
  • 2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets32 cited
  • 2018The stability analysis of the dynamic pricing strategy for bundling goods: a comparison between simultaneous and sequential pricing mechanism28 cited
  • 2013Capital Inflows, Inflation, and the Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages26 cited
  • 2006US inflation and commodity prices: Analytical and empirical issues20 cited