Data from: Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality
Published: 27 April 2019| Version 2 | DOI: 10.17632/rxrsx28v9v.2
Contributors:
,
Fernando Luiz Cyrino Oliveira,
Marcelo Cabus Klötzle,
Antonio Carlos Figueiredo Pinto
Description
Underlying data (raw, transformed and processed time series) and metadata related to the manuscript: Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality (updated after 1st review in April 2019). Please refer to the uploaded .pdf document for the full description and detailed steps to reproduce: We cannot present them in this field due to the limit on the number of characters.
Files
Steps to reproduce
Please refer to the uploaded .pdf document for the full description and detailed steps to reproduce: We cannot present them in this field due to the limit on the number of characters.
Institutions
Pontificia Universidade Catolica do Rio de Janeiro
Categories
Energy Prices, Crude Oil, Generalized Autoregressive Conditional Heteroscedasticity, Granger Causality Test, Nonlinear Effects, Regime Switching, GDP and Energy Relationship