Data from: Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality

Name: Data from: Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality
Creator: Erick de Oliveira
Published: 2019-04-27T11:38:06.029Z
Keywords: Energy Prices, Crude Oil, Generalized Autoregressive Conditional Heteroscedasticity, Granger Causality Test, Nonlinear Effects, Regime Switching, GDP and Energy Relationship

de Oliveira, Erick; Cyrino Oliveira, Fernando Luiz; Klotzle, Marcelo Cabus; Figueiredo Pinto, Antonio Carlos

doi:10.17632/rxrsx28v9v.2

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:

Erick de Oliveira,

Fernando Luiz Cyrino Oliveira,

Marcelo Cabus Klotzle,

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.

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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.