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.

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

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