Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis

This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). Wald Granger causalit...

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Bibliographic Details
Main Author: Akram, Muhammad
Format: Others
Language:English
Published: Högskolan Dalarna, Nationalekonomi 2012
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723