Oil price shocks and Vietnam’s macroeconomic fundamentals: quantile-on-quantile approach

This study aims to explore the asymmetric relationships between global oil prices and the selected Vietnam macroeconomic indicators using both quantile-on-quantile regression and Granger causality in quantile frameworks. The macroeconomic factors under study, as expected, have a strong relationship...

Full description

Bibliographic Details

Published in:	Cogent Economics & Finance
Main Author:	Ho Thuy Tien
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2022-12-01
Subjects:	macroeconomic factors oil prices quantile regression causality Vietnam G12
Online Access:	https://www.tandfonline.com/doi/10.1080/23322039.2022.2095767