Browsing BI Research Centre's Series by Subject "Markov-switching"
Now showing items 1-1 of 1
-
On the China factor in international oil markets: A regime switching approach
(CAMP Working Paper Series Paper;11/2018, Working paper, 2018)We investigate the relationship between world oil markets and China's macroeconomic performance over the past two decades. Our analysis starts by proposing a simple method for disentangling real economic activity stemming ...