Oil and food prices co-integration nexus for Indonesia: a non-linear autoregressive distributed lag analysis

This paper examines the relationship between the prices of oil and food price for Indonesia using non-linear autoregressive distributed lag (NARDL) method. The bound test for co-integration for the NARDL model shows the evidence of co-integration between food price, growth rate of gross domestic pro...

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Main Authors: Abdlaziz, Rizgar Abdlkarim, Abdul Rahim, Khalid, Peter, Adamu
格式: Article
語言:English
出版: EconJournals 2016
在線閱讀:http://psasir.upm.edu.my/id/eprint/56401/1/Oil%20and%20food%20prices%20co-integration%20nexus%20for%20Indonesia%20a%20non-linear%20autoregressive%20distributed%20lag%20analysis.pdf
http://psasir.upm.edu.my/id/eprint/56401/
http://www.econjournals.com/index.php/ijeep/article/view/1698
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