Dynamics of global oil prices, exchange rate and precious metal prices in India

[1]  Erkan Topal,et al.  An overview of global gold market and gold price forecasting , 2010 .

[2]  Ramazan Sarı,et al.  Dynamics of oil price, precious metal prices, and exchange rate , 2010 .

[3]  Russell Smyth,et al.  Are oil shocks permanent or temporary? panel data evidence from crude oil and NGL production in 60 countries , 2008 .

[4]  J. Baffes Oil Spills on Other Commodities , 2007 .

[5]  Judith A. Clarke,et al.  A comparison of some common methods for detecting Granger noncausality , 2006 .

[6]  P. Narayan,et al.  The saving and investment nexus for China: evidence from cointegration tests , 2005 .

[7]  B. Lucey,et al.  The Evolving Relationship between Gold and Silver 1978-2003: Evidence from Dynamic Cointegration Analysis , 2003 .

[8]  T. Awokuse,et al.  THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION , 2003 .

[9]  P. Perron,et al.  Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power , 2001 .

[10]  Cetin Ciner On the long run relationship between gold and silver prices A note , 2001 .

[11]  Richard J. Smith,et al.  Bounds testing approaches to the analysis of level relationships , 2001 .

[12]  Taku Yamamoto,et al.  Modified lag augmented vector autoregressions , 2000 .

[13]  Y. Shin,et al.  Generalized Impulse Response Analysis in Linear Multivariate Models , 1998 .

[14]  Hector O. Zapata,et al.  Monte Carlo evidence on cointegration and causation , 1997 .

[15]  P. Phillips,et al.  Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? , 1992 .

[16]  T. Palaskas,et al.  Is there excess co-movement of primary commodity prices? A co-integration test , 1991 .

[17]  Helmut Lütkepohl,et al.  Introduction to multiple time series analysis , 1991 .

[18]  R. Pindyck,et al.  The Excess Co-Movement of Commodity Prices , 1988 .

[19]  P. Phillips Testing for a Unit Root in Time Series Regression , 1988 .

[20]  W. Fuller,et al.  Distribution of the Estimators for Autoregressive Time Series with a Unit Root , 1979 .