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dc.contributor.authorWorrawat Saijaien_US
dc.contributor.authorWoraphon Yamakaen_US
dc.contributor.authorParavee Maneejuken_US
dc.contributor.authorSongsak Sriboonchittaen_US
dc.description.abstract© Springer Nature Switzerland AG 2019. A purpose of this study is to examine a dynamic relationship between oil price and macroeconomic variables namely consumer price index, interest rate, effective exchange rate, and broad money (M3). The rising prices of oil could affect producer’s cost and, in turn, lead to rising average prices of all goods by theory. This situation is called inflation which can be observed from an increase in some macroeconomic indicators such as consumer price index. However, as the oil price are changing over time due to political and economic situations, the relationship between macroeconomic indicators should have more dynamic property. Therefore, this study employed the time-varying VAR model to examine this non-constant relationship. The estimated results show that the effect of oil price on some variables are time-varying while the other variable is constantly affected by the oil price.en_US
dc.subjectComputer Scienceen_US
dc.titleTime-varying spillover effect among oil price and macroeconomic variablesen_US
dc.typeBook Seriesen_US
article.title.sourcetitleStudies in Computational Intelligenceen_US
article.volume809en_US Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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