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Commentary on a method for testing resistance to shocks
This note tours the Narayan (2020a: Has COVID-19 Changed Exchange Rate Resistance to Shocks?) approach to testing for resistance of a time-series variable to shocks. We take a step-by-step account of this approach and demonstrate its applicability with respect to the crude oil price. • The approach...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8374207/ https://www.ncbi.nlm.nih.gov/pubmed/34434721 http://dx.doi.org/10.1016/j.mex.2020.101194 |