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Cited by 70 publications
(44 citation statements)
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References 46 publications
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“…Few works on this field have paid proper attention to how this link evolves over time by separately use different "sophisticated" techniques including discrete wavelet decomposition, continuous wavelet, frequency domain analysis and wavelet-based nonlinear ARDL approach (Tiwari et al 2013;Bouoiyour and Selmi 2015;Jammazi et al 2015;Shahbaz et al 2015).…”
Section: Accepted Manuscriptmentioning
confidence: 99%
“…Few works on this field have paid proper attention to how this link evolves over time by separately use different "sophisticated" techniques including discrete wavelet decomposition, continuous wavelet, frequency domain analysis and wavelet-based nonlinear ARDL approach (Tiwari et al 2013;Bouoiyour and Selmi 2015;Jammazi et al 2015;Shahbaz et al 2015).…”
Section: Accepted Manuscriptmentioning
confidence: 99%
“…For the remaining countries, the diagnostic tests suggest the misspecifications of these models. Possible solution could be the data denoising, which might provide more accurate estimates (Jammazi et al, 2015). Interestingly, the NARDL model fails in capturing structural instabilities during the two major crises, since the long run and short run asymmetric effects alleviate or reduce the effects of the financial crisis in the dynamic nonlinear model.…”
Section: Discussionmentioning
confidence: 99%
“…Turner and Wood believed that the appreciation and depreciation of exchange rate have different effect on adjustment of price due to menu cost. Jammazi et al researched exchange rate based on oil prices and point out the change of foreign exchange rate have asymmetric passthrough to oil price adjsutment. Bussiere claimed that the ERPT effects in G7 countries are non‐linear and symmetrical.…”
Section: Literature Reviewsmentioning
confidence: 99%