‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2) (Energy Economics 2016)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Glauco De Vita, Emmanouil Trachanas ‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2) Energy Economics 2016 56 150–60 C22, C52, C59, F31, Q41, Q43 Replication, Causality, Oil price, Exchange rate, Unit root, Cointegration

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Autoregressive-distributed lag (ARDL), Nonlinear autoregressive-distributed lag (NARDL), Augmented Dickey-Fuller test (ADF), Generalized least squares (GLS) - - China, India EViews, 9.0, GAUSS

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Debi Prasad Bal, Badri Narayan Rath Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India Energy Economics 2015 51 149–56 C32, F31, Q43 Nonlinear causality, BDS test, Oil price, Exchange rate, Volatility persistence 3 - reproduction (new methods) 2 - failed (different results) - 1 - yes -

References

DOI: 10.1016/j.eneco.2016.03.014 IDEAS: a/eee/eneeco/v56y2016icp150-160.html EconPapers: RePEc:eee:eneeco:v:56:y:2016:i:c:p:150-160


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