Studies published by Glauco De Vita.
Studies lacking replication:
- 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).
JEL codes: C22, C52, C59 - Other, F31, Q41 - Demand and Supply • Prices, Q43. Methods: Autoregressive-distributed lag (ARDL), Nonlinear autoregressive-distributed lag (NARDL), Augmented Dickey-Fuller test (ADF), Generalized least squares (GLS) Software: EViews, 9.0, GAUSS
Data availability unknown;
Readme availability unknown;
Code availability unknown
- Replicated study: Debi Prasad Bal, Badri Narayan Rath. Energy Economics 2015.
JEL codes: C32, F31, Q43. Keywords: Nonlinear causality, BDS test, Oil price, Exchange rate, Volatility persistence
Data: -. Type: reproduction (new methods). Result: different results. Call into question: yes. Replication authors statement: -.