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Table Of Contents

1 Introduction
2 Data
3 Slope based tests of nonlinearity
4 Impulse response function based test
5 Structural Stability of the Oil Price-Industrial Production Re-
6 Conclusions
References
7 Appendix A: Impulse response function based test
8 Appendix B: Qu and Perron’s (2007) structural break test
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Oil Price Shocks and Industrial Production

Oil Price Shocks and Industrial Production

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Published by Kerry Dolan

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Published by: Kerry Dolan on Jan 04, 2012
Copyright:Attribution Non-commercial

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01/04/2012

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