An analysis of oil price volatility using var: evidence from Pakistan

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dc.contributor.authorAbdul Rafay
dc.contributor.authorSaqib Farid
dc.date.accessioned2016-10-04T12:57:15Z
dc.date.available2016-10-04T12:57:15Z
dc.date.issued2015
dc.description.abstractOil is a crucial economic input and Pakistan’s growth, production levels, and price levels are affected significantly by oil price volatility. This paper captures the impact of oil price shocks on Pakistan’s economy by considering variables such as gross domestic product, the wholesale price index, and large-scale manufacturing index. Our analysis is based on vector autoregression and the results are in line with similar studies. We also determine the precise short-term or long-term impact of oil price volatility on the relevant variables.en_US
dc.identifier.citationRafay, A., & Farid, S. (2015). An Analysis of Oil Price Volatility Using VAR: Evidence from Pakistan. Lahore Journal of Business, 4(1), 23-36en_US
dc.identifier.urihttps://escholar.umt.edu.pk/handle/123456789/2005
dc.publisherLahore Journal of Businessen_US
dc.subjectvector autoregressionen_US
dc.subjectgross domestic producten_US
dc.subjectwholesale price indexen_US
dc.subjectlarge scale manufacturing indexen_US
dc.subjectoil price volatilityen_US
dc.titleAn analysis of oil price volatility using var: evidence from Pakistanen_US
dc.typeArticleen_US
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