期刊论文详细信息
MethodsX | |
Commentary on a method for testing resistance to shocks | |
Paresh Kumar Narayan1  | |
[1] Centre for Financial Econometrics, Faculty of Business and Law, Deakin University, 221 Burwood Highway, Burwood, Victoria 3125, Australia; | |
关键词: Coronavirus; COVID-19; Crude oil prices; Exchange rates; Narayan–Popp test; Persistency; | |
DOI : | |
来源: DOAJ |
【 摘 要 】
This note tours the Narayan (2020a: Has COVID-19 Changed Exchange Rate Resistance to Shocks?) approach to testing for resistance of a time-series variable to shocks. We take a step-by-step account of this approach and demonstrate its applicability with respect to the crude oil price. • The approach entails steps (1) to (8), as outline in the paper. • Future researchers will find this method useful in evaluating the resistance of variables to not only COVID-19 shocks but to any shock which has had a sufficiently long life.
【 授权许可】
Unknown