Detecting break in oil price series using the Box-Tiao method

Author:

Akarca Ali T.,Andrianacos Dimitri

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Economics and Econometrics

Reference12 articles.

1. Adelman, M. "The 1990 Oil Shock is Like the Others,"The Energy Journal, 1990, 11, 4, pp. 1–13.

2. Akarca, A. T.; Andrianacos D. "Is the Oil Price Still Persistent?,"The Journal of Economics, XXI, Fall 1995, pp. 17–21.

3. Akarca, A. T.; Long, T. "The 1979 Oil Price Shock and Inflation in Five Industrial Countries: An Intervention Analysis," in O. D. Anderson, ed.,Time Series Analysis: Theory and Practice, Amsterdam: North Holland, 1983, pp. 187–92.

4. Bhattacharyya, M. N.; Layton, A. P. "Effectiveness of Seat Belt Legislation on the Queensland Road Toll: An Australian Case Study in Intervention Analysis,"Journal of American Statistical Association, 74, 1979, pp. 596–603.

5. Box, G. E. P.; Jenkins, G. M.Time Series Analysis, Forecasting and Control, San Francisco, CA: Holden-Day, 1970.

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