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Impact Of Oil Price And Its Volatility On Cpi Of Pakistan: Bivariate Egarch Model, Abida Naurin
Impact Of Oil Price And Its Volatility On Cpi Of Pakistan: Bivariate Egarch Model, Abida Naurin
CBER Conference
The current research study targets to explore the impact of oil price and its volatility on CPI in case of Pakistan from the period 1980:M1 to 2018:M12. In this study we used the financial time series econometrics techniques; first applied the Box-Cox transformation on the data which suggested log transformation is required for all series.