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Öğe Relationship between oil prices and exchange rates: The case of Romania(Academy of Economic Studies, 2014) Sahbaz A.; Adiguzel U.; Bayat T.; Kayhan S.This study investigates to causality between crude oil prices and exchange rates in Romania employing monthly data from the beginning of floating exchange regime for November 2004 to December 2011. The study benefits from the recent advance in the time series econometric analysis and carries out non-linear causality and frequency domain causality tests. According to nonlinear causality test results there is no causality between the variables. Results show that frequency domain causality results slightly differentiate from the nonlinear causality analysis and imply that there is a causality running from real exchange rate to real oil price on the mediun and long run. © 2015, Academy of Economic Studies, All right reserved.
