{"id":"https://openalex.org/W98333360","doi":null,"title":"Oil price and macroeconomy in India \u2013 An evolutionary cospectral coherence approach","display_name":"Oil price and macroeconomy in India \u2013 An evolutionary cospectral coherence approach","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W98333360","mag":"98333360"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:ipg:wpaper:2014-68","doi":null,"is_oa":false,"landing_page_url":"https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_068.pdf","pdf_url":"https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_068.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},"parent_works":[],"lineage":["https://openalex.org/W98333360"],"child_works_count":0,"type":"preprint","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074249267","display_name":"Zied Ftiti","orcid":"https://orcid.org/0000-0002-6216-1104","observed_orcids":["https://orcid.org/0000-0002-6216-1104"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zied Ftiti","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-6216-1104","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062136150","display_name":"Aviral Kumar Tiwari","orcid":"https://orcid.org/0000-0002-1822-9263","observed_orcids":["https://orcid.org/0000-0002-1822-9263","https://orcid.org/0000-0002-3579-3616"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Aviral Kumar Tiwari","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-1822-9263","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5052117480","display_name":"Ibrahim Fatnassi","orcid":"https://orcid.org/0000-0003-4739-2745","observed_orcids":["https://orcid.org/0000-0003-4739-2745"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ibrahim Fatnassi","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0003-4739-2745","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/oil-prices","display_name":"oil prices","score":0.8790000081062317},{"id":"https://openalex.org/keywords/macroeconomic-comovement","display_name":"macroeconomic comovement","score":0.7919999957084656},{"id":"https://openalex.org/keywords/india","display_name":"India","score":0.43700000643730164},{"id":"https://openalex.org/keywords/industrial-production","display_name":"industrial production","score":0.7689999938011169},{"id":"https://openalex.org/keywords/inflation","display_name":"inflation","score":0.9639999866485596},{"id":"https://openalex.org/keywords/trade-deficit","display_name":"trade deficit","score":0.9800000190734863},{"id":"https://openalex.org/keywords/oil-price-shocks","display_name":"oil price shocks","score":0.734000027179718},{"id":"https://openalex.org/keywords/time-frequency-correlation","display_name":"time-frequency correlation","score":0.5529999732971191},{"id":"https://openalex.org/keywords/lead-lag-relationship","display_name":"lead-lag relationship","score":0.7179999947547913},{"id":"https://openalex.org/keywords/phase-difference","display_name":"phase difference","score":0.7049999833106995}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.769049882888794},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.6323568820953369},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6273819804191589},{"id":"https://openalex.org/C2780148112","wikidata":"https://www.wikidata.org/wiki/Q1432581","display_name":"Proxy (statistics)","level":2,"score":0.6260301470756531},{"id":"https://openalex.org/C82753439","wikidata":"https://www.wikidata.org/wiki/Q1419090","display_name":"Industrial production","level":2,"score":0.5820275545120239},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.5582898259162903},{"id":"https://openalex.org/C2781181686","wikidata":"https://www.wikidata.org/wiki/Q4226068","display_name":"Coherence (philosophical gambling strategy)","level":2,"score":0.4713432490825653},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.44877541065216064},{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.4330739378929138},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.41000470519065857},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.35246098041534424},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.2868974804878235},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17183497548103333},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16839998960494995},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C33332235","wikidata":"https://www.wikidata.org/wiki/Q18362","display_name":"Theoretical physics","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:RePEc:ipg:wpaper:2014-68","doi":null,"is_oa":false,"landing_page_url":"https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_068.pdf","pdf_url":"https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_068.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:ipg:wpaper:2014-068","doi":null,"is_oa":false,"landing_page_url":"http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_068.pdf","pdf_url":"http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_068.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"preprint"},{"id":"mag:98333360","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/ipg/wpaper/2014-68.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.48510000109672546,"id":"https://metadata.un.org/sdg/8"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W163357360","https://openalex.org/W280046320","https://openalex.org/W1504369108","https://openalex.org/W1513181565","https://openalex.org/W1537745080","https://openalex.org/W1557069397","https://openalex.org/W1786554359","https://openalex.org/W1889650760","https://openalex.org/W1965283485","https://openalex.org/W1982278751","https://openalex.org/W1991004523","https://openalex.org/W1991090812","https://openalex.org/W1991446663","https://openalex.org/W1993684778","https://openalex.org/W2019797777","https://openalex.org/W2024726685","https://openalex.org/W2032404088","https://openalex.org/W2039797352","https://openalex.org/W2046891880","https://openalex.org/W2053266675","https://openalex.org/W2054913195","https://openalex.org/W2065747393","https://openalex.org/W2067417246","https://openalex.org/W2073572411","https://openalex.org/W2073879376","https://openalex.org/W2076287473","https://openalex.org/W2078213728","https://openalex.org/W2078955346","https://openalex.org/W2079493819","https://openalex.org/W2081463827","https://openalex.org/W2085246777","https://openalex.org/W2088371506","https://openalex.org/W2089572977","https://openalex.org/W2092917742","https://openalex.org/W2093711817","https://openalex.org/W2098052145","https://openalex.org/W2112090853","https://openalex.org/W2116388354","https://openalex.org/W2120790018","https://openalex.org/W2127659392","https://openalex.org/W2130302159","https://openalex.org/W2135273728","https://openalex.org/W3121188296","https://openalex.org/W3123387019","https://openalex.org/W3123724705","https://openalex.org/W3123913173","https://openalex.org/W3124882014","https://openalex.org/W3125225612","https://openalex.org/W3145724752"],"related_works":["https://openalex.org/W3137034226","https://openalex.org/W4389379704","https://openalex.org/W2992475150","https://openalex.org/W7204876775","https://openalex.org/W2762284970","https://openalex.org/W2919312531","https://openalex.org/W3082627601","https://openalex.org/W4376643906","https://openalex.org/W3124882014"],"abstract_inverted_index":{"The":[0,109],"aim":[1],"of":[2,32,46,58,85,92,114,117,143,161],"this":[3,203],"paper":[4],"is":[5,27,188],"to":[6,88],"focus":[7],"on":[8,82,137,217],"whether":[9],"or":[10],"not":[11],"an":[12,207],"interaction":[13],"relationship":[14],"(or":[15],"dependence)":[16],"exists":[17],"between":[18,140,163],"the":[19,56,69,83,90,112,115,121,124,127,131,135,138,141,159,164,169,177,185,195,218],"oil":[20,93,165,208],"price":[21,40,94,166],"and":[22,35,50,60,77,80,106,134,168],"fundamental":[23],"macroeconomic":[24,33,98,171,178],"variables":[25,99,172],"(that":[26],"industrial":[28,101],"production,":[29,102],"a":[30,44,118,181],"proxy":[31],"activity,":[34],"inflation,":[36],"measured":[37],"by":[38,150],"wholesale":[39],"index,":[41],"Trade":[42],"deficit,":[43],"measure":[45],"external":[47],"account":[48],"sustainability,":[49],"India-US":[51],"exchange":[52],"rate),":[53],"calling":[54],"upon":[55],"notion":[57],"correlation":[59,128],"then":[61],"dynamic":[62],"correlation.":[63],"In":[64],"our":[65],"contribution":[66],"we":[67],"used":[68],"evolutionary":[70],"co-spectral":[71],"analysis":[72],"(ESA)":[73],"as":[74],"presented":[75],"Priestley":[76],"Tong":[78],"(1973)":[79],"based":[81,104],"methodology":[84],"Ftiti":[86],"(2010),":[87],"analyze":[89],"impact":[91],"changes":[95],"in":[96,130,194,198],"three":[97],"namely":[100],"CPI":[103],"inflation":[105],"trade":[107],"deficit.":[108],"ESA":[110,125],"illustrates":[111],"evolution":[113],"co-variance":[116],"time-series":[119,145],"at":[120],"different":[122,174],"frequencies;":[123],"demonstrates":[126],"coefficient":[129],"time\u2013frequency":[132],"space;":[133],"information":[136],"delay":[139],"oscillations":[142],"two":[144],"i.e.,":[146],"lead\u2013lag":[147],"relationships":[148],"provided":[149],"phase-difference.":[151],"Our":[152,155],"results":[153,156],"show.":[154],"show":[157],"that":[158,189,206],"degree":[160],"co-movement":[162],"index":[167],"overall":[170],"exhibit":[173],"patterns":[175],"across":[176],"indicators.":[179],"However,":[180],"common":[182],"feature":[183],"among":[184],"calculated":[186],"comovements":[187],"they":[190],"re":[191],"are":[192],"higher":[193],"short-term":[196],"than":[197],"long-term.":[199],"As":[200],"economic":[201],"implication,":[202],"later":[204],"traduces":[205],"shocks":[209],"has":[210],"lower":[211],"long-run":[212],"effect":[213],"(weak":[214],"persistent":[215],"effect)":[216],"India":[219],"macroeconomy.":[220]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":7},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}