Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARs
Year of publication: |
2012
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Authors: | Lütkepohl, Helmut ; Netsunajev, Aleksei |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Markov switching model | vector autoregression | heteroskedasticity | rude oil market |
Series: | DIW Discussion Papers ; 1195 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722236018 [GVK] hdl:10419/61422 [Handle] RePEc:diw:diwwpp:dp1195 [RePEc] |
Classification: | C32 - Time-Series Models ; Q43 - Energy and the Macroeconomy |
Source: |
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Lütkepohl, Helmut, (2012)
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Lütkepohl, Helmut, (2014)
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