The Econometrics of Oil Market VAR Models
Year of publication: |
2020
|
---|---|
Authors: | Kilian, Lutz |
Other Persons: | Zhou, Xiaoqing (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Ölmarkt | Oil market | VAR-Modell | VAR model | Theorie | Theory | Ökonometrie | Econometrics | Ölpreis | Oil price | Welt | World | Schock | Shock |
Extent: | 1 Online-Ressource (63 p) |
---|---|
Series: | CESifo Working Paper ; No. 8153 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3552393 [DOI] |
Classification: | Q43 - Energy and the Macroeconomy ; Q41 - Demand and Supply ; c36 ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The econometrics of oil market VAR models
Kilian, Lutz, (2020)
-
Refining the workhorse oil market model
Zhou, Xiaoqing, (2019)
-
The econometrics of oil market VAR Models
Kilian, Lutz, (2020)
- More ...
-
Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
Baumeister, Christiane, (2017)
-
Is the discretionary income effect of oil price shocks a hoax?
Baumeister, Christiane, (2017)
-
Modeling fluctuations in the global demand for commodities
Kilian, Lutz, (2018)
- More ...