The econometrics of oil market VAR models
Lutz Kilian and Xiaoqing Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Kilian, Lutz ; Zhou, Xiaoqing |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-212-4. - 2023, p. 65-95
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| Subject: | Identification | model specification | elasticity | Bayesian estimation | structural VAR | instruments | textual analysis | VAR-Modell | VAR model | Ölmarkt | Oil market | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Preiselastizität | Price elasticity | Ökonometrie | Econometrics | Ölpreis | Oil price | Schock | Shock | Modellierung | Scientific modelling | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315146