Why agnostic sign restrictions are not enough : understanding the dynamics of oil market VAR models
Year of publication: |
2012
|
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Authors: | Kilian, Lutz ; Murphy, Daniel P. |
Published in: |
Journal of the European Economic Association. - Oxford : Oxford University Press, ISSN 1542-4766, ZDB-ID 2114709-7. - Vol. 10.2012, 5, p. 1166-1188
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Subject: | Ölmarkt | Oil market | Angebot | Supply | Nachfrage | Demand | Schock | Shock | Ölpreis | Oil price | Preiselastizität | Price elasticity | VAR-Modell | VAR model | Welt | World | 1976-2008 |
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