Kilian, Lutz; Zhou, Xiaoqing - 2019
U.S. interest rate since the 1980s. For example, the sustained surge in the real price of oil in the 2000s is often … between the interest rate and the exchange rate, but also because demand and supply shocks in the oil market in turn may … causal effects of oil demand and oil supply shocks from the effects of exogenous shocks to the U.S. real interest rate and …