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The econometrics of oil market VAR models

Kilian, Lutz; Zhou, Xiaoqing - 2020

unconventional, puzzling or erroneous conclusions. Finally, we discuss the construction of extraneous measures of oil demand and oil …

Persistent link: https://www.econbiz.de/10012230527

OPEC and demand response to crude oil prices

Genc, Talat S. - 2017

Persistent link: https://www.econbiz.de/10011590254

Determinants of the crude oil futures curve : inventory, consumption and volatility

Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67

Persistent link: https://www.econbiz.de/10011816836

The balance sheet effects of oil market shocks : an industry level analysis

ElFayoumi, Khalid - In: Journal of banking & finance 95 (2018), pp. 112-127

Persistent link: https://www.econbiz.de/10011966718

Demand shocks vs. supply shocks : which shocks matter more in income and price inequality?

Hwang, Seolwoong; Lee, Kwangwon; Yim, Geunhyung - 2022

demand shocks significantly worsen the income distribution. It is estimated that the effect of the demand shock is long …This study analyzes the impact of supply and demand shocks on income and price inequality in the economy using data … from Korea. First, supply and demand shocks are identified from output and price data in Korea using the methods found in …

Persistent link: https://www.econbiz.de/10013198179

Modeling energy prices with a Markov-switching dynamic regression model : 2005-2015

Galyfianakis, Georgios; Drimbetas, Evagelos; … - In: Bulletin of applied economics 3 (2016) 1, pp. 11-28

Persistent link: https://www.econbiz.de/10011539401

Narrative sign restrictions for SVARs

Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - 2016

We identify structural vector autoregressions using narrative sign restrictions. Narrative sign restrictions constrain the structural shocks and the historical decomposition around key historical events, ensuring that they agree with the established narrative account of these episodes. Using...

Persistent link: https://www.econbiz.de/10011570683

Strategic oil dependence

Gerlagh, Reyer (contributor); Liski, Mattis (contributor) - 2007

Persistent link: https://www.econbiz.de/10003460345

Oil Supply and Demand Shock under Model Uncertainty

Gifuni, Luigi - 2022

, (ii) aggregate demand and (iii) oil-specific demand shock, by proposing the Information Criterion model averaging as a … demand shock, and more persistent following an oil specific demand shock …

Persistent link: https://www.econbiz.de/10014238297

Scarcity and growth considering oil and energy : an alternative neo-classical view

Reynolds, Douglas B. - 2002

Persistent link: https://www.econbiz.de/10001596845

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