The consumer prices dataset is a subset of the Main Economic Indicators (MEI) database comprising predominantly monthly statistics on all items, food, energy and services as well as harmonised consumer prices for all items. Data are expressed as percentage change or index (2010 = 100) and are...

We use a structural VAR model to study the German natural gas market and investigate the impact of the 2022 Russian supply stop on the German economy. Combining conventional and narrative sign restrictions, we find that gas supply and demand shocks have large and persistent price effects, while...