Hi,
I'm trying to replicate Kilian's study ("Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market", 2009) about implementing a structural VAR in order to identify an oil shock, but I got some issues because the estimates are different than the original one.
Does anybody could help me, please?
Thanks in advance
Structural VAR for oil shock
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